NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
90.31 |
91.55 |
1.24 |
1.4% |
91.85 |
High |
91.97 |
91.83 |
-0.14 |
-0.2% |
92.85 |
Low |
89.12 |
89.20 |
0.08 |
0.1% |
89.88 |
Close |
91.42 |
89.75 |
-1.67 |
-1.8% |
92.22 |
Range |
2.85 |
2.63 |
-0.22 |
-7.7% |
2.97 |
ATR |
1.87 |
1.92 |
0.05 |
2.9% |
0.00 |
Volume |
146,287 |
159,540 |
13,253 |
9.1% |
215,723 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.15 |
96.58 |
91.20 |
|
R3 |
95.52 |
93.95 |
90.47 |
|
R2 |
92.89 |
92.89 |
90.23 |
|
R1 |
91.32 |
91.32 |
89.99 |
90.79 |
PP |
90.26 |
90.26 |
90.26 |
90.00 |
S1 |
88.69 |
88.69 |
89.51 |
88.16 |
S2 |
87.63 |
87.63 |
89.27 |
|
S3 |
85.00 |
86.06 |
89.03 |
|
S4 |
82.37 |
83.43 |
88.30 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.56 |
99.36 |
93.85 |
|
R3 |
97.59 |
96.39 |
93.04 |
|
R2 |
94.62 |
94.62 |
92.76 |
|
R1 |
93.42 |
93.42 |
92.49 |
94.02 |
PP |
91.65 |
91.65 |
91.65 |
91.95 |
S1 |
90.45 |
90.45 |
91.95 |
91.05 |
S2 |
88.68 |
88.68 |
91.68 |
|
S3 |
85.71 |
87.48 |
91.40 |
|
S4 |
82.74 |
84.51 |
90.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.44 |
89.12 |
4.32 |
4.8% |
2.67 |
3.0% |
15% |
False |
False |
101,869 |
10 |
93.44 |
89.12 |
4.32 |
4.8% |
2.00 |
2.2% |
15% |
False |
False |
71,588 |
20 |
93.44 |
88.07 |
5.37 |
6.0% |
1.73 |
1.9% |
31% |
False |
False |
69,977 |
40 |
93.44 |
81.41 |
12.03 |
13.4% |
1.88 |
2.1% |
69% |
False |
False |
56,181 |
60 |
93.44 |
81.41 |
12.03 |
13.4% |
1.86 |
2.1% |
69% |
False |
False |
44,931 |
80 |
93.44 |
78.05 |
15.39 |
17.1% |
1.82 |
2.0% |
76% |
False |
False |
38,554 |
100 |
93.44 |
74.29 |
19.15 |
21.3% |
1.77 |
2.0% |
81% |
False |
False |
32,909 |
120 |
93.44 |
74.29 |
19.15 |
21.3% |
1.71 |
1.9% |
81% |
False |
False |
28,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.01 |
2.618 |
98.72 |
1.618 |
96.09 |
1.000 |
94.46 |
0.618 |
93.46 |
HIGH |
91.83 |
0.618 |
90.83 |
0.500 |
90.52 |
0.382 |
90.20 |
LOW |
89.20 |
0.618 |
87.57 |
1.000 |
86.57 |
1.618 |
84.94 |
2.618 |
82.31 |
4.250 |
78.02 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
90.52 |
91.04 |
PP |
90.26 |
90.61 |
S1 |
90.01 |
90.18 |
|