NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.99 |
90.61 |
0.62 |
0.7% |
88.42 |
High |
90.80 |
91.63 |
0.83 |
0.9% |
90.00 |
Low |
89.85 |
90.33 |
0.48 |
0.5% |
87.43 |
Close |
90.48 |
91.51 |
1.03 |
1.1% |
88.60 |
Range |
0.95 |
1.30 |
0.35 |
36.8% |
2.57 |
ATR |
1.76 |
1.73 |
-0.03 |
-1.9% |
0.00 |
Volume |
171,657 |
127,611 |
-44,046 |
-25.7% |
782,685 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.06 |
94.58 |
92.23 |
|
R3 |
93.76 |
93.28 |
91.87 |
|
R2 |
92.46 |
92.46 |
91.75 |
|
R1 |
91.98 |
91.98 |
91.63 |
92.22 |
PP |
91.16 |
91.16 |
91.16 |
91.28 |
S1 |
90.68 |
90.68 |
91.39 |
90.92 |
S2 |
89.86 |
89.86 |
91.27 |
|
S3 |
88.56 |
89.38 |
91.15 |
|
S4 |
87.26 |
88.08 |
90.80 |
|
|
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 |
91.63 |
87.71 |
3.92 |
4.3% |
1.32 |
1.4% |
97% |
True |
False |
181,171 |
10 |
91.63 |
87.43 |
4.20 |
4.6% |
1.51 |
1.6% |
97% |
True |
False |
166,973 |
20 |
91.63 |
83.34 |
8.29 |
9.1% |
1.78 |
1.9% |
99% |
True |
False |
133,561 |
40 |
91.63 |
80.89 |
10.74 |
11.7% |
1.83 |
2.0% |
99% |
True |
False |
92,241 |
60 |
91.63 |
80.71 |
10.92 |
11.9% |
1.90 |
2.1% |
99% |
True |
False |
71,272 |
80 |
91.63 |
77.15 |
14.48 |
15.8% |
1.84 |
2.0% |
99% |
True |
False |
58,037 |
100 |
91.63 |
73.76 |
17.87 |
19.5% |
1.75 |
1.9% |
99% |
True |
False |
47,936 |
120 |
91.63 |
73.76 |
17.87 |
19.5% |
1.68 |
1.8% |
99% |
True |
False |
40,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.16 |
2.618 |
95.03 |
1.618 |
93.73 |
1.000 |
92.93 |
0.618 |
92.43 |
HIGH |
91.63 |
0.618 |
91.13 |
0.500 |
90.98 |
0.382 |
90.83 |
LOW |
90.33 |
0.618 |
89.53 |
1.000 |
89.03 |
1.618 |
88.23 |
2.618 |
86.93 |
4.250 |
84.81 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.33 |
91.12 |
PP |
91.16 |
90.73 |
S1 |
90.98 |
90.35 |
|