NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 29-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.79 |
91.27 |
0.48 |
0.5% |
88.78 |
High |
91.67 |
91.53 |
-0.14 |
-0.2% |
91.63 |
Low |
90.75 |
90.80 |
0.05 |
0.1% |
87.73 |
Close |
91.49 |
91.12 |
-0.37 |
-0.4% |
91.51 |
Range |
0.92 |
0.73 |
-0.19 |
-20.7% |
3.90 |
ATR |
1.65 |
1.58 |
-0.07 |
-4.0% |
0.00 |
Volume |
91,143 |
107,575 |
16,432 |
18.0% |
728,503 |
|
Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.34 |
92.96 |
91.52 |
|
R3 |
92.61 |
92.23 |
91.32 |
|
R2 |
91.88 |
91.88 |
91.25 |
|
R1 |
91.50 |
91.50 |
91.19 |
91.33 |
PP |
91.15 |
91.15 |
91.15 |
91.06 |
S1 |
90.77 |
90.77 |
91.05 |
90.60 |
S2 |
90.42 |
90.42 |
90.99 |
|
S3 |
89.69 |
90.04 |
90.92 |
|
S4 |
88.96 |
89.31 |
90.72 |
|
|
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 |
89.85 |
2.03 |
2.2% |
1.05 |
1.2% |
63% |
False |
False |
128,598 |
10 |
91.88 |
87.43 |
4.45 |
4.9% |
1.30 |
1.4% |
83% |
False |
False |
158,299 |
20 |
91.88 |
84.20 |
7.68 |
8.4% |
1.62 |
1.8% |
90% |
False |
False |
142,878 |
40 |
91.88 |
80.89 |
10.99 |
12.1% |
1.79 |
2.0% |
93% |
False |
False |
98,479 |
60 |
91.88 |
80.89 |
10.99 |
12.1% |
1.87 |
2.0% |
93% |
False |
False |
75,508 |
80 |
91.88 |
77.34 |
14.54 |
16.0% |
1.80 |
2.0% |
95% |
False |
False |
61,836 |
100 |
91.88 |
73.76 |
18.12 |
19.9% |
1.75 |
1.9% |
96% |
False |
False |
51,191 |
120 |
91.88 |
73.76 |
18.12 |
19.9% |
1.68 |
1.8% |
96% |
False |
False |
43,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.63 |
2.618 |
93.44 |
1.618 |
92.71 |
1.000 |
92.26 |
0.618 |
91.98 |
HIGH |
91.53 |
0.618 |
91.25 |
0.500 |
91.17 |
0.382 |
91.08 |
LOW |
90.80 |
0.618 |
90.35 |
1.000 |
90.07 |
1.618 |
89.62 |
2.618 |
88.89 |
4.250 |
87.70 |
|
|
Fisher Pivots for day following 29-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.17 |
91.20 |
PP |
91.15 |
91.17 |
S1 |
91.14 |
91.15 |
|