NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.98 |
94.32 |
-0.66 |
-0.7% |
95.72 |
| High |
95.02 |
94.32 |
-0.70 |
-0.7% |
96.49 |
| Low |
94.37 |
93.30 |
-1.07 |
-1.1% |
93.59 |
| Close |
94.58 |
93.67 |
-0.91 |
-1.0% |
94.58 |
| Range |
0.65 |
1.02 |
0.37 |
56.9% |
2.90 |
| ATR |
1.23 |
1.24 |
0.00 |
0.3% |
0.00 |
| Volume |
10,417 |
10,424 |
7 |
0.1% |
27,199 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.82 |
96.27 |
94.23 |
|
| R3 |
95.80 |
95.25 |
93.95 |
|
| R2 |
94.78 |
94.78 |
93.86 |
|
| R1 |
94.23 |
94.23 |
93.76 |
94.00 |
| PP |
93.76 |
93.76 |
93.76 |
93.65 |
| S1 |
93.21 |
93.21 |
93.58 |
92.98 |
| S2 |
92.74 |
92.74 |
93.48 |
|
| S3 |
91.72 |
92.19 |
93.39 |
|
| S4 |
90.70 |
91.17 |
93.11 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.59 |
101.98 |
96.18 |
|
| R3 |
100.69 |
99.08 |
95.38 |
|
| R2 |
97.79 |
97.79 |
95.11 |
|
| R1 |
96.18 |
96.18 |
94.85 |
95.54 |
| PP |
94.89 |
94.89 |
94.89 |
94.56 |
| S1 |
93.28 |
93.28 |
94.31 |
92.64 |
| S2 |
91.99 |
91.99 |
94.05 |
|
| S3 |
89.09 |
90.38 |
93.78 |
|
| S4 |
86.19 |
87.48 |
92.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.66 |
|
2.618 |
96.99 |
|
1.618 |
95.97 |
|
1.000 |
95.34 |
|
0.618 |
94.95 |
|
HIGH |
94.32 |
|
0.618 |
93.93 |
|
0.500 |
93.81 |
|
0.382 |
93.69 |
|
LOW |
93.30 |
|
0.618 |
92.67 |
|
1.000 |
92.28 |
|
1.618 |
91.65 |
|
2.618 |
90.63 |
|
4.250 |
88.97 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.81 |
94.49 |
| PP |
93.76 |
94.21 |
| S1 |
93.72 |
93.94 |
|