NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.90 |
94.97 |
0.07 |
0.1% |
92.21 |
| High |
95.12 |
95.45 |
0.33 |
0.3% |
95.65 |
| Low |
93.90 |
93.97 |
0.07 |
0.1% |
91.70 |
| Close |
95.08 |
94.92 |
-0.16 |
-0.2% |
95.08 |
| Range |
1.22 |
1.48 |
0.26 |
21.3% |
3.95 |
| ATR |
1.69 |
1.67 |
-0.01 |
-0.9% |
0.00 |
| Volume |
61,976 |
59,472 |
-2,504 |
-4.0% |
306,063 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.22 |
98.55 |
95.73 |
|
| R3 |
97.74 |
97.07 |
95.33 |
|
| R2 |
96.26 |
96.26 |
95.19 |
|
| R1 |
95.59 |
95.59 |
95.06 |
95.19 |
| PP |
94.78 |
94.78 |
94.78 |
94.58 |
| S1 |
94.11 |
94.11 |
94.78 |
93.71 |
| S2 |
93.30 |
93.30 |
94.65 |
|
| S3 |
91.82 |
92.63 |
94.51 |
|
| S4 |
90.34 |
91.15 |
94.11 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.99 |
104.49 |
97.25 |
|
| R3 |
102.04 |
100.54 |
96.17 |
|
| R2 |
98.09 |
98.09 |
95.80 |
|
| R1 |
96.59 |
96.59 |
95.44 |
97.34 |
| PP |
94.14 |
94.14 |
94.14 |
94.52 |
| S1 |
92.64 |
92.64 |
94.72 |
93.39 |
| S2 |
90.19 |
90.19 |
94.36 |
|
| S3 |
86.24 |
88.69 |
93.99 |
|
| S4 |
82.29 |
84.74 |
92.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.65 |
92.85 |
2.80 |
2.9% |
1.48 |
1.6% |
74% |
False |
False |
58,818 |
| 10 |
95.65 |
90.80 |
4.85 |
5.1% |
1.91 |
2.0% |
85% |
False |
False |
59,892 |
| 20 |
95.65 |
90.07 |
5.58 |
5.9% |
1.62 |
1.7% |
87% |
False |
False |
40,410 |
| 40 |
95.65 |
82.46 |
13.19 |
13.9% |
1.69 |
1.8% |
94% |
False |
False |
35,696 |
| 60 |
95.65 |
82.46 |
13.19 |
13.9% |
1.63 |
1.7% |
94% |
False |
False |
30,348 |
| 80 |
95.65 |
80.00 |
15.65 |
16.5% |
1.70 |
1.8% |
95% |
False |
False |
28,388 |
| 100 |
95.65 |
77.46 |
18.19 |
19.2% |
1.67 |
1.8% |
96% |
False |
False |
25,750 |
| 120 |
95.65 |
75.70 |
19.95 |
21.0% |
1.65 |
1.7% |
96% |
False |
False |
22,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.74 |
|
2.618 |
99.32 |
|
1.618 |
97.84 |
|
1.000 |
96.93 |
|
0.618 |
96.36 |
|
HIGH |
95.45 |
|
0.618 |
94.88 |
|
0.500 |
94.71 |
|
0.382 |
94.54 |
|
LOW |
93.97 |
|
0.618 |
93.06 |
|
1.000 |
92.49 |
|
1.618 |
91.58 |
|
2.618 |
90.10 |
|
4.250 |
87.68 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.85 |
94.84 |
| PP |
94.78 |
94.76 |
| S1 |
94.71 |
94.68 |
|