NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.05 |
90.79 |
0.74 |
0.8% |
88.75 |
High |
90.74 |
91.55 |
0.81 |
0.9% |
90.49 |
Low |
89.85 |
90.67 |
0.82 |
0.9% |
88.07 |
Close |
90.64 |
91.21 |
0.57 |
0.6% |
89.37 |
Range |
0.89 |
0.88 |
-0.01 |
-1.1% |
2.42 |
ATR |
1.74 |
1.68 |
-0.06 |
-3.4% |
0.00 |
Volume |
96,954 |
59,526 |
-37,428 |
-38.6% |
314,282 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.78 |
93.38 |
91.69 |
|
R3 |
92.90 |
92.50 |
91.45 |
|
R2 |
92.02 |
92.02 |
91.37 |
|
R1 |
91.62 |
91.62 |
91.29 |
91.82 |
PP |
91.14 |
91.14 |
91.14 |
91.25 |
S1 |
90.74 |
90.74 |
91.13 |
90.94 |
S2 |
90.26 |
90.26 |
91.05 |
|
S3 |
89.38 |
89.86 |
90.97 |
|
S4 |
88.50 |
88.98 |
90.73 |
|
|
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 |
91.55 |
88.56 |
2.99 |
3.3% |
1.17 |
1.3% |
89% |
True |
False |
73,837 |
10 |
91.55 |
88.07 |
3.48 |
3.8% |
1.46 |
1.6% |
90% |
True |
False |
68,367 |
20 |
91.55 |
82.11 |
9.44 |
10.3% |
1.80 |
2.0% |
96% |
True |
False |
59,845 |
40 |
91.55 |
81.41 |
10.14 |
11.1% |
1.78 |
1.9% |
97% |
True |
False |
44,290 |
60 |
91.55 |
79.51 |
12.04 |
13.2% |
1.83 |
2.0% |
97% |
True |
False |
36,739 |
80 |
91.55 |
77.26 |
14.29 |
15.7% |
1.78 |
2.0% |
98% |
True |
False |
31,341 |
100 |
91.55 |
74.29 |
17.26 |
18.9% |
1.69 |
1.9% |
98% |
True |
False |
26,297 |
120 |
91.55 |
74.29 |
17.26 |
18.9% |
1.66 |
1.8% |
98% |
True |
False |
22,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.29 |
2.618 |
93.85 |
1.618 |
92.97 |
1.000 |
92.43 |
0.618 |
92.09 |
HIGH |
91.55 |
0.618 |
91.21 |
0.500 |
91.11 |
0.382 |
91.01 |
LOW |
90.67 |
0.618 |
90.13 |
1.000 |
89.79 |
1.618 |
89.25 |
2.618 |
88.37 |
4.250 |
86.93 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.18 |
90.83 |
PP |
91.14 |
90.44 |
S1 |
91.11 |
90.06 |
|