NYMEX Light Sweet Crude Oil Future June 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 |
94.06 |
92.54 |
-1.52 |
-1.6% |
93.77 |
| High |
94.24 |
92.70 |
-1.54 |
-1.6% |
95.02 |
| Low |
92.09 |
90.80 |
-1.29 |
-1.4% |
90.80 |
| Close |
92.54 |
91.59 |
-0.95 |
-1.0% |
91.59 |
| Range |
2.15 |
1.90 |
-0.25 |
-11.6% |
4.22 |
| ATR |
1.74 |
1.76 |
0.01 |
0.6% |
0.00 |
| Volume |
66,486 |
83,481 |
16,995 |
25.6% |
253,666 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.40 |
96.39 |
92.64 |
|
| R3 |
95.50 |
94.49 |
92.11 |
|
| R2 |
93.60 |
93.60 |
91.94 |
|
| R1 |
92.59 |
92.59 |
91.76 |
92.15 |
| PP |
91.70 |
91.70 |
91.70 |
91.47 |
| S1 |
90.69 |
90.69 |
91.42 |
90.25 |
| S2 |
89.80 |
89.80 |
91.24 |
|
| S3 |
87.90 |
88.79 |
91.07 |
|
| S4 |
86.00 |
86.89 |
90.55 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.13 |
102.58 |
93.91 |
|
| R3 |
100.91 |
98.36 |
92.75 |
|
| R2 |
96.69 |
96.69 |
92.36 |
|
| R1 |
94.14 |
94.14 |
91.98 |
93.31 |
| PP |
92.47 |
92.47 |
92.47 |
92.05 |
| S1 |
89.92 |
89.92 |
91.20 |
89.09 |
| S2 |
88.25 |
88.25 |
90.82 |
|
| S3 |
84.03 |
85.70 |
90.43 |
|
| S4 |
79.81 |
81.48 |
89.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.02 |
90.80 |
4.22 |
4.6% |
2.25 |
2.5% |
19% |
False |
True |
50,733 |
| 10 |
95.02 |
90.80 |
4.22 |
4.6% |
1.88 |
2.1% |
19% |
False |
True |
33,870 |
| 20 |
95.02 |
88.86 |
6.16 |
6.7% |
1.57 |
1.7% |
44% |
False |
False |
31,133 |
| 40 |
95.02 |
82.46 |
12.56 |
13.7% |
1.72 |
1.9% |
73% |
False |
False |
30,415 |
| 60 |
95.02 |
82.46 |
12.56 |
13.7% |
1.72 |
1.9% |
73% |
False |
False |
26,402 |
| 80 |
95.02 |
79.39 |
15.63 |
17.1% |
1.71 |
1.9% |
78% |
False |
False |
25,138 |
| 100 |
95.02 |
75.70 |
19.32 |
21.1% |
1.67 |
1.8% |
82% |
False |
False |
22,629 |
| 120 |
95.02 |
75.70 |
19.32 |
21.1% |
1.66 |
1.8% |
82% |
False |
False |
20,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.78 |
|
2.618 |
97.67 |
|
1.618 |
95.77 |
|
1.000 |
94.60 |
|
0.618 |
93.87 |
|
HIGH |
92.70 |
|
0.618 |
91.97 |
|
0.500 |
91.75 |
|
0.382 |
91.53 |
|
LOW |
90.80 |
|
0.618 |
89.63 |
|
1.000 |
88.90 |
|
1.618 |
87.73 |
|
2.618 |
85.83 |
|
4.250 |
82.73 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.75 |
92.53 |
| PP |
91.70 |
92.21 |
| S1 |
91.64 |
91.90 |
|