NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.36 |
89.69 |
0.33 |
0.4% |
90.12 |
High |
90.30 |
90.00 |
-0.30 |
-0.3% |
91.47 |
Low |
88.07 |
89.14 |
1.07 |
1.2% |
88.11 |
Close |
89.89 |
89.18 |
-0.71 |
-0.8% |
88.79 |
Range |
2.23 |
0.86 |
-1.37 |
-61.4% |
3.36 |
ATR |
1.92 |
1.84 |
-0.08 |
-3.9% |
0.00 |
Volume |
59,458 |
66,584 |
7,126 |
12.0% |
376,098 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.02 |
91.46 |
89.65 |
|
R3 |
91.16 |
90.60 |
89.42 |
|
R2 |
90.30 |
90.30 |
89.34 |
|
R1 |
89.74 |
89.74 |
89.26 |
89.59 |
PP |
89.44 |
89.44 |
89.44 |
89.37 |
S1 |
88.88 |
88.88 |
89.10 |
88.73 |
S2 |
88.58 |
88.58 |
89.02 |
|
S3 |
87.72 |
88.02 |
88.94 |
|
S4 |
86.86 |
87.16 |
88.71 |
|
|
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% |
1.59 |
1.8% |
46% |
False |
False |
62,812 |
10 |
91.47 |
88.00 |
3.47 |
3.9% |
1.69 |
1.9% |
34% |
False |
False |
67,929 |
20 |
91.47 |
81.41 |
10.06 |
11.3% |
1.93 |
2.2% |
77% |
False |
False |
51,774 |
40 |
91.47 |
81.41 |
10.06 |
11.3% |
1.82 |
2.0% |
77% |
False |
False |
38,981 |
60 |
91.47 |
78.05 |
13.42 |
15.0% |
1.85 |
2.1% |
83% |
False |
False |
32,819 |
80 |
91.47 |
74.29 |
17.18 |
19.3% |
1.80 |
2.0% |
87% |
False |
False |
27,998 |
100 |
91.47 |
74.29 |
17.18 |
19.3% |
1.71 |
1.9% |
87% |
False |
False |
23,420 |
120 |
91.47 |
74.29 |
17.18 |
19.3% |
1.67 |
1.9% |
87% |
False |
False |
19,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.66 |
2.618 |
92.25 |
1.618 |
91.39 |
1.000 |
90.86 |
0.618 |
90.53 |
HIGH |
90.00 |
0.618 |
89.67 |
0.500 |
89.57 |
0.382 |
89.47 |
LOW |
89.14 |
0.618 |
88.61 |
1.000 |
88.28 |
1.618 |
87.75 |
2.618 |
86.89 |
4.250 |
85.49 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.57 |
89.19 |
PP |
89.44 |
89.18 |
S1 |
89.31 |
89.18 |
|