NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
92.76 |
90.88 |
-1.88 |
-2.0% |
93.53 |
High |
92.95 |
91.66 |
-1.29 |
-1.4% |
94.02 |
Low |
90.26 |
90.38 |
0.12 |
0.1% |
90.26 |
Close |
90.96 |
90.63 |
-0.33 |
-0.4% |
90.63 |
Range |
2.69 |
1.28 |
-1.41 |
-52.4% |
3.76 |
ATR |
1.80 |
1.76 |
-0.04 |
-2.1% |
0.00 |
Volume |
91,283 |
167,019 |
75,736 |
83.0% |
463,195 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.73 |
93.96 |
91.33 |
|
R3 |
93.45 |
92.68 |
90.98 |
|
R2 |
92.17 |
92.17 |
90.86 |
|
R1 |
91.40 |
91.40 |
90.75 |
91.15 |
PP |
90.89 |
90.89 |
90.89 |
90.76 |
S1 |
90.12 |
90.12 |
90.51 |
89.87 |
S2 |
89.61 |
89.61 |
90.40 |
|
S3 |
88.33 |
88.84 |
90.28 |
|
S4 |
87.05 |
87.56 |
89.93 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.92 |
100.53 |
92.70 |
|
R3 |
99.16 |
96.77 |
91.66 |
|
R2 |
95.40 |
95.40 |
91.32 |
|
R1 |
93.01 |
93.01 |
90.97 |
92.33 |
PP |
91.64 |
91.64 |
91.64 |
91.29 |
S1 |
89.25 |
89.25 |
90.29 |
88.57 |
S2 |
87.88 |
87.88 |
89.94 |
|
S3 |
84.12 |
85.49 |
89.60 |
|
S4 |
80.36 |
81.73 |
88.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.02 |
90.26 |
3.76 |
4.1% |
1.65 |
1.8% |
10% |
False |
False |
115,306 |
10 |
94.35 |
89.41 |
4.94 |
5.5% |
1.70 |
1.9% |
25% |
False |
False |
111,627 |
20 |
94.35 |
89.41 |
4.94 |
5.5% |
1.80 |
2.0% |
25% |
False |
False |
72,907 |
40 |
94.35 |
82.75 |
11.60 |
12.8% |
1.76 |
1.9% |
68% |
False |
False |
49,870 |
60 |
94.35 |
81.81 |
12.54 |
13.8% |
1.68 |
1.9% |
70% |
False |
False |
37,643 |
80 |
94.35 |
80.28 |
14.07 |
15.5% |
1.67 |
1.8% |
74% |
False |
False |
30,748 |
100 |
94.35 |
77.94 |
16.41 |
18.1% |
1.63 |
1.8% |
77% |
False |
False |
26,009 |
120 |
94.35 |
74.98 |
19.37 |
21.4% |
1.47 |
1.6% |
81% |
False |
False |
22,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.10 |
2.618 |
95.01 |
1.618 |
93.73 |
1.000 |
92.94 |
0.618 |
92.45 |
HIGH |
91.66 |
0.618 |
91.17 |
0.500 |
91.02 |
0.382 |
90.87 |
LOW |
90.38 |
0.618 |
89.59 |
1.000 |
89.10 |
1.618 |
88.31 |
2.618 |
87.03 |
4.250 |
84.94 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
91.02 |
92.14 |
PP |
90.89 |
91.64 |
S1 |
90.76 |
91.13 |
|