NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
88.01 |
91.99 |
3.98 |
4.5% |
90.80 |
High |
91.97 |
94.89 |
2.92 |
3.2% |
91.97 |
Low |
87.96 |
90.89 |
2.93 |
3.3% |
87.83 |
Close |
91.68 |
94.28 |
2.60 |
2.8% |
91.68 |
Range |
4.01 |
4.00 |
-0.01 |
-0.2% |
4.14 |
ATR |
1.96 |
2.10 |
0.15 |
7.5% |
0.00 |
Volume |
183,487 |
290,335 |
106,848 |
58.2% |
718,590 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.35 |
103.82 |
96.48 |
|
R3 |
101.35 |
99.82 |
95.38 |
|
R2 |
97.35 |
97.35 |
95.01 |
|
R1 |
95.82 |
95.82 |
94.65 |
96.59 |
PP |
93.35 |
93.35 |
93.35 |
93.74 |
S1 |
91.82 |
91.82 |
93.91 |
92.59 |
S2 |
89.35 |
89.35 |
93.55 |
|
S3 |
85.35 |
87.82 |
93.18 |
|
S4 |
81.35 |
83.82 |
92.08 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.91 |
101.44 |
93.96 |
|
R3 |
98.77 |
97.30 |
92.82 |
|
R2 |
94.63 |
94.63 |
92.44 |
|
R1 |
93.16 |
93.16 |
92.06 |
93.90 |
PP |
90.49 |
90.49 |
90.49 |
90.86 |
S1 |
89.02 |
89.02 |
91.30 |
89.76 |
S2 |
86.35 |
86.35 |
90.92 |
|
S3 |
82.21 |
84.88 |
90.54 |
|
S4 |
78.07 |
80.74 |
89.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.89 |
87.83 |
7.06 |
7.5% |
2.69 |
2.9% |
91% |
True |
False |
180,808 |
10 |
94.89 |
87.83 |
7.06 |
7.5% |
2.26 |
2.4% |
91% |
True |
False |
147,212 |
20 |
94.89 |
87.83 |
7.06 |
7.5% |
2.13 |
2.3% |
91% |
True |
False |
116,934 |
40 |
94.89 |
87.83 |
7.06 |
7.5% |
1.82 |
1.9% |
91% |
True |
False |
72,660 |
60 |
94.89 |
81.81 |
13.08 |
13.9% |
1.81 |
1.9% |
95% |
True |
False |
53,375 |
80 |
94.89 |
81.81 |
13.08 |
13.9% |
1.76 |
1.9% |
95% |
True |
False |
42,445 |
100 |
94.89 |
78.63 |
16.26 |
17.2% |
1.68 |
1.8% |
96% |
True |
False |
35,809 |
120 |
94.89 |
74.98 |
19.91 |
21.1% |
1.59 |
1.7% |
97% |
True |
False |
30,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.89 |
2.618 |
105.36 |
1.618 |
101.36 |
1.000 |
98.89 |
0.618 |
97.36 |
HIGH |
94.89 |
0.618 |
93.36 |
0.500 |
92.89 |
0.382 |
92.42 |
LOW |
90.89 |
0.618 |
88.42 |
1.000 |
86.89 |
1.618 |
84.42 |
2.618 |
80.42 |
4.250 |
73.89 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
93.82 |
93.33 |
PP |
93.35 |
92.38 |
S1 |
92.89 |
91.43 |
|