NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.42 |
88.75 |
-0.67 |
-0.7% |
90.12 |
High |
89.89 |
90.49 |
0.60 |
0.7% |
91.47 |
Low |
88.11 |
88.47 |
0.36 |
0.4% |
88.11 |
Close |
88.79 |
89.63 |
0.84 |
0.9% |
88.79 |
Range |
1.78 |
2.02 |
0.24 |
13.5% |
3.36 |
ATR |
1.95 |
1.95 |
0.01 |
0.3% |
0.00 |
Volume |
73,045 |
51,658 |
-21,387 |
-29.3% |
376,098 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.59 |
94.63 |
90.74 |
|
R3 |
93.57 |
92.61 |
90.19 |
|
R2 |
91.55 |
91.55 |
90.00 |
|
R1 |
90.59 |
90.59 |
89.82 |
91.07 |
PP |
89.53 |
89.53 |
89.53 |
89.77 |
S1 |
88.57 |
88.57 |
89.44 |
89.05 |
S2 |
87.51 |
87.51 |
89.26 |
|
S3 |
85.49 |
86.55 |
89.07 |
|
S4 |
83.47 |
84.53 |
88.52 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.54 |
97.52 |
90.64 |
|
R3 |
96.18 |
94.16 |
89.71 |
|
R2 |
92.82 |
92.82 |
89.41 |
|
R1 |
90.80 |
90.80 |
89.10 |
90.13 |
PP |
89.46 |
89.46 |
89.46 |
89.12 |
S1 |
87.44 |
87.44 |
88.48 |
86.77 |
S2 |
86.10 |
86.10 |
88.17 |
|
S3 |
82.74 |
84.08 |
87.87 |
|
S4 |
79.38 |
80.72 |
86.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.47 |
88.11 |
3.36 |
3.7% |
1.88 |
2.1% |
45% |
False |
False |
70,688 |
10 |
91.47 |
84.52 |
6.95 |
7.8% |
1.98 |
2.2% |
74% |
False |
False |
61,999 |
20 |
91.47 |
81.41 |
10.06 |
11.2% |
2.01 |
2.2% |
82% |
False |
False |
46,758 |
40 |
91.47 |
81.41 |
10.06 |
11.2% |
1.93 |
2.2% |
82% |
False |
False |
35,818 |
60 |
91.47 |
78.05 |
13.42 |
15.0% |
1.87 |
2.1% |
86% |
False |
False |
30,376 |
80 |
91.47 |
74.29 |
17.18 |
19.2% |
1.79 |
2.0% |
89% |
False |
False |
25,825 |
100 |
91.47 |
74.29 |
17.18 |
19.2% |
1.71 |
1.9% |
89% |
False |
False |
21,631 |
120 |
91.47 |
74.29 |
17.18 |
19.2% |
1.67 |
1.9% |
89% |
False |
False |
18,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.08 |
2.618 |
95.78 |
1.618 |
93.76 |
1.000 |
92.51 |
0.618 |
91.74 |
HIGH |
90.49 |
0.618 |
89.72 |
0.500 |
89.48 |
0.382 |
89.24 |
LOW |
88.47 |
0.618 |
87.22 |
1.000 |
86.45 |
1.618 |
85.20 |
2.618 |
83.18 |
4.250 |
79.89 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.58 |
89.52 |
PP |
89.53 |
89.41 |
S1 |
89.48 |
89.30 |
|