NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 31-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.98 |
89.67 |
-1.31 |
-1.4% |
91.07 |
High |
91.40 |
92.06 |
0.66 |
0.7% |
92.06 |
Low |
89.02 |
89.05 |
0.03 |
0.0% |
89.02 |
Close |
89.84 |
91.38 |
1.54 |
1.7% |
91.38 |
Range |
2.38 |
3.01 |
0.63 |
26.5% |
3.04 |
ATR |
1.64 |
1.74 |
0.10 |
6.0% |
0.00 |
Volume |
195,836 |
147,986 |
-47,850 |
-24.4% |
687,547 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.86 |
98.63 |
93.04 |
|
R3 |
96.85 |
95.62 |
92.21 |
|
R2 |
93.84 |
93.84 |
91.93 |
|
R1 |
92.61 |
92.61 |
91.66 |
93.23 |
PP |
90.83 |
90.83 |
90.83 |
91.14 |
S1 |
89.60 |
89.60 |
91.10 |
90.22 |
S2 |
87.82 |
87.82 |
90.83 |
|
S3 |
84.81 |
86.59 |
90.55 |
|
S4 |
81.80 |
83.58 |
89.72 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.94 |
98.70 |
93.05 |
|
R3 |
96.90 |
95.66 |
92.22 |
|
R2 |
93.86 |
93.86 |
91.94 |
|
R1 |
92.62 |
92.62 |
91.66 |
93.24 |
PP |
90.82 |
90.82 |
90.82 |
91.13 |
S1 |
89.58 |
89.58 |
91.10 |
90.20 |
S2 |
87.78 |
87.78 |
90.82 |
|
S3 |
84.74 |
86.54 |
90.54 |
|
S4 |
81.70 |
83.50 |
89.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.06 |
89.02 |
3.04 |
3.3% |
1.68 |
1.8% |
78% |
True |
False |
137,509 |
10 |
92.06 |
87.71 |
4.35 |
4.8% |
1.50 |
1.6% |
84% |
True |
False |
159,340 |
20 |
92.06 |
87.43 |
4.63 |
5.1% |
1.64 |
1.8% |
85% |
True |
False |
152,003 |
40 |
92.06 |
80.89 |
11.17 |
12.2% |
1.85 |
2.0% |
94% |
True |
False |
105,500 |
60 |
92.06 |
80.89 |
11.17 |
12.2% |
1.90 |
2.1% |
94% |
True |
False |
80,092 |
80 |
92.06 |
77.34 |
14.72 |
16.1% |
1.83 |
2.0% |
95% |
True |
False |
65,831 |
100 |
92.06 |
73.76 |
18.30 |
20.0% |
1.79 |
2.0% |
96% |
True |
False |
54,485 |
120 |
92.06 |
73.76 |
18.30 |
20.0% |
1.71 |
1.9% |
96% |
True |
False |
46,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.85 |
2.618 |
99.94 |
1.618 |
96.93 |
1.000 |
95.07 |
0.618 |
93.92 |
HIGH |
92.06 |
0.618 |
90.91 |
0.500 |
90.56 |
0.382 |
90.20 |
LOW |
89.05 |
0.618 |
87.19 |
1.000 |
86.04 |
1.618 |
84.18 |
2.618 |
81.17 |
4.250 |
76.26 |
|
|
Fisher Pivots for day following 31-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.11 |
91.10 |
PP |
90.83 |
90.82 |
S1 |
90.56 |
90.54 |
|