NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.33 |
89.36 |
0.03 |
0.0% |
90.12 |
High |
90.03 |
90.30 |
0.27 |
0.3% |
91.47 |
Low |
88.95 |
88.07 |
-0.88 |
-1.0% |
88.11 |
Close |
89.43 |
89.89 |
0.46 |
0.5% |
88.79 |
Range |
1.08 |
2.23 |
1.15 |
106.5% |
3.36 |
ATR |
1.89 |
1.92 |
0.02 |
1.3% |
0.00 |
Volume |
63,315 |
59,458 |
-3,857 |
-6.1% |
376,098 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.11 |
95.23 |
91.12 |
|
R3 |
93.88 |
93.00 |
90.50 |
|
R2 |
91.65 |
91.65 |
90.30 |
|
R1 |
90.77 |
90.77 |
90.09 |
91.21 |
PP |
89.42 |
89.42 |
89.42 |
89.64 |
S1 |
88.54 |
88.54 |
89.69 |
88.98 |
S2 |
87.19 |
87.19 |
89.48 |
|
S3 |
84.96 |
86.31 |
89.28 |
|
S4 |
82.73 |
84.08 |
88.66 |
|
|
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 |
88.07 |
2.42 |
2.7% |
1.75 |
1.9% |
75% |
False |
True |
62,896 |
10 |
91.47 |
87.20 |
4.27 |
4.8% |
1.77 |
2.0% |
63% |
False |
False |
66,568 |
20 |
91.47 |
81.41 |
10.06 |
11.2% |
2.00 |
2.2% |
84% |
False |
False |
50,199 |
40 |
91.47 |
81.41 |
10.06 |
11.2% |
1.85 |
2.1% |
84% |
False |
False |
37,998 |
60 |
91.47 |
78.05 |
13.42 |
14.9% |
1.86 |
2.1% |
88% |
False |
False |
31,955 |
80 |
91.47 |
74.29 |
17.18 |
19.1% |
1.80 |
2.0% |
91% |
False |
False |
27,235 |
100 |
91.47 |
74.29 |
17.18 |
19.1% |
1.72 |
1.9% |
91% |
False |
False |
22,786 |
120 |
91.47 |
74.29 |
17.18 |
19.1% |
1.67 |
1.9% |
91% |
False |
False |
19,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.78 |
2.618 |
96.14 |
1.618 |
93.91 |
1.000 |
92.53 |
0.618 |
91.68 |
HIGH |
90.30 |
0.618 |
89.45 |
0.500 |
89.19 |
0.382 |
88.92 |
LOW |
88.07 |
0.618 |
86.69 |
1.000 |
85.84 |
1.618 |
84.46 |
2.618 |
82.23 |
4.250 |
78.59 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.66 |
89.69 |
PP |
89.42 |
89.48 |
S1 |
89.19 |
89.28 |
|