NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.09 |
93.53 |
0.44 |
0.5% |
91.00 |
| High |
93.65 |
93.90 |
0.25 |
0.3% |
94.35 |
| Low |
92.28 |
92.45 |
0.17 |
0.2% |
90.25 |
| Close |
93.56 |
93.33 |
-0.23 |
-0.2% |
93.56 |
| Range |
1.37 |
1.45 |
0.08 |
5.8% |
4.10 |
| ATR |
1.77 |
1.75 |
-0.02 |
-1.3% |
0.00 |
| Volume |
113,337 |
133,620 |
20,283 |
17.9% |
533,828 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.58 |
96.90 |
94.13 |
|
| R3 |
96.13 |
95.45 |
93.73 |
|
| R2 |
94.68 |
94.68 |
93.60 |
|
| R1 |
94.00 |
94.00 |
93.46 |
93.62 |
| PP |
93.23 |
93.23 |
93.23 |
93.03 |
| S1 |
92.55 |
92.55 |
93.20 |
92.17 |
| S2 |
91.78 |
91.78 |
93.06 |
|
| S3 |
90.33 |
91.10 |
92.93 |
|
| S4 |
88.88 |
89.65 |
92.53 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.02 |
103.39 |
95.82 |
|
| R3 |
100.92 |
99.29 |
94.69 |
|
| R2 |
96.82 |
96.82 |
94.31 |
|
| R1 |
95.19 |
95.19 |
93.94 |
96.01 |
| PP |
92.72 |
92.72 |
92.72 |
93.13 |
| S1 |
91.09 |
91.09 |
93.18 |
91.91 |
| S2 |
88.62 |
88.62 |
92.81 |
|
| S3 |
84.52 |
86.99 |
92.43 |
|
| S4 |
80.42 |
82.89 |
91.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.35 |
91.32 |
3.03 |
3.2% |
1.57 |
1.7% |
66% |
False |
False |
106,646 |
| 10 |
94.35 |
89.41 |
4.94 |
5.3% |
2.02 |
2.2% |
79% |
False |
False |
97,689 |
| 20 |
94.35 |
89.25 |
5.10 |
5.5% |
1.70 |
1.8% |
80% |
False |
False |
62,135 |
| 40 |
94.35 |
81.81 |
12.54 |
13.4% |
1.77 |
1.9% |
92% |
False |
False |
42,447 |
| 60 |
94.35 |
81.81 |
12.54 |
13.4% |
1.65 |
1.8% |
92% |
False |
False |
32,572 |
| 80 |
94.35 |
79.25 |
15.10 |
16.2% |
1.65 |
1.8% |
93% |
False |
False |
26,944 |
| 100 |
94.35 |
77.70 |
16.65 |
17.8% |
1.60 |
1.7% |
94% |
False |
False |
22,856 |
| 120 |
94.35 |
74.98 |
19.37 |
20.8% |
1.44 |
1.5% |
95% |
False |
False |
19,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.06 |
|
2.618 |
97.70 |
|
1.618 |
96.25 |
|
1.000 |
95.35 |
|
0.618 |
94.80 |
|
HIGH |
93.90 |
|
0.618 |
93.35 |
|
0.500 |
93.18 |
|
0.382 |
93.00 |
|
LOW |
92.45 |
|
0.618 |
91.55 |
|
1.000 |
91.00 |
|
1.618 |
90.10 |
|
2.618 |
88.65 |
|
4.250 |
86.29 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.28 |
93.28 |
| PP |
93.23 |
93.24 |
| S1 |
93.18 |
93.19 |
|