NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
88.50 |
88.78 |
0.28 |
0.3% |
88.42 |
High |
89.20 |
89.57 |
0.37 |
0.4% |
90.00 |
Low |
87.71 |
87.73 |
0.02 |
0.0% |
87.43 |
Close |
88.60 |
89.37 |
0.77 |
0.9% |
88.60 |
Range |
1.49 |
1.84 |
0.35 |
23.5% |
2.57 |
ATR |
1.88 |
1.88 |
0.00 |
-0.2% |
0.00 |
Volume |
177,355 |
253,822 |
76,467 |
43.1% |
782,685 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.41 |
93.73 |
90.38 |
|
R3 |
92.57 |
91.89 |
89.88 |
|
R2 |
90.73 |
90.73 |
89.71 |
|
R1 |
90.05 |
90.05 |
89.54 |
90.39 |
PP |
88.89 |
88.89 |
88.89 |
89.06 |
S1 |
88.21 |
88.21 |
89.20 |
88.55 |
S2 |
87.05 |
87.05 |
89.03 |
|
S3 |
85.21 |
86.37 |
88.86 |
|
S4 |
83.37 |
84.53 |
88.36 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.39 |
95.06 |
90.01 |
|
R3 |
93.82 |
92.49 |
89.31 |
|
R2 |
91.25 |
91.25 |
89.07 |
|
R1 |
89.92 |
89.92 |
88.84 |
90.59 |
PP |
88.68 |
88.68 |
88.68 |
89.01 |
S1 |
87.35 |
87.35 |
88.36 |
88.02 |
S2 |
86.11 |
86.11 |
88.13 |
|
S3 |
83.54 |
84.78 |
87.89 |
|
S4 |
80.97 |
82.21 |
87.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.67 |
87.43 |
2.24 |
2.5% |
1.58 |
1.8% |
87% |
False |
False |
183,762 |
10 |
91.17 |
87.43 |
3.74 |
4.2% |
1.76 |
2.0% |
52% |
False |
False |
166,087 |
20 |
91.17 |
80.89 |
10.28 |
11.5% |
1.97 |
2.2% |
82% |
False |
False |
119,387 |
40 |
91.17 |
80.89 |
10.28 |
11.5% |
1.87 |
2.1% |
82% |
False |
False |
81,954 |
60 |
91.17 |
78.14 |
13.03 |
14.6% |
1.93 |
2.2% |
86% |
False |
False |
64,493 |
80 |
91.17 |
76.29 |
14.88 |
16.6% |
1.87 |
2.1% |
88% |
False |
False |
52,652 |
100 |
91.17 |
73.76 |
17.41 |
19.5% |
1.77 |
2.0% |
90% |
False |
False |
43,298 |
120 |
91.17 |
73.76 |
17.41 |
19.5% |
1.70 |
1.9% |
90% |
False |
False |
36,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.39 |
2.618 |
94.39 |
1.618 |
92.55 |
1.000 |
91.41 |
0.618 |
90.71 |
HIGH |
89.57 |
0.618 |
88.87 |
0.500 |
88.65 |
0.382 |
88.43 |
LOW |
87.73 |
0.618 |
86.59 |
1.000 |
85.89 |
1.618 |
84.75 |
2.618 |
82.91 |
4.250 |
79.91 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.13 |
89.13 |
PP |
88.89 |
88.88 |
S1 |
88.65 |
88.64 |
|