NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.22 |
89.99 |
0.77 |
0.9% |
88.42 |
High |
90.10 |
90.80 |
0.70 |
0.8% |
90.00 |
Low |
89.06 |
89.85 |
0.79 |
0.9% |
87.43 |
Close |
89.82 |
90.48 |
0.66 |
0.7% |
88.60 |
Range |
1.04 |
0.95 |
-0.09 |
-8.7% |
2.57 |
ATR |
1.82 |
1.76 |
-0.06 |
-3.3% |
0.00 |
Volume |
175,413 |
171,657 |
-3,756 |
-2.1% |
782,685 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.23 |
92.80 |
91.00 |
|
R3 |
92.28 |
91.85 |
90.74 |
|
R2 |
91.33 |
91.33 |
90.65 |
|
R1 |
90.90 |
90.90 |
90.57 |
91.12 |
PP |
90.38 |
90.38 |
90.38 |
90.48 |
S1 |
89.95 |
89.95 |
90.39 |
90.17 |
S2 |
89.43 |
89.43 |
90.31 |
|
S3 |
88.48 |
89.00 |
90.22 |
|
S4 |
87.53 |
88.05 |
89.96 |
|
|
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 |
90.80 |
87.71 |
3.09 |
3.4% |
1.29 |
1.4% |
90% |
True |
False |
194,435 |
10 |
90.80 |
87.43 |
3.37 |
3.7% |
1.54 |
1.7% |
91% |
True |
False |
170,194 |
20 |
91.17 |
81.60 |
9.57 |
10.6% |
1.87 |
2.1% |
93% |
False |
False |
130,506 |
40 |
91.17 |
80.89 |
10.28 |
11.4% |
1.85 |
2.0% |
93% |
False |
False |
89,587 |
60 |
91.17 |
78.83 |
12.34 |
13.6% |
1.91 |
2.1% |
94% |
False |
False |
69,507 |
80 |
91.17 |
76.61 |
14.56 |
16.1% |
1.85 |
2.0% |
95% |
False |
False |
56,599 |
100 |
91.17 |
73.76 |
17.41 |
19.2% |
1.75 |
1.9% |
96% |
False |
False |
46,695 |
120 |
91.17 |
73.76 |
17.41 |
19.2% |
1.68 |
1.9% |
96% |
False |
False |
39,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.84 |
2.618 |
93.29 |
1.618 |
92.34 |
1.000 |
91.75 |
0.618 |
91.39 |
HIGH |
90.80 |
0.618 |
90.44 |
0.500 |
90.33 |
0.382 |
90.21 |
LOW |
89.85 |
0.618 |
89.26 |
1.000 |
88.90 |
1.618 |
88.31 |
2.618 |
87.36 |
4.250 |
85.81 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.43 |
90.08 |
PP |
90.38 |
89.67 |
S1 |
90.33 |
89.27 |
|