NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
95.35 |
95.82 |
0.47 |
0.5% |
94.43 |
High |
96.32 |
95.96 |
-0.36 |
-0.4% |
95.47 |
Low |
94.97 |
94.83 |
-0.14 |
-0.1% |
91.78 |
Close |
95.77 |
95.38 |
-0.39 |
-0.4% |
92.40 |
Range |
1.35 |
1.13 |
-0.22 |
-16.3% |
3.69 |
ATR |
1.47 |
1.44 |
-0.02 |
-1.6% |
0.00 |
Volume |
5,834 |
10,582 |
4,748 |
81.4% |
36,089 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.78 |
98.21 |
96.00 |
|
R3 |
97.65 |
97.08 |
95.69 |
|
R2 |
96.52 |
96.52 |
95.59 |
|
R1 |
95.95 |
95.95 |
95.48 |
95.67 |
PP |
95.39 |
95.39 |
95.39 |
95.25 |
S1 |
94.82 |
94.82 |
95.28 |
94.54 |
S2 |
94.26 |
94.26 |
95.17 |
|
S3 |
93.13 |
93.69 |
95.07 |
|
S4 |
92.00 |
92.56 |
94.76 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.29 |
102.03 |
94.43 |
|
R3 |
100.60 |
98.34 |
93.41 |
|
R2 |
96.91 |
96.91 |
93.08 |
|
R1 |
94.65 |
94.65 |
92.74 |
93.94 |
PP |
93.22 |
93.22 |
93.22 |
92.86 |
S1 |
90.96 |
90.96 |
92.06 |
90.25 |
S2 |
89.53 |
89.53 |
91.72 |
|
S3 |
85.84 |
87.27 |
91.39 |
|
S4 |
82.15 |
83.58 |
90.37 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.76 |
2.618 |
98.92 |
1.618 |
97.79 |
1.000 |
97.09 |
0.618 |
96.66 |
HIGH |
95.96 |
0.618 |
95.53 |
0.500 |
95.40 |
0.382 |
95.26 |
LOW |
94.83 |
0.618 |
94.13 |
1.000 |
93.70 |
1.618 |
93.00 |
2.618 |
91.87 |
4.250 |
90.03 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
95.40 |
95.29 |
PP |
95.39 |
95.19 |
S1 |
95.39 |
95.10 |
|