NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.46 |
94.77 |
2.31 |
2.5% |
93.85 |
| High |
94.35 |
95.53 |
1.18 |
1.3% |
94.35 |
| Low |
92.46 |
94.45 |
1.99 |
2.2% |
92.20 |
| Close |
94.34 |
94.77 |
0.43 |
0.5% |
94.34 |
| Range |
1.89 |
1.08 |
-0.81 |
-42.9% |
2.15 |
| ATR |
0.92 |
0.94 |
0.02 |
2.1% |
0.00 |
| Volume |
2,925 |
1,672 |
-1,253 |
-42.8% |
16,876 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.16 |
97.54 |
95.36 |
|
| R3 |
97.08 |
96.46 |
95.07 |
|
| R2 |
96.00 |
96.00 |
94.97 |
|
| R1 |
95.38 |
95.38 |
94.87 |
95.31 |
| PP |
94.92 |
94.92 |
94.92 |
94.88 |
| S1 |
94.30 |
94.30 |
94.67 |
94.23 |
| S2 |
93.84 |
93.84 |
94.57 |
|
| S3 |
92.76 |
93.22 |
94.47 |
|
| S4 |
91.68 |
92.14 |
94.18 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.08 |
99.36 |
95.52 |
|
| R3 |
97.93 |
97.21 |
94.93 |
|
| R2 |
95.78 |
95.78 |
94.73 |
|
| R1 |
95.06 |
95.06 |
94.54 |
95.42 |
| PP |
93.63 |
93.63 |
93.63 |
93.81 |
| S1 |
92.91 |
92.91 |
94.14 |
93.27 |
| S2 |
91.48 |
91.48 |
93.95 |
|
| S3 |
89.33 |
90.76 |
93.75 |
|
| S4 |
87.18 |
88.61 |
93.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.12 |
|
2.618 |
98.36 |
|
1.618 |
97.28 |
|
1.000 |
96.61 |
|
0.618 |
96.20 |
|
HIGH |
95.53 |
|
0.618 |
95.12 |
|
0.500 |
94.99 |
|
0.382 |
94.86 |
|
LOW |
94.45 |
|
0.618 |
93.78 |
|
1.000 |
93.37 |
|
1.618 |
92.70 |
|
2.618 |
91.62 |
|
4.250 |
89.86 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.99 |
94.47 |
| PP |
94.92 |
94.17 |
| S1 |
94.84 |
93.87 |
|