NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
88.75 |
89.33 |
0.58 |
0.7% |
90.12 |
High |
90.49 |
90.03 |
-0.46 |
-0.5% |
91.47 |
Low |
88.47 |
88.95 |
0.48 |
0.5% |
88.11 |
Close |
89.63 |
89.43 |
-0.20 |
-0.2% |
88.79 |
Range |
2.02 |
1.08 |
-0.94 |
-46.5% |
3.36 |
ATR |
1.95 |
1.89 |
-0.06 |
-3.2% |
0.00 |
Volume |
51,658 |
63,315 |
11,657 |
22.6% |
376,098 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.71 |
92.15 |
90.02 |
|
R3 |
91.63 |
91.07 |
89.73 |
|
R2 |
90.55 |
90.55 |
89.63 |
|
R1 |
89.99 |
89.99 |
89.53 |
90.27 |
PP |
89.47 |
89.47 |
89.47 |
89.61 |
S1 |
88.91 |
88.91 |
89.33 |
89.19 |
S2 |
88.39 |
88.39 |
89.23 |
|
S3 |
87.31 |
87.83 |
89.13 |
|
S4 |
86.23 |
86.75 |
88.84 |
|
|
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 |
90.49 |
88.11 |
2.38 |
2.7% |
1.62 |
1.8% |
55% |
False |
False |
70,515 |
10 |
91.47 |
84.67 |
6.80 |
7.6% |
1.86 |
2.1% |
70% |
False |
False |
64,502 |
20 |
91.47 |
81.41 |
10.06 |
11.2% |
2.01 |
2.2% |
80% |
False |
False |
48,368 |
40 |
91.47 |
81.41 |
10.06 |
11.2% |
1.89 |
2.1% |
80% |
False |
False |
36,937 |
60 |
91.47 |
78.05 |
13.42 |
15.0% |
1.85 |
2.1% |
85% |
False |
False |
31,190 |
80 |
91.47 |
74.29 |
17.18 |
19.2% |
1.79 |
2.0% |
88% |
False |
False |
26,545 |
100 |
91.47 |
74.29 |
17.18 |
19.2% |
1.71 |
1.9% |
88% |
False |
False |
22,223 |
120 |
91.47 |
74.29 |
17.18 |
19.2% |
1.67 |
1.9% |
88% |
False |
False |
18,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.62 |
2.618 |
92.86 |
1.618 |
91.78 |
1.000 |
91.11 |
0.618 |
90.70 |
HIGH |
90.03 |
0.618 |
89.62 |
0.500 |
89.49 |
0.382 |
89.36 |
LOW |
88.95 |
0.618 |
88.28 |
1.000 |
87.87 |
1.618 |
87.20 |
2.618 |
86.12 |
4.250 |
84.36 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.49 |
89.39 |
PP |
89.47 |
89.34 |
S1 |
89.45 |
89.30 |
|