NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
91.27 |
90.98 |
-0.29 |
-0.3% |
88.78 |
High |
91.53 |
91.40 |
-0.13 |
-0.1% |
91.63 |
Low |
90.80 |
89.02 |
-1.78 |
-2.0% |
87.73 |
Close |
91.12 |
89.84 |
-1.28 |
-1.4% |
91.51 |
Range |
0.73 |
2.38 |
1.65 |
226.0% |
3.90 |
ATR |
1.58 |
1.64 |
0.06 |
3.6% |
0.00 |
Volume |
107,575 |
195,836 |
88,261 |
82.0% |
728,503 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.23 |
95.91 |
91.15 |
|
R3 |
94.85 |
93.53 |
90.49 |
|
R2 |
92.47 |
92.47 |
90.28 |
|
R1 |
91.15 |
91.15 |
90.06 |
90.62 |
PP |
90.09 |
90.09 |
90.09 |
89.82 |
S1 |
88.77 |
88.77 |
89.62 |
88.24 |
S2 |
87.71 |
87.71 |
89.40 |
|
S3 |
85.33 |
86.39 |
89.19 |
|
S4 |
82.95 |
84.01 |
88.53 |
|
|
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 |
89.02 |
2.86 |
3.2% |
1.34 |
1.5% |
29% |
False |
True |
133,434 |
10 |
91.88 |
87.71 |
4.17 |
4.6% |
1.32 |
1.5% |
51% |
False |
False |
163,934 |
20 |
91.88 |
86.80 |
5.08 |
5.7% |
1.58 |
1.8% |
60% |
False |
False |
149,124 |
40 |
91.88 |
80.89 |
10.99 |
12.2% |
1.81 |
2.0% |
81% |
False |
False |
102,617 |
60 |
91.88 |
80.89 |
10.99 |
12.2% |
1.87 |
2.1% |
81% |
False |
False |
78,345 |
80 |
91.88 |
77.34 |
14.54 |
16.2% |
1.81 |
2.0% |
86% |
False |
False |
64,174 |
100 |
91.88 |
73.76 |
18.12 |
20.2% |
1.77 |
2.0% |
89% |
False |
False |
53,091 |
120 |
91.88 |
73.76 |
18.12 |
20.2% |
1.70 |
1.9% |
89% |
False |
False |
44,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.52 |
2.618 |
97.63 |
1.618 |
95.25 |
1.000 |
93.78 |
0.618 |
92.87 |
HIGH |
91.40 |
0.618 |
90.49 |
0.500 |
90.21 |
0.382 |
89.93 |
LOW |
89.02 |
0.618 |
87.55 |
1.000 |
86.64 |
1.618 |
85.17 |
2.618 |
82.79 |
4.250 |
78.91 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.21 |
90.35 |
PP |
90.09 |
90.18 |
S1 |
89.96 |
90.01 |
|