NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
92.54 |
92.21 |
-0.33 |
-0.4% |
93.77 |
High |
92.70 |
93.48 |
0.78 |
0.8% |
95.02 |
Low |
90.80 |
91.70 |
0.90 |
1.0% |
90.80 |
Close |
91.59 |
93.26 |
1.67 |
1.8% |
91.59 |
Range |
1.90 |
1.78 |
-0.12 |
-6.3% |
4.22 |
ATR |
1.76 |
1.77 |
0.01 |
0.5% |
0.00 |
Volume |
83,481 |
71,444 |
-12,037 |
-14.4% |
253,666 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.15 |
97.49 |
94.24 |
|
R3 |
96.37 |
95.71 |
93.75 |
|
R2 |
94.59 |
94.59 |
93.59 |
|
R1 |
93.93 |
93.93 |
93.42 |
94.26 |
PP |
92.81 |
92.81 |
92.81 |
92.98 |
S1 |
92.15 |
92.15 |
93.10 |
92.48 |
S2 |
91.03 |
91.03 |
92.93 |
|
S3 |
89.25 |
90.37 |
92.77 |
|
S4 |
87.47 |
88.59 |
92.28 |
|
|
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 |
94.68 |
90.80 |
3.88 |
4.2% |
2.35 |
2.5% |
63% |
False |
False |
60,966 |
10 |
95.02 |
90.80 |
4.22 |
4.5% |
1.95 |
2.1% |
58% |
False |
False |
39,488 |
20 |
95.02 |
89.24 |
5.78 |
6.2% |
1.57 |
1.7% |
70% |
False |
False |
33,162 |
40 |
95.02 |
82.46 |
12.56 |
13.5% |
1.74 |
1.9% |
86% |
False |
False |
31,458 |
60 |
95.02 |
82.46 |
12.56 |
13.5% |
1.72 |
1.8% |
86% |
False |
False |
27,228 |
80 |
95.02 |
79.39 |
15.63 |
16.8% |
1.72 |
1.8% |
89% |
False |
False |
25,751 |
100 |
95.02 |
75.70 |
19.32 |
20.7% |
1.67 |
1.8% |
91% |
False |
False |
23,203 |
120 |
95.02 |
75.70 |
19.32 |
20.7% |
1.66 |
1.8% |
91% |
False |
False |
20,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.05 |
2.618 |
98.14 |
1.618 |
96.36 |
1.000 |
95.26 |
0.618 |
94.58 |
HIGH |
93.48 |
0.618 |
92.80 |
0.500 |
92.59 |
0.382 |
92.38 |
LOW |
91.70 |
0.618 |
90.60 |
1.000 |
89.92 |
1.618 |
88.82 |
2.618 |
87.04 |
4.250 |
84.14 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
93.04 |
93.01 |
PP |
92.81 |
92.77 |
S1 |
92.59 |
92.52 |
|