NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.61 |
91.07 |
0.46 |
0.5% |
88.78 |
High |
91.63 |
91.88 |
0.25 |
0.3% |
91.63 |
Low |
90.33 |
90.51 |
0.18 |
0.2% |
87.73 |
Close |
91.51 |
91.00 |
-0.51 |
-0.6% |
91.51 |
Range |
1.30 |
1.37 |
0.07 |
5.4% |
3.90 |
ATR |
1.73 |
1.70 |
-0.03 |
-1.5% |
0.00 |
Volume |
127,611 |
145,007 |
17,396 |
13.6% |
728,503 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.24 |
94.49 |
91.75 |
|
R3 |
93.87 |
93.12 |
91.38 |
|
R2 |
92.50 |
92.50 |
91.25 |
|
R1 |
91.75 |
91.75 |
91.13 |
91.44 |
PP |
91.13 |
91.13 |
91.13 |
90.98 |
S1 |
90.38 |
90.38 |
90.87 |
90.07 |
S2 |
89.76 |
89.76 |
90.75 |
|
S3 |
88.39 |
89.01 |
90.62 |
|
S4 |
87.02 |
87.64 |
90.25 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.99 |
100.65 |
93.66 |
|
R3 |
98.09 |
96.75 |
92.58 |
|
R2 |
94.19 |
94.19 |
92.23 |
|
R1 |
92.85 |
92.85 |
91.87 |
93.52 |
PP |
90.29 |
90.29 |
90.29 |
90.63 |
S1 |
88.95 |
88.95 |
91.15 |
89.62 |
S2 |
86.39 |
86.39 |
90.80 |
|
S3 |
82.49 |
85.05 |
90.44 |
|
S4 |
78.59 |
81.15 |
89.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.88 |
87.73 |
4.15 |
4.6% |
1.30 |
1.4% |
79% |
True |
False |
174,702 |
10 |
91.88 |
87.43 |
4.45 |
4.9% |
1.46 |
1.6% |
80% |
True |
False |
165,619 |
20 |
91.88 |
84.09 |
7.79 |
8.6% |
1.76 |
1.9% |
89% |
True |
False |
137,928 |
40 |
91.88 |
80.89 |
10.99 |
12.1% |
1.84 |
2.0% |
92% |
True |
False |
94,890 |
60 |
91.88 |
80.89 |
10.99 |
12.1% |
1.89 |
2.1% |
92% |
True |
False |
73,131 |
80 |
91.88 |
77.34 |
14.54 |
16.0% |
1.83 |
2.0% |
94% |
True |
False |
59,629 |
100 |
91.88 |
73.76 |
18.12 |
19.9% |
1.76 |
1.9% |
95% |
True |
False |
49,328 |
120 |
91.88 |
73.76 |
18.12 |
19.9% |
1.68 |
1.8% |
95% |
True |
False |
41,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.70 |
2.618 |
95.47 |
1.618 |
94.10 |
1.000 |
93.25 |
0.618 |
92.73 |
HIGH |
91.88 |
0.618 |
91.36 |
0.500 |
91.20 |
0.382 |
91.03 |
LOW |
90.51 |
0.618 |
89.66 |
1.000 |
89.14 |
1.618 |
88.29 |
2.618 |
86.92 |
4.250 |
84.69 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.20 |
90.96 |
PP |
91.13 |
90.91 |
S1 |
91.07 |
90.87 |
|