NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.59 |
94.26 |
-0.33 |
-0.3% |
92.25 |
| High |
94.77 |
94.52 |
-0.25 |
-0.3% |
95.08 |
| Low |
93.49 |
93.21 |
-0.28 |
-0.3% |
91.08 |
| Close |
94.00 |
94.43 |
0.43 |
0.5% |
94.43 |
| Range |
1.28 |
1.31 |
0.03 |
2.3% |
4.00 |
| ATR |
1.71 |
1.68 |
-0.03 |
-1.7% |
0.00 |
| Volume |
57,034 |
69,548 |
12,514 |
21.9% |
296,848 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.98 |
97.52 |
95.15 |
|
| R3 |
96.67 |
96.21 |
94.79 |
|
| R2 |
95.36 |
95.36 |
94.67 |
|
| R1 |
94.90 |
94.90 |
94.55 |
95.13 |
| PP |
94.05 |
94.05 |
94.05 |
94.17 |
| S1 |
93.59 |
93.59 |
94.31 |
93.82 |
| S2 |
92.74 |
92.74 |
94.19 |
|
| S3 |
91.43 |
92.28 |
94.07 |
|
| S4 |
90.12 |
90.97 |
93.71 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.53 |
103.98 |
96.63 |
|
| R3 |
101.53 |
99.98 |
95.53 |
|
| R2 |
97.53 |
97.53 |
95.16 |
|
| R1 |
95.98 |
95.98 |
94.80 |
96.76 |
| PP |
93.53 |
93.53 |
93.53 |
93.92 |
| S1 |
91.98 |
91.98 |
94.06 |
92.76 |
| S2 |
89.53 |
89.53 |
93.70 |
|
| S3 |
85.53 |
87.98 |
93.33 |
|
| S4 |
81.53 |
83.98 |
92.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.08 |
91.08 |
4.00 |
4.2% |
1.58 |
1.7% |
84% |
False |
False |
59,369 |
| 10 |
95.08 |
90.21 |
4.87 |
5.2% |
1.92 |
2.0% |
87% |
False |
False |
51,164 |
| 20 |
95.08 |
89.70 |
5.38 |
5.7% |
1.63 |
1.7% |
88% |
False |
False |
34,447 |
| 40 |
95.08 |
82.22 |
12.86 |
13.6% |
1.62 |
1.7% |
95% |
False |
False |
24,041 |
| 60 |
95.08 |
82.22 |
12.86 |
13.6% |
1.51 |
1.6% |
95% |
False |
False |
19,014 |
| 80 |
95.08 |
79.39 |
15.69 |
16.6% |
1.45 |
1.5% |
96% |
False |
False |
15,768 |
| 100 |
95.08 |
75.91 |
19.17 |
20.3% |
1.31 |
1.4% |
97% |
False |
False |
13,537 |
| 120 |
95.08 |
75.91 |
19.17 |
20.3% |
1.19 |
1.3% |
97% |
False |
False |
11,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.09 |
|
2.618 |
97.95 |
|
1.618 |
96.64 |
|
1.000 |
95.83 |
|
0.618 |
95.33 |
|
HIGH |
94.52 |
|
0.618 |
94.02 |
|
0.500 |
93.87 |
|
0.382 |
93.71 |
|
LOW |
93.21 |
|
0.618 |
92.40 |
|
1.000 |
91.90 |
|
1.618 |
91.09 |
|
2.618 |
89.78 |
|
4.250 |
87.64 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.24 |
94.34 |
| PP |
94.05 |
94.24 |
| S1 |
93.87 |
94.15 |
|