NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.23 |
94.96 |
1.73 |
1.9% |
93.67 |
| High |
94.94 |
94.96 |
0.02 |
0.0% |
94.28 |
| Low |
92.22 |
93.39 |
1.17 |
1.3% |
92.03 |
| Close |
94.71 |
93.46 |
-1.25 |
-1.3% |
94.23 |
| Range |
2.72 |
1.57 |
-1.15 |
-42.3% |
2.25 |
| ATR |
1.40 |
1.41 |
0.01 |
0.9% |
0.00 |
| Volume |
8,562 |
9,741 |
1,179 |
13.8% |
20,382 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.65 |
97.62 |
94.32 |
|
| R3 |
97.08 |
96.05 |
93.89 |
|
| R2 |
95.51 |
95.51 |
93.75 |
|
| R1 |
94.48 |
94.48 |
93.60 |
94.21 |
| PP |
93.94 |
93.94 |
93.94 |
93.80 |
| S1 |
92.91 |
92.91 |
93.32 |
92.64 |
| S2 |
92.37 |
92.37 |
93.17 |
|
| S3 |
90.80 |
91.34 |
93.03 |
|
| S4 |
89.23 |
89.77 |
92.60 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.26 |
99.50 |
95.47 |
|
| R3 |
98.01 |
97.25 |
94.85 |
|
| R2 |
95.76 |
95.76 |
94.64 |
|
| R1 |
95.00 |
95.00 |
94.44 |
95.38 |
| PP |
93.51 |
93.51 |
93.51 |
93.71 |
| S1 |
92.75 |
92.75 |
94.02 |
93.13 |
| S2 |
91.26 |
91.26 |
93.82 |
|
| S3 |
89.01 |
90.50 |
93.61 |
|
| S4 |
86.76 |
88.25 |
92.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.63 |
|
2.618 |
99.07 |
|
1.618 |
97.50 |
|
1.000 |
96.53 |
|
0.618 |
95.93 |
|
HIGH |
94.96 |
|
0.618 |
94.36 |
|
0.500 |
94.18 |
|
0.382 |
93.99 |
|
LOW |
93.39 |
|
0.618 |
92.42 |
|
1.000 |
91.82 |
|
1.618 |
90.85 |
|
2.618 |
89.28 |
|
4.250 |
86.72 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.18 |
93.69 |
| PP |
93.94 |
93.61 |
| S1 |
93.70 |
93.54 |
|