NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
91.00 |
92.00 |
1.00 |
1.1% |
92.93 |
| High |
92.00 |
93.51 |
1.51 |
1.6% |
94.13 |
| Low |
90.25 |
91.32 |
1.07 |
1.2% |
89.41 |
| Close |
91.67 |
93.38 |
1.71 |
1.9% |
90.17 |
| Range |
1.75 |
2.19 |
0.44 |
25.1% |
4.72 |
| ATR |
1.84 |
1.86 |
0.03 |
1.4% |
0.00 |
| Volume |
134,214 |
82,405 |
-51,809 |
-38.6% |
332,750 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.31 |
98.53 |
94.58 |
|
| R3 |
97.12 |
96.34 |
93.98 |
|
| R2 |
94.93 |
94.93 |
93.78 |
|
| R1 |
94.15 |
94.15 |
93.58 |
94.54 |
| PP |
92.74 |
92.74 |
92.74 |
92.93 |
| S1 |
91.96 |
91.96 |
93.18 |
92.35 |
| S2 |
90.55 |
90.55 |
92.98 |
|
| S3 |
88.36 |
89.77 |
92.78 |
|
| S4 |
86.17 |
87.58 |
92.18 |
|
|
| 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 |
93.51 |
89.41 |
4.10 |
4.4% |
2.24 |
2.4% |
97% |
True |
False |
98,172 |
| 10 |
94.13 |
89.41 |
4.72 |
5.1% |
2.17 |
2.3% |
84% |
False |
False |
61,799 |
| 20 |
94.13 |
88.58 |
5.55 |
5.9% |
1.68 |
1.8% |
86% |
False |
False |
45,536 |
| 40 |
94.13 |
81.81 |
12.32 |
13.2% |
1.80 |
1.9% |
94% |
False |
False |
32,514 |
| 60 |
94.13 |
81.81 |
12.32 |
13.2% |
1.71 |
1.8% |
94% |
False |
False |
25,667 |
| 80 |
94.13 |
78.63 |
15.50 |
16.6% |
1.66 |
1.8% |
95% |
False |
False |
21,705 |
| 100 |
94.13 |
74.98 |
19.15 |
20.5% |
1.56 |
1.7% |
96% |
False |
False |
18,450 |
| 120 |
94.13 |
74.98 |
19.15 |
20.5% |
1.40 |
1.5% |
96% |
False |
False |
15,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.82 |
|
2.618 |
99.24 |
|
1.618 |
97.05 |
|
1.000 |
95.70 |
|
0.618 |
94.86 |
|
HIGH |
93.51 |
|
0.618 |
92.67 |
|
0.500 |
92.42 |
|
0.382 |
92.16 |
|
LOW |
91.32 |
|
0.618 |
89.97 |
|
1.000 |
89.13 |
|
1.618 |
87.78 |
|
2.618 |
85.59 |
|
4.250 |
82.01 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.06 |
92.74 |
| PP |
92.74 |
92.10 |
| S1 |
92.42 |
91.46 |
|