NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
93.38 |
91.83 |
-1.55 |
-1.7% |
93.75 |
High |
93.49 |
92.11 |
-1.38 |
-1.5% |
94.66 |
Low |
91.42 |
90.21 |
-1.21 |
-1.3% |
90.21 |
Close |
91.84 |
90.98 |
-0.86 |
-0.9% |
90.98 |
Range |
2.07 |
1.90 |
-0.17 |
-8.2% |
4.45 |
ATR |
1.72 |
1.73 |
0.01 |
0.7% |
0.00 |
Volume |
55,941 |
81,872 |
25,931 |
46.4% |
214,800 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.80 |
95.79 |
92.03 |
|
R3 |
94.90 |
93.89 |
91.50 |
|
R2 |
93.00 |
93.00 |
91.33 |
|
R1 |
91.99 |
91.99 |
91.15 |
91.55 |
PP |
91.10 |
91.10 |
91.10 |
90.88 |
S1 |
90.09 |
90.09 |
90.81 |
89.65 |
S2 |
89.20 |
89.20 |
90.63 |
|
S3 |
87.30 |
88.19 |
90.46 |
|
S4 |
85.40 |
86.29 |
89.94 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.30 |
102.59 |
93.43 |
|
R3 |
100.85 |
98.14 |
92.20 |
|
R2 |
96.40 |
96.40 |
91.80 |
|
R1 |
93.69 |
93.69 |
91.39 |
92.82 |
PP |
91.95 |
91.95 |
91.95 |
91.52 |
S1 |
89.24 |
89.24 |
90.57 |
88.37 |
S2 |
87.50 |
87.50 |
90.16 |
|
S3 |
83.05 |
84.79 |
89.76 |
|
S4 |
78.60 |
80.34 |
88.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.66 |
90.21 |
4.45 |
4.9% |
2.25 |
2.5% |
17% |
False |
True |
42,960 |
10 |
94.66 |
90.21 |
4.45 |
4.9% |
1.89 |
2.1% |
17% |
False |
True |
28,579 |
20 |
94.66 |
88.68 |
5.98 |
6.6% |
1.58 |
1.7% |
38% |
False |
False |
23,500 |
40 |
94.66 |
82.22 |
12.44 |
13.7% |
1.62 |
1.8% |
70% |
False |
False |
17,945 |
60 |
94.66 |
82.22 |
12.44 |
13.7% |
1.53 |
1.7% |
70% |
False |
False |
14,474 |
80 |
94.66 |
79.39 |
15.27 |
16.8% |
1.41 |
1.5% |
76% |
False |
False |
12,425 |
100 |
94.66 |
75.91 |
18.75 |
20.6% |
1.27 |
1.4% |
80% |
False |
False |
10,723 |
120 |
94.66 |
75.91 |
18.75 |
20.6% |
1.14 |
1.3% |
80% |
False |
False |
9,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.19 |
2.618 |
97.08 |
1.618 |
95.18 |
1.000 |
94.01 |
0.618 |
93.28 |
HIGH |
92.11 |
0.618 |
91.38 |
0.500 |
91.16 |
0.382 |
90.94 |
LOW |
90.21 |
0.618 |
89.04 |
1.000 |
88.31 |
1.618 |
87.14 |
2.618 |
85.24 |
4.250 |
82.14 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
91.16 |
91.94 |
PP |
91.10 |
91.62 |
S1 |
91.04 |
91.30 |
|