NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.79 |
91.30 |
0.51 |
0.6% |
88.75 |
High |
91.55 |
92.29 |
0.74 |
0.8% |
90.49 |
Low |
90.67 |
91.01 |
0.34 |
0.4% |
88.07 |
Close |
91.21 |
92.16 |
0.95 |
1.0% |
89.37 |
Range |
0.88 |
1.28 |
0.40 |
45.5% |
2.42 |
ATR |
1.68 |
1.66 |
-0.03 |
-1.7% |
0.00 |
Volume |
59,526 |
65,420 |
5,894 |
9.9% |
314,282 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.66 |
95.19 |
92.86 |
|
R3 |
94.38 |
93.91 |
92.51 |
|
R2 |
93.10 |
93.10 |
92.39 |
|
R1 |
92.63 |
92.63 |
92.28 |
92.87 |
PP |
91.82 |
91.82 |
91.82 |
91.94 |
S1 |
91.35 |
91.35 |
92.04 |
91.59 |
S2 |
90.54 |
90.54 |
91.93 |
|
S3 |
89.26 |
90.07 |
91.81 |
|
S4 |
87.98 |
88.79 |
91.46 |
|
|
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 |
92.29 |
88.56 |
3.73 |
4.0% |
1.25 |
1.4% |
97% |
True |
False |
73,605 |
10 |
92.29 |
88.07 |
4.22 |
4.6% |
1.42 |
1.5% |
97% |
True |
False |
68,208 |
20 |
92.29 |
83.84 |
8.45 |
9.2% |
1.71 |
1.9% |
98% |
True |
False |
61,363 |
40 |
92.29 |
81.41 |
10.88 |
11.8% |
1.76 |
1.9% |
99% |
True |
False |
45,484 |
60 |
92.29 |
81.40 |
10.89 |
11.8% |
1.81 |
2.0% |
99% |
True |
False |
37,550 |
80 |
92.29 |
77.98 |
14.31 |
15.5% |
1.77 |
1.9% |
99% |
True |
False |
32,050 |
100 |
92.29 |
74.29 |
18.00 |
19.5% |
1.69 |
1.8% |
99% |
True |
False |
26,919 |
120 |
92.29 |
74.29 |
18.00 |
19.5% |
1.65 |
1.8% |
99% |
True |
False |
22,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.73 |
2.618 |
95.64 |
1.618 |
94.36 |
1.000 |
93.57 |
0.618 |
93.08 |
HIGH |
92.29 |
0.618 |
91.80 |
0.500 |
91.65 |
0.382 |
91.50 |
LOW |
91.01 |
0.618 |
90.22 |
1.000 |
89.73 |
1.618 |
88.94 |
2.618 |
87.66 |
4.250 |
85.57 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.99 |
91.80 |
PP |
91.82 |
91.43 |
S1 |
91.65 |
91.07 |
|