NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
88.19 |
88.28 |
0.09 |
0.1% |
89.44 |
| High |
88.95 |
89.09 |
0.14 |
0.2% |
90.76 |
| Low |
87.74 |
86.83 |
-0.91 |
-1.0% |
87.10 |
| Close |
88.28 |
88.62 |
0.34 |
0.4% |
87.79 |
| Range |
1.21 |
2.26 |
1.05 |
86.8% |
3.66 |
| ATR |
2.02 |
2.03 |
0.02 |
0.9% |
0.00 |
| Volume |
260,048 |
328,400 |
68,352 |
26.3% |
1,649,187 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.96 |
94.05 |
89.86 |
|
| R3 |
92.70 |
91.79 |
89.24 |
|
| R2 |
90.44 |
90.44 |
89.03 |
|
| R1 |
89.53 |
89.53 |
88.83 |
89.99 |
| PP |
88.18 |
88.18 |
88.18 |
88.41 |
| S1 |
87.27 |
87.27 |
88.41 |
87.73 |
| S2 |
85.92 |
85.92 |
88.21 |
|
| S3 |
83.66 |
85.01 |
88.00 |
|
| S4 |
81.40 |
82.75 |
87.38 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.53 |
97.32 |
89.80 |
|
| R3 |
95.87 |
93.66 |
88.80 |
|
| R2 |
92.21 |
92.21 |
88.46 |
|
| R1 |
90.00 |
90.00 |
88.13 |
89.28 |
| PP |
88.55 |
88.55 |
88.55 |
88.19 |
| S1 |
86.34 |
86.34 |
87.45 |
85.62 |
| S2 |
84.89 |
84.89 |
87.12 |
|
| S3 |
81.23 |
82.68 |
86.78 |
|
| S4 |
77.57 |
79.02 |
85.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.49 |
86.83 |
2.66 |
3.0% |
1.83 |
2.1% |
67% |
False |
True |
295,910 |
| 10 |
90.76 |
86.27 |
4.49 |
5.1% |
1.89 |
2.1% |
52% |
False |
False |
316,892 |
| 20 |
90.76 |
80.28 |
10.48 |
11.8% |
2.13 |
2.4% |
80% |
False |
False |
303,433 |
| 40 |
90.76 |
80.28 |
10.48 |
11.8% |
2.00 |
2.3% |
80% |
False |
False |
205,077 |
| 60 |
90.76 |
76.41 |
14.35 |
16.2% |
2.02 |
2.3% |
85% |
False |
False |
159,454 |
| 80 |
90.76 |
73.12 |
17.64 |
19.9% |
1.98 |
2.2% |
88% |
False |
False |
128,422 |
| 100 |
90.76 |
73.12 |
17.64 |
19.9% |
1.91 |
2.2% |
88% |
False |
False |
104,901 |
| 120 |
90.76 |
73.12 |
17.64 |
19.9% |
1.88 |
2.1% |
88% |
False |
False |
88,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.70 |
|
2.618 |
95.01 |
|
1.618 |
92.75 |
|
1.000 |
91.35 |
|
0.618 |
90.49 |
|
HIGH |
89.09 |
|
0.618 |
88.23 |
|
0.500 |
87.96 |
|
0.382 |
87.69 |
|
LOW |
86.83 |
|
0.618 |
85.43 |
|
1.000 |
84.57 |
|
1.618 |
83.17 |
|
2.618 |
80.91 |
|
4.250 |
77.23 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.40 |
88.47 |
| PP |
88.18 |
88.31 |
| S1 |
87.96 |
88.16 |
|