NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
91.55 |
89.58 |
-1.97 |
-2.2% |
92.12 |
High |
91.83 |
90.52 |
-1.31 |
-1.4% |
93.44 |
Low |
89.20 |
88.45 |
-0.75 |
-0.8% |
88.45 |
Close |
89.75 |
89.22 |
-0.53 |
-0.6% |
89.22 |
Range |
2.63 |
2.07 |
-0.56 |
-21.3% |
4.99 |
ATR |
1.92 |
1.93 |
0.01 |
0.5% |
0.00 |
Volume |
159,540 |
216,028 |
56,488 |
35.4% |
650,770 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.61 |
94.48 |
90.36 |
|
R3 |
93.54 |
92.41 |
89.79 |
|
R2 |
91.47 |
91.47 |
89.60 |
|
R1 |
90.34 |
90.34 |
89.41 |
89.87 |
PP |
89.40 |
89.40 |
89.40 |
89.16 |
S1 |
88.27 |
88.27 |
89.03 |
87.80 |
S2 |
87.33 |
87.33 |
88.84 |
|
S3 |
85.26 |
86.20 |
88.65 |
|
S4 |
83.19 |
84.13 |
88.08 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.34 |
102.27 |
91.96 |
|
R3 |
100.35 |
97.28 |
90.59 |
|
R2 |
95.36 |
95.36 |
90.13 |
|
R1 |
92.29 |
92.29 |
89.68 |
91.33 |
PP |
90.37 |
90.37 |
90.37 |
89.89 |
S1 |
87.30 |
87.30 |
88.76 |
86.34 |
S2 |
85.38 |
85.38 |
88.31 |
|
S3 |
80.39 |
82.31 |
87.85 |
|
S4 |
75.40 |
77.32 |
86.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.44 |
88.45 |
4.99 |
5.6% |
2.49 |
2.8% |
15% |
False |
True |
130,154 |
10 |
93.44 |
88.45 |
4.99 |
5.6% |
2.08 |
2.3% |
15% |
False |
True |
86,649 |
20 |
93.44 |
88.07 |
5.37 |
6.0% |
1.75 |
2.0% |
21% |
False |
False |
77,428 |
40 |
93.44 |
81.41 |
12.03 |
13.5% |
1.88 |
2.1% |
65% |
False |
False |
60,983 |
60 |
93.44 |
81.41 |
12.03 |
13.5% |
1.88 |
2.1% |
65% |
False |
False |
48,222 |
80 |
93.44 |
78.05 |
15.39 |
17.2% |
1.83 |
2.1% |
73% |
False |
False |
40,961 |
100 |
93.44 |
74.29 |
19.15 |
21.5% |
1.77 |
2.0% |
78% |
False |
False |
35,047 |
120 |
93.44 |
74.29 |
19.15 |
21.5% |
1.71 |
1.9% |
78% |
False |
False |
29,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.32 |
2.618 |
95.94 |
1.618 |
93.87 |
1.000 |
92.59 |
0.618 |
91.80 |
HIGH |
90.52 |
0.618 |
89.73 |
0.500 |
89.49 |
0.382 |
89.24 |
LOW |
88.45 |
0.618 |
87.17 |
1.000 |
86.38 |
1.618 |
85.10 |
2.618 |
83.03 |
4.250 |
79.65 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
89.49 |
90.21 |
PP |
89.40 |
89.88 |
S1 |
89.31 |
89.55 |
|