NYMEX Light Sweet Crude Oil Future September 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 |
93.31 |
95.03 |
1.72 |
1.8% |
93.85 |
| High |
95.14 |
95.16 |
0.02 |
0.0% |
94.35 |
| Low |
92.77 |
93.65 |
0.88 |
0.9% |
92.20 |
| Close |
94.92 |
93.72 |
-1.20 |
-1.3% |
94.34 |
| Range |
2.37 |
1.51 |
-0.86 |
-36.3% |
2.15 |
| ATR |
1.15 |
1.18 |
0.03 |
2.2% |
0.00 |
| Volume |
6,673 |
7,867 |
1,194 |
17.9% |
16,876 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.71 |
97.72 |
94.55 |
|
| R3 |
97.20 |
96.21 |
94.14 |
|
| R2 |
95.69 |
95.69 |
94.00 |
|
| R1 |
94.70 |
94.70 |
93.86 |
94.44 |
| PP |
94.18 |
94.18 |
94.18 |
94.05 |
| S1 |
93.19 |
93.19 |
93.58 |
92.93 |
| S2 |
92.67 |
92.67 |
93.44 |
|
| S3 |
91.16 |
91.68 |
93.30 |
|
| S4 |
89.65 |
90.17 |
92.89 |
|
|
| 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 |
101.58 |
|
2.618 |
99.11 |
|
1.618 |
97.60 |
|
1.000 |
96.67 |
|
0.618 |
96.09 |
|
HIGH |
95.16 |
|
0.618 |
94.58 |
|
0.500 |
94.41 |
|
0.382 |
94.23 |
|
LOW |
93.65 |
|
0.618 |
92.72 |
|
1.000 |
92.14 |
|
1.618 |
91.21 |
|
2.618 |
89.70 |
|
4.250 |
87.23 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.41 |
94.02 |
| PP |
94.18 |
93.92 |
| S1 |
93.95 |
93.82 |
|