NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 28-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
91.85 |
91.55 |
-0.30 |
-0.3% |
89.52 |
High |
92.54 |
92.39 |
-0.15 |
-0.2% |
92.29 |
Low |
91.20 |
91.55 |
0.35 |
0.4% |
88.56 |
Close |
91.74 |
92.23 |
0.49 |
0.5% |
92.16 |
Range |
1.34 |
0.84 |
-0.50 |
-37.3% |
3.73 |
ATR |
1.63 |
1.58 |
-0.06 |
-3.5% |
0.00 |
Volume |
43,401 |
30,879 |
-12,522 |
-28.9% |
294,758 |
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.58 |
94.24 |
92.69 |
|
R3 |
93.74 |
93.40 |
92.46 |
|
R2 |
92.90 |
92.90 |
92.38 |
|
R1 |
92.56 |
92.56 |
92.31 |
92.73 |
PP |
92.06 |
92.06 |
92.06 |
92.14 |
S1 |
91.72 |
91.72 |
92.15 |
91.89 |
S2 |
91.22 |
91.22 |
92.08 |
|
S3 |
90.38 |
90.88 |
92.00 |
|
S4 |
89.54 |
90.04 |
91.77 |
|
|
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 |
89.85 |
2.69 |
2.9% |
1.05 |
1.1% |
88% |
False |
False |
59,236 |
10 |
92.54 |
88.07 |
4.47 |
4.8% |
1.26 |
1.4% |
93% |
False |
False |
63,166 |
20 |
92.54 |
84.52 |
8.02 |
8.7% |
1.62 |
1.8% |
96% |
False |
False |
62,583 |
40 |
92.54 |
81.41 |
11.13 |
12.1% |
1.75 |
1.9% |
97% |
False |
False |
46,374 |
60 |
92.54 |
81.41 |
11.13 |
12.1% |
1.79 |
1.9% |
97% |
False |
False |
38,096 |
80 |
92.54 |
78.05 |
14.49 |
15.7% |
1.75 |
1.9% |
98% |
False |
False |
32,621 |
100 |
92.54 |
74.29 |
18.25 |
19.8% |
1.70 |
1.8% |
98% |
False |
False |
27,551 |
120 |
92.54 |
74.29 |
18.25 |
19.8% |
1.64 |
1.8% |
98% |
False |
False |
23,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.96 |
2.618 |
94.59 |
1.618 |
93.75 |
1.000 |
93.23 |
0.618 |
92.91 |
HIGH |
92.39 |
0.618 |
92.07 |
0.500 |
91.97 |
0.382 |
91.87 |
LOW |
91.55 |
0.618 |
91.03 |
1.000 |
90.71 |
1.618 |
90.19 |
2.618 |
89.35 |
4.250 |
87.98 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
92.14 |
92.08 |
PP |
92.06 |
91.93 |
S1 |
91.97 |
91.78 |
|