NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
89.58 |
90.11 |
0.53 |
0.6% |
92.12 |
High |
90.52 |
91.00 |
0.48 |
0.5% |
93.44 |
Low |
88.45 |
89.28 |
0.83 |
0.9% |
88.45 |
Close |
89.22 |
90.58 |
1.36 |
1.5% |
89.22 |
Range |
2.07 |
1.72 |
-0.35 |
-16.9% |
4.99 |
ATR |
1.93 |
1.92 |
-0.01 |
-0.6% |
0.00 |
Volume |
216,028 |
263,239 |
47,211 |
21.9% |
650,770 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.45 |
94.73 |
91.53 |
|
R3 |
93.73 |
93.01 |
91.05 |
|
R2 |
92.01 |
92.01 |
90.90 |
|
R1 |
91.29 |
91.29 |
90.74 |
91.65 |
PP |
90.29 |
90.29 |
90.29 |
90.47 |
S1 |
89.57 |
89.57 |
90.42 |
89.93 |
S2 |
88.57 |
88.57 |
90.26 |
|
S3 |
86.85 |
87.85 |
90.11 |
|
S4 |
85.13 |
86.13 |
89.63 |
|
|
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 |
92.95 |
88.45 |
4.50 |
5.0% |
2.56 |
2.8% |
47% |
False |
False |
172,537 |
10 |
93.44 |
88.45 |
4.99 |
5.5% |
2.12 |
2.3% |
43% |
False |
False |
108,633 |
20 |
93.44 |
88.07 |
5.37 |
5.9% |
1.75 |
1.9% |
47% |
False |
False |
86,938 |
40 |
93.44 |
81.41 |
12.03 |
13.3% |
1.90 |
2.1% |
76% |
False |
False |
66,550 |
60 |
93.44 |
81.41 |
12.03 |
13.3% |
1.87 |
2.1% |
76% |
False |
False |
52,311 |
80 |
93.44 |
78.05 |
15.39 |
17.0% |
1.84 |
2.0% |
81% |
False |
False |
44,061 |
100 |
93.44 |
74.29 |
19.15 |
21.1% |
1.78 |
2.0% |
85% |
False |
False |
37,578 |
120 |
93.44 |
74.29 |
19.15 |
21.1% |
1.71 |
1.9% |
85% |
False |
False |
32,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.31 |
2.618 |
95.50 |
1.618 |
93.78 |
1.000 |
92.72 |
0.618 |
92.06 |
HIGH |
91.00 |
0.618 |
90.34 |
0.500 |
90.14 |
0.382 |
89.94 |
LOW |
89.28 |
0.618 |
88.22 |
1.000 |
87.56 |
1.618 |
86.50 |
2.618 |
84.78 |
4.250 |
81.97 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
90.43 |
90.43 |
PP |
90.29 |
90.29 |
S1 |
90.14 |
90.14 |
|