NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.69 |
89.51 |
-0.18 |
-0.2% |
88.75 |
High |
90.00 |
90.01 |
0.01 |
0.0% |
90.49 |
Low |
89.14 |
88.57 |
-0.57 |
-0.6% |
88.07 |
Close |
89.18 |
89.37 |
0.19 |
0.2% |
89.37 |
Range |
0.86 |
1.44 |
0.58 |
67.4% |
2.42 |
ATR |
1.84 |
1.81 |
-0.03 |
-1.6% |
0.00 |
Volume |
66,584 |
73,267 |
6,683 |
10.0% |
314,282 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.64 |
92.94 |
90.16 |
|
R3 |
92.20 |
91.50 |
89.77 |
|
R2 |
90.76 |
90.76 |
89.63 |
|
R1 |
90.06 |
90.06 |
89.50 |
89.69 |
PP |
89.32 |
89.32 |
89.32 |
89.13 |
S1 |
88.62 |
88.62 |
89.24 |
88.25 |
S2 |
87.88 |
87.88 |
89.11 |
|
S3 |
86.44 |
87.18 |
88.97 |
|
S4 |
85.00 |
85.74 |
88.58 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.57 |
95.39 |
90.70 |
|
R3 |
94.15 |
92.97 |
90.04 |
|
R2 |
91.73 |
91.73 |
89.81 |
|
R1 |
90.55 |
90.55 |
89.59 |
91.14 |
PP |
89.31 |
89.31 |
89.31 |
89.61 |
S1 |
88.13 |
88.13 |
89.15 |
88.72 |
S2 |
86.89 |
86.89 |
88.93 |
|
S3 |
84.47 |
85.71 |
88.70 |
|
S4 |
82.05 |
83.29 |
88.04 |
|
|
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% |
1.53 |
1.7% |
54% |
False |
False |
62,856 |
10 |
91.47 |
88.07 |
3.40 |
3.8% |
1.62 |
1.8% |
38% |
False |
False |
69,038 |
20 |
91.47 |
81.41 |
10.06 |
11.3% |
1.92 |
2.2% |
79% |
False |
False |
53,452 |
40 |
91.47 |
81.41 |
10.06 |
11.3% |
1.79 |
2.0% |
79% |
False |
False |
40,013 |
60 |
91.47 |
78.76 |
12.71 |
14.2% |
1.85 |
2.1% |
83% |
False |
False |
33,814 |
80 |
91.47 |
76.76 |
14.71 |
16.5% |
1.79 |
2.0% |
86% |
False |
False |
28,856 |
100 |
91.47 |
74.29 |
17.18 |
19.2% |
1.71 |
1.9% |
88% |
False |
False |
24,128 |
120 |
91.47 |
74.29 |
17.18 |
19.2% |
1.67 |
1.9% |
88% |
False |
False |
20,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.13 |
2.618 |
93.78 |
1.618 |
92.34 |
1.000 |
91.45 |
0.618 |
90.90 |
HIGH |
90.01 |
0.618 |
89.46 |
0.500 |
89.29 |
0.382 |
89.12 |
LOW |
88.57 |
0.618 |
87.68 |
1.000 |
87.13 |
1.618 |
86.24 |
2.618 |
84.80 |
4.250 |
82.45 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.34 |
89.31 |
PP |
89.32 |
89.25 |
S1 |
89.29 |
89.19 |
|