NYMEX Light Sweet Crude Oil Future April 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 |
92.51 |
90.72 |
-1.79 |
-1.9% |
92.93 |
High |
92.79 |
91.40 |
-1.39 |
-1.5% |
94.13 |
Low |
90.40 |
89.41 |
-0.99 |
-1.1% |
89.41 |
Close |
90.90 |
90.17 |
-0.73 |
-0.8% |
90.17 |
Range |
2.39 |
1.99 |
-0.40 |
-16.7% |
4.72 |
ATR |
1.83 |
1.84 |
0.01 |
0.6% |
0.00 |
Volume |
87,233 |
119,253 |
32,020 |
36.7% |
332,750 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.30 |
95.22 |
91.26 |
|
R3 |
94.31 |
93.23 |
90.72 |
|
R2 |
92.32 |
92.32 |
90.53 |
|
R1 |
91.24 |
91.24 |
90.35 |
90.79 |
PP |
90.33 |
90.33 |
90.33 |
90.10 |
S1 |
89.25 |
89.25 |
89.99 |
88.80 |
S2 |
88.34 |
88.34 |
89.81 |
|
S3 |
86.35 |
87.26 |
89.62 |
|
S4 |
84.36 |
85.27 |
89.08 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.40 |
102.50 |
92.77 |
|
R3 |
100.68 |
97.78 |
91.47 |
|
R2 |
95.96 |
95.96 |
91.04 |
|
R1 |
93.06 |
93.06 |
90.60 |
92.15 |
PP |
91.24 |
91.24 |
91.24 |
90.78 |
S1 |
88.34 |
88.34 |
89.74 |
87.43 |
S2 |
86.52 |
86.52 |
89.30 |
|
S3 |
81.80 |
83.62 |
88.87 |
|
S4 |
77.08 |
78.90 |
87.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.13 |
89.41 |
4.72 |
5.2% |
2.39 |
2.6% |
16% |
False |
True |
66,550 |
10 |
94.13 |
89.41 |
4.72 |
5.2% |
1.98 |
2.2% |
16% |
False |
True |
43,114 |
20 |
94.13 |
88.43 |
5.70 |
6.3% |
1.67 |
1.8% |
31% |
False |
False |
36,805 |
40 |
94.13 |
81.81 |
12.32 |
13.7% |
1.77 |
2.0% |
68% |
False |
False |
28,005 |
60 |
94.13 |
81.81 |
12.32 |
13.7% |
1.70 |
1.9% |
68% |
False |
False |
22,289 |
80 |
94.13 |
78.63 |
15.50 |
17.2% |
1.65 |
1.8% |
74% |
False |
False |
19,226 |
100 |
94.13 |
74.98 |
19.15 |
21.2% |
1.55 |
1.7% |
79% |
False |
False |
16,362 |
120 |
94.13 |
74.98 |
19.15 |
21.2% |
1.39 |
1.5% |
79% |
False |
False |
14,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.86 |
2.618 |
96.61 |
1.618 |
94.62 |
1.000 |
93.39 |
0.618 |
92.63 |
HIGH |
91.40 |
0.618 |
90.64 |
0.500 |
90.41 |
0.382 |
90.17 |
LOW |
89.41 |
0.618 |
88.18 |
1.000 |
87.42 |
1.618 |
86.19 |
2.618 |
84.20 |
4.250 |
80.95 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
90.41 |
91.17 |
PP |
90.33 |
90.83 |
S1 |
90.25 |
90.50 |
|