NYMEX Light Sweet Crude Oil Future April 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 |
90.72 |
91.00 |
0.28 |
0.3% |
92.93 |
High |
91.40 |
92.00 |
0.60 |
0.7% |
94.13 |
Low |
89.41 |
90.25 |
0.84 |
0.9% |
89.41 |
Close |
90.17 |
91.67 |
1.50 |
1.7% |
90.17 |
Range |
1.99 |
1.75 |
-0.24 |
-12.1% |
4.72 |
ATR |
1.84 |
1.84 |
0.00 |
0.0% |
0.00 |
Volume |
119,253 |
134,214 |
14,961 |
12.5% |
332,750 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.56 |
95.86 |
92.63 |
|
R3 |
94.81 |
94.11 |
92.15 |
|
R2 |
93.06 |
93.06 |
91.99 |
|
R1 |
92.36 |
92.36 |
91.83 |
92.71 |
PP |
91.31 |
91.31 |
91.31 |
91.48 |
S1 |
90.61 |
90.61 |
91.51 |
90.96 |
S2 |
89.56 |
89.56 |
91.35 |
|
S3 |
87.81 |
88.86 |
91.19 |
|
S4 |
86.06 |
87.11 |
90.71 |
|
|
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 |
93.66 |
89.41 |
4.25 |
4.6% |
2.47 |
2.7% |
53% |
False |
False |
88,732 |
10 |
94.13 |
89.41 |
4.72 |
5.1% |
2.03 |
2.2% |
48% |
False |
False |
54,830 |
20 |
94.13 |
88.58 |
5.55 |
6.1% |
1.67 |
1.8% |
56% |
False |
False |
42,284 |
40 |
94.13 |
81.81 |
12.32 |
13.4% |
1.80 |
2.0% |
80% |
False |
False |
30,900 |
60 |
94.13 |
81.81 |
12.32 |
13.4% |
1.70 |
1.9% |
80% |
False |
False |
24,403 |
80 |
94.13 |
78.63 |
15.50 |
16.9% |
1.66 |
1.8% |
84% |
False |
False |
20,779 |
100 |
94.13 |
74.98 |
19.15 |
20.9% |
1.56 |
1.7% |
87% |
False |
False |
17,650 |
120 |
94.13 |
74.98 |
19.15 |
20.9% |
1.40 |
1.5% |
87% |
False |
False |
15,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.44 |
2.618 |
96.58 |
1.618 |
94.83 |
1.000 |
93.75 |
0.618 |
93.08 |
HIGH |
92.00 |
0.618 |
91.33 |
0.500 |
91.13 |
0.382 |
90.92 |
LOW |
90.25 |
0.618 |
89.17 |
1.000 |
88.50 |
1.618 |
87.42 |
2.618 |
85.67 |
4.250 |
82.81 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
91.49 |
91.48 |
PP |
91.31 |
91.29 |
S1 |
91.13 |
91.10 |
|