NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
88.78 |
89.22 |
0.44 |
0.5% |
88.42 |
High |
89.57 |
90.10 |
0.53 |
0.6% |
90.00 |
Low |
87.73 |
89.06 |
1.33 |
1.5% |
87.43 |
Close |
89.37 |
89.82 |
0.45 |
0.5% |
88.60 |
Range |
1.84 |
1.04 |
-0.80 |
-43.5% |
2.57 |
ATR |
1.88 |
1.82 |
-0.06 |
-3.2% |
0.00 |
Volume |
253,822 |
175,413 |
-78,409 |
-30.9% |
782,685 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.78 |
92.34 |
90.39 |
|
R3 |
91.74 |
91.30 |
90.11 |
|
R2 |
90.70 |
90.70 |
90.01 |
|
R1 |
90.26 |
90.26 |
89.92 |
90.48 |
PP |
89.66 |
89.66 |
89.66 |
89.77 |
S1 |
89.22 |
89.22 |
89.72 |
89.44 |
S2 |
88.62 |
88.62 |
89.63 |
|
S3 |
87.58 |
88.18 |
89.53 |
|
S4 |
86.54 |
87.14 |
89.25 |
|
|
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 |
90.10 |
87.43 |
2.67 |
3.0% |
1.55 |
1.7% |
90% |
True |
False |
188,000 |
10 |
90.10 |
87.43 |
2.67 |
3.0% |
1.61 |
1.8% |
90% |
True |
False |
171,805 |
20 |
91.17 |
80.89 |
10.28 |
11.4% |
1.91 |
2.1% |
87% |
False |
False |
124,747 |
40 |
91.17 |
80.89 |
10.28 |
11.4% |
1.85 |
2.1% |
87% |
False |
False |
85,903 |
60 |
91.17 |
78.26 |
12.91 |
14.4% |
1.92 |
2.1% |
90% |
False |
False |
67,039 |
80 |
91.17 |
76.61 |
14.56 |
16.2% |
1.85 |
2.1% |
91% |
False |
False |
54,643 |
100 |
91.17 |
73.76 |
17.41 |
19.4% |
1.77 |
2.0% |
92% |
False |
False |
45,008 |
120 |
91.17 |
73.76 |
17.41 |
19.4% |
1.69 |
1.9% |
92% |
False |
False |
38,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.52 |
2.618 |
92.82 |
1.618 |
91.78 |
1.000 |
91.14 |
0.618 |
90.74 |
HIGH |
90.10 |
0.618 |
89.70 |
0.500 |
89.58 |
0.382 |
89.46 |
LOW |
89.06 |
0.618 |
88.42 |
1.000 |
88.02 |
1.618 |
87.38 |
2.618 |
86.34 |
4.250 |
84.64 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.74 |
89.52 |
PP |
89.66 |
89.21 |
S1 |
89.58 |
88.91 |
|