NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
89.59 |
91.45 |
1.86 |
2.1% |
94.37 |
High |
91.62 |
91.55 |
-0.07 |
-0.1% |
94.92 |
Low |
89.54 |
90.07 |
0.53 |
0.6% |
91.44 |
Close |
91.11 |
90.45 |
-0.66 |
-0.7% |
92.04 |
Range |
2.08 |
1.48 |
-0.60 |
-28.8% |
3.48 |
ATR |
1.74 |
1.72 |
-0.02 |
-1.1% |
0.00 |
Volume |
70,212 |
82,367 |
12,155 |
17.3% |
235,131 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.13 |
94.27 |
91.26 |
|
R3 |
93.65 |
92.79 |
90.86 |
|
R2 |
92.17 |
92.17 |
90.72 |
|
R1 |
91.31 |
91.31 |
90.59 |
91.00 |
PP |
90.69 |
90.69 |
90.69 |
90.54 |
S1 |
89.83 |
89.83 |
90.31 |
89.52 |
S2 |
89.21 |
89.21 |
90.18 |
|
S3 |
87.73 |
88.35 |
90.04 |
|
S4 |
86.25 |
86.87 |
89.64 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.24 |
101.12 |
93.95 |
|
R3 |
99.76 |
97.64 |
93.00 |
|
R2 |
96.28 |
96.28 |
92.68 |
|
R1 |
94.16 |
94.16 |
92.36 |
93.48 |
PP |
92.80 |
92.80 |
92.80 |
92.46 |
S1 |
90.68 |
90.68 |
91.72 |
90.00 |
S2 |
89.32 |
89.32 |
91.40 |
|
S3 |
85.84 |
87.20 |
91.08 |
|
S4 |
82.36 |
83.72 |
90.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.91 |
89.40 |
3.51 |
3.9% |
1.72 |
1.9% |
30% |
False |
False |
81,081 |
10 |
94.92 |
89.40 |
5.52 |
6.1% |
1.65 |
1.8% |
19% |
False |
False |
67,288 |
20 |
95.08 |
89.40 |
5.68 |
6.3% |
1.91 |
2.1% |
18% |
False |
False |
54,767 |
40 |
95.08 |
86.45 |
8.63 |
9.5% |
1.61 |
1.8% |
46% |
False |
False |
35,994 |
60 |
95.08 |
82.22 |
12.86 |
14.2% |
1.59 |
1.8% |
64% |
False |
False |
27,316 |
80 |
95.08 |
82.22 |
12.86 |
14.2% |
1.54 |
1.7% |
64% |
False |
False |
22,025 |
100 |
95.08 |
79.39 |
15.69 |
17.3% |
1.39 |
1.5% |
70% |
False |
False |
18,717 |
120 |
95.08 |
75.91 |
19.17 |
21.2% |
1.29 |
1.4% |
76% |
False |
False |
16,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.84 |
2.618 |
95.42 |
1.618 |
93.94 |
1.000 |
93.03 |
0.618 |
92.46 |
HIGH |
91.55 |
0.618 |
90.98 |
0.500 |
90.81 |
0.382 |
90.64 |
LOW |
90.07 |
0.618 |
89.16 |
1.000 |
88.59 |
1.618 |
87.68 |
2.618 |
86.20 |
4.250 |
83.78 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
90.81 |
90.51 |
PP |
90.69 |
90.49 |
S1 |
90.57 |
90.47 |
|