NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.51 |
89.52 |
0.01 |
0.0% |
88.75 |
High |
90.01 |
90.34 |
0.33 |
0.4% |
90.49 |
Low |
88.57 |
88.56 |
-0.01 |
0.0% |
88.07 |
Close |
89.37 |
90.16 |
0.79 |
0.9% |
89.37 |
Range |
1.44 |
1.78 |
0.34 |
23.6% |
2.42 |
ATR |
1.81 |
1.81 |
0.00 |
-0.1% |
0.00 |
Volume |
73,267 |
72,858 |
-409 |
-0.6% |
314,282 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.03 |
94.37 |
91.14 |
|
R3 |
93.25 |
92.59 |
90.65 |
|
R2 |
91.47 |
91.47 |
90.49 |
|
R1 |
90.81 |
90.81 |
90.32 |
91.14 |
PP |
89.69 |
89.69 |
89.69 |
89.85 |
S1 |
89.03 |
89.03 |
90.00 |
89.36 |
S2 |
87.91 |
87.91 |
89.83 |
|
S3 |
86.13 |
87.25 |
89.67 |
|
S4 |
84.35 |
85.47 |
89.18 |
|
|
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 |
90.34 |
88.07 |
2.27 |
2.5% |
1.48 |
1.6% |
92% |
True |
False |
67,096 |
10 |
91.47 |
88.07 |
3.40 |
3.8% |
1.68 |
1.9% |
61% |
False |
False |
68,892 |
20 |
91.47 |
81.41 |
10.06 |
11.2% |
1.90 |
2.1% |
87% |
False |
False |
55,416 |
40 |
91.47 |
81.41 |
10.06 |
11.2% |
1.80 |
2.0% |
87% |
False |
False |
41,204 |
60 |
91.47 |
78.76 |
12.71 |
14.1% |
1.85 |
2.0% |
90% |
False |
False |
34,716 |
80 |
91.47 |
76.92 |
14.55 |
16.1% |
1.80 |
2.0% |
91% |
False |
False |
29,709 |
100 |
91.47 |
74.29 |
17.18 |
19.1% |
1.71 |
1.9% |
92% |
False |
False |
24,795 |
120 |
91.47 |
74.29 |
17.18 |
19.1% |
1.67 |
1.9% |
92% |
False |
False |
21,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.91 |
2.618 |
95.00 |
1.618 |
93.22 |
1.000 |
92.12 |
0.618 |
91.44 |
HIGH |
90.34 |
0.618 |
89.66 |
0.500 |
89.45 |
0.382 |
89.24 |
LOW |
88.56 |
0.618 |
87.46 |
1.000 |
86.78 |
1.618 |
85.68 |
2.618 |
83.90 |
4.250 |
81.00 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.92 |
89.92 |
PP |
89.69 |
89.69 |
S1 |
89.45 |
89.45 |
|