NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 28-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
91.07 |
90.79 |
-0.28 |
-0.3% |
88.78 |
High |
91.88 |
91.67 |
-0.21 |
-0.2% |
91.63 |
Low |
90.51 |
90.75 |
0.24 |
0.3% |
87.73 |
Close |
91.00 |
91.49 |
0.49 |
0.5% |
91.51 |
Range |
1.37 |
0.92 |
-0.45 |
-32.8% |
3.90 |
ATR |
1.70 |
1.65 |
-0.06 |
-3.3% |
0.00 |
Volume |
145,007 |
91,143 |
-53,864 |
-37.1% |
728,503 |
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.06 |
93.70 |
92.00 |
|
R3 |
93.14 |
92.78 |
91.74 |
|
R2 |
92.22 |
92.22 |
91.66 |
|
R1 |
91.86 |
91.86 |
91.57 |
92.04 |
PP |
91.30 |
91.30 |
91.30 |
91.40 |
S1 |
90.94 |
90.94 |
91.41 |
91.12 |
S2 |
90.38 |
90.38 |
91.32 |
|
S3 |
89.46 |
90.02 |
91.24 |
|
S4 |
88.54 |
89.10 |
90.98 |
|
|
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 |
89.06 |
2.82 |
3.1% |
1.12 |
1.2% |
86% |
False |
False |
142,166 |
10 |
91.88 |
87.43 |
4.45 |
4.9% |
1.35 |
1.5% |
91% |
False |
False |
162,964 |
20 |
91.88 |
84.09 |
7.79 |
8.5% |
1.70 |
1.9% |
95% |
False |
False |
140,825 |
40 |
91.88 |
80.89 |
10.99 |
12.0% |
1.82 |
2.0% |
96% |
False |
False |
96,490 |
60 |
91.88 |
80.89 |
10.99 |
12.0% |
1.87 |
2.0% |
96% |
False |
False |
74,186 |
80 |
91.88 |
77.34 |
14.54 |
15.9% |
1.82 |
2.0% |
97% |
False |
False |
60,602 |
100 |
91.88 |
73.76 |
18.12 |
19.8% |
1.76 |
1.9% |
98% |
False |
False |
50,170 |
120 |
91.88 |
73.76 |
18.12 |
19.8% |
1.68 |
1.8% |
98% |
False |
False |
42,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.58 |
2.618 |
94.08 |
1.618 |
93.16 |
1.000 |
92.59 |
0.618 |
92.24 |
HIGH |
91.67 |
0.618 |
91.32 |
0.500 |
91.21 |
0.382 |
91.10 |
LOW |
90.75 |
0.618 |
90.18 |
1.000 |
89.83 |
1.618 |
89.26 |
2.618 |
88.34 |
4.250 |
86.84 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.40 |
91.36 |
PP |
91.30 |
91.23 |
S1 |
91.21 |
91.11 |
|