NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
91.30 |
91.85 |
0.55 |
0.6% |
89.52 |
High |
92.29 |
92.54 |
0.25 |
0.3% |
92.29 |
Low |
91.01 |
91.20 |
0.19 |
0.2% |
88.56 |
Close |
92.16 |
91.74 |
-0.42 |
-0.5% |
92.16 |
Range |
1.28 |
1.34 |
0.06 |
4.7% |
3.73 |
ATR |
1.66 |
1.63 |
-0.02 |
-1.4% |
0.00 |
Volume |
65,420 |
43,401 |
-22,019 |
-33.7% |
294,758 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.85 |
95.13 |
92.48 |
|
R3 |
94.51 |
93.79 |
92.11 |
|
R2 |
93.17 |
93.17 |
91.99 |
|
R1 |
92.45 |
92.45 |
91.86 |
92.14 |
PP |
91.83 |
91.83 |
91.83 |
91.67 |
S1 |
91.11 |
91.11 |
91.62 |
90.80 |
S2 |
90.49 |
90.49 |
91.49 |
|
S3 |
89.15 |
89.77 |
91.37 |
|
S4 |
87.81 |
88.43 |
91.00 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.19 |
100.91 |
94.21 |
|
R3 |
98.46 |
97.18 |
93.19 |
|
R2 |
94.73 |
94.73 |
92.84 |
|
R1 |
93.45 |
93.45 |
92.50 |
94.09 |
PP |
91.00 |
91.00 |
91.00 |
91.33 |
S1 |
89.72 |
89.72 |
91.82 |
90.36 |
S2 |
87.27 |
87.27 |
91.48 |
|
S3 |
83.54 |
85.99 |
91.13 |
|
S4 |
79.81 |
82.26 |
90.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.54 |
88.56 |
3.98 |
4.3% |
1.23 |
1.3% |
80% |
True |
False |
67,631 |
10 |
92.54 |
88.07 |
4.47 |
4.9% |
1.38 |
1.5% |
82% |
True |
False |
65,244 |
20 |
92.54 |
84.52 |
8.02 |
8.7% |
1.69 |
1.8% |
90% |
True |
False |
61,898 |
40 |
92.54 |
81.41 |
11.13 |
12.1% |
1.77 |
1.9% |
93% |
True |
False |
46,028 |
60 |
92.54 |
81.41 |
11.13 |
12.1% |
1.80 |
2.0% |
93% |
True |
False |
37,887 |
80 |
92.54 |
78.05 |
14.49 |
15.8% |
1.76 |
1.9% |
94% |
True |
False |
32,418 |
100 |
92.54 |
74.29 |
18.25 |
19.9% |
1.70 |
1.8% |
96% |
True |
False |
27,287 |
120 |
92.54 |
74.29 |
18.25 |
19.9% |
1.65 |
1.8% |
96% |
True |
False |
23,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.24 |
2.618 |
96.05 |
1.618 |
94.71 |
1.000 |
93.88 |
0.618 |
93.37 |
HIGH |
92.54 |
0.618 |
92.03 |
0.500 |
91.87 |
0.382 |
91.71 |
LOW |
91.20 |
0.618 |
90.37 |
1.000 |
89.86 |
1.618 |
89.03 |
2.618 |
87.69 |
4.250 |
85.51 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.87 |
91.70 |
PP |
91.83 |
91.65 |
S1 |
91.78 |
91.61 |
|