NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.52 |
90.05 |
0.53 |
0.6% |
88.75 |
High |
90.34 |
90.74 |
0.40 |
0.4% |
90.49 |
Low |
88.56 |
89.85 |
1.29 |
1.5% |
88.07 |
Close |
90.16 |
90.64 |
0.48 |
0.5% |
89.37 |
Range |
1.78 |
0.89 |
-0.89 |
-50.0% |
2.42 |
ATR |
1.81 |
1.74 |
-0.07 |
-3.6% |
0.00 |
Volume |
72,858 |
96,954 |
24,096 |
33.1% |
314,282 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.08 |
92.75 |
91.13 |
|
R3 |
92.19 |
91.86 |
90.88 |
|
R2 |
91.30 |
91.30 |
90.80 |
|
R1 |
90.97 |
90.97 |
90.72 |
91.14 |
PP |
90.41 |
90.41 |
90.41 |
90.49 |
S1 |
90.08 |
90.08 |
90.56 |
90.25 |
S2 |
89.52 |
89.52 |
90.48 |
|
S3 |
88.63 |
89.19 |
90.40 |
|
S4 |
87.74 |
88.30 |
90.15 |
|
|
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 |
90.74 |
88.07 |
2.67 |
2.9% |
1.44 |
1.6% |
96% |
True |
False |
73,824 |
10 |
90.74 |
88.07 |
2.67 |
2.9% |
1.53 |
1.7% |
96% |
True |
False |
72,170 |
20 |
91.47 |
81.41 |
10.06 |
11.1% |
1.84 |
2.0% |
92% |
False |
False |
58,382 |
40 |
91.47 |
81.41 |
10.06 |
11.1% |
1.78 |
2.0% |
92% |
False |
False |
43,297 |
60 |
91.47 |
78.97 |
12.50 |
13.8% |
1.84 |
2.0% |
93% |
False |
False |
35,975 |
80 |
91.47 |
77.26 |
14.21 |
15.7% |
1.78 |
2.0% |
94% |
False |
False |
30,739 |
100 |
91.47 |
74.29 |
17.18 |
19.0% |
1.70 |
1.9% |
95% |
False |
False |
25,734 |
120 |
91.47 |
74.29 |
17.18 |
19.0% |
1.66 |
1.8% |
95% |
False |
False |
21,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.52 |
2.618 |
93.07 |
1.618 |
92.18 |
1.000 |
91.63 |
0.618 |
91.29 |
HIGH |
90.74 |
0.618 |
90.40 |
0.500 |
90.30 |
0.382 |
90.19 |
LOW |
89.85 |
0.618 |
89.30 |
1.000 |
88.96 |
1.618 |
88.41 |
2.618 |
87.52 |
4.250 |
86.07 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.53 |
90.31 |
PP |
90.41 |
89.98 |
S1 |
90.30 |
89.65 |
|