NYMEX Light Sweet Crude Oil Future February 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 |
88.79 |
88.77 |
-0.02 |
0.0% |
89.82 |
High |
89.50 |
89.67 |
0.17 |
0.2% |
91.17 |
Low |
88.34 |
87.43 |
-0.91 |
-1.0% |
87.62 |
Close |
88.84 |
89.24 |
0.40 |
0.5% |
88.31 |
Range |
1.16 |
2.24 |
1.08 |
93.1% |
3.55 |
ATR |
1.95 |
1.97 |
0.02 |
1.1% |
0.00 |
Volume |
154,225 |
139,482 |
-14,743 |
-9.6% |
734,862 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.50 |
94.61 |
90.47 |
|
R3 |
93.26 |
92.37 |
89.86 |
|
R2 |
91.02 |
91.02 |
89.65 |
|
R1 |
90.13 |
90.13 |
89.45 |
90.58 |
PP |
88.78 |
88.78 |
88.78 |
89.00 |
S1 |
87.89 |
87.89 |
89.03 |
88.34 |
S2 |
86.54 |
86.54 |
88.83 |
|
S3 |
84.30 |
85.65 |
88.62 |
|
S4 |
82.06 |
83.41 |
88.01 |
|
|
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 |
87.43 |
2.57 |
2.9% |
1.79 |
2.0% |
70% |
False |
True |
145,952 |
10 |
91.17 |
86.80 |
4.37 |
4.9% |
1.83 |
2.1% |
56% |
False |
False |
134,314 |
20 |
91.17 |
80.89 |
10.28 |
11.5% |
2.06 |
2.3% |
81% |
False |
False |
98,612 |
40 |
91.17 |
80.89 |
10.28 |
11.5% |
1.92 |
2.1% |
81% |
False |
False |
69,216 |
60 |
91.17 |
77.34 |
13.83 |
15.5% |
1.94 |
2.2% |
86% |
False |
False |
55,292 |
80 |
91.17 |
73.76 |
17.41 |
19.5% |
1.86 |
2.1% |
89% |
False |
False |
45,082 |
100 |
91.17 |
73.76 |
17.41 |
19.5% |
1.78 |
2.0% |
89% |
False |
False |
37,213 |
120 |
91.17 |
73.76 |
17.41 |
19.5% |
1.67 |
1.9% |
89% |
False |
False |
31,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.19 |
2.618 |
95.53 |
1.618 |
93.29 |
1.000 |
91.91 |
0.618 |
91.05 |
HIGH |
89.67 |
0.618 |
88.81 |
0.500 |
88.55 |
0.382 |
88.29 |
LOW |
87.43 |
0.618 |
86.05 |
1.000 |
85.19 |
1.618 |
83.81 |
2.618 |
81.57 |
4.250 |
77.91 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.01 |
89.07 |
PP |
88.78 |
88.89 |
S1 |
88.55 |
88.72 |
|