NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
88.42 |
88.79 |
0.37 |
0.4% |
89.82 |
High |
90.00 |
89.50 |
-0.50 |
-0.6% |
91.17 |
Low |
87.96 |
88.34 |
0.38 |
0.4% |
87.62 |
Close |
89.14 |
88.84 |
-0.30 |
-0.3% |
88.31 |
Range |
2.04 |
1.16 |
-0.88 |
-43.1% |
3.55 |
ATR |
2.01 |
1.95 |
-0.06 |
-3.0% |
0.00 |
Volume |
117,693 |
154,225 |
36,532 |
31.0% |
734,862 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.37 |
91.77 |
89.48 |
|
R3 |
91.21 |
90.61 |
89.16 |
|
R2 |
90.05 |
90.05 |
89.05 |
|
R1 |
89.45 |
89.45 |
88.95 |
89.75 |
PP |
88.89 |
88.89 |
88.89 |
89.05 |
S1 |
88.29 |
88.29 |
88.73 |
88.59 |
S2 |
87.73 |
87.73 |
88.63 |
|
S3 |
86.57 |
87.13 |
88.52 |
|
S4 |
85.41 |
85.97 |
88.20 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.68 |
97.55 |
90.26 |
|
R3 |
96.13 |
94.00 |
89.29 |
|
R2 |
92.58 |
92.58 |
88.96 |
|
R1 |
90.45 |
90.45 |
88.64 |
89.74 |
PP |
89.03 |
89.03 |
89.03 |
88.68 |
S1 |
86.90 |
86.90 |
87.98 |
86.19 |
S2 |
85.48 |
85.48 |
87.66 |
|
S3 |
81.93 |
83.35 |
87.33 |
|
S4 |
78.38 |
79.80 |
86.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.00 |
87.62 |
2.38 |
2.7% |
1.67 |
1.9% |
51% |
False |
False |
155,609 |
10 |
91.17 |
84.20 |
6.97 |
7.8% |
1.93 |
2.2% |
67% |
False |
False |
127,458 |
20 |
91.17 |
80.89 |
10.28 |
11.6% |
2.08 |
2.3% |
77% |
False |
False |
93,625 |
40 |
91.17 |
80.89 |
10.28 |
11.6% |
1.96 |
2.2% |
77% |
False |
False |
66,279 |
60 |
91.17 |
77.34 |
13.83 |
15.6% |
1.94 |
2.2% |
83% |
False |
False |
53,213 |
80 |
91.17 |
73.76 |
17.41 |
19.6% |
1.85 |
2.1% |
87% |
False |
False |
43,414 |
100 |
91.17 |
73.76 |
17.41 |
19.6% |
1.77 |
2.0% |
87% |
False |
False |
35,845 |
120 |
91.17 |
73.76 |
17.41 |
19.6% |
1.66 |
1.9% |
87% |
False |
False |
30,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.43 |
2.618 |
92.54 |
1.618 |
91.38 |
1.000 |
90.66 |
0.618 |
90.22 |
HIGH |
89.50 |
0.618 |
89.06 |
0.500 |
88.92 |
0.382 |
88.78 |
LOW |
88.34 |
0.618 |
87.62 |
1.000 |
87.18 |
1.618 |
86.46 |
2.618 |
85.30 |
4.250 |
83.41 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
88.92 |
88.83 |
PP |
88.89 |
88.82 |
S1 |
88.87 |
88.81 |
|