NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
92.00 |
91.81 |
-0.19 |
-0.2% |
89.52 |
High |
92.27 |
92.32 |
0.05 |
0.1% |
92.29 |
Low |
91.54 |
89.90 |
-1.64 |
-1.8% |
88.56 |
Close |
91.90 |
90.69 |
-1.21 |
-1.3% |
92.16 |
Range |
0.73 |
2.42 |
1.69 |
231.5% |
3.73 |
ATR |
1.52 |
1.58 |
0.06 |
4.3% |
0.00 |
Volume |
29,066 |
37,772 |
8,706 |
30.0% |
294,758 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.23 |
96.88 |
92.02 |
|
R3 |
95.81 |
94.46 |
91.36 |
|
R2 |
93.39 |
93.39 |
91.13 |
|
R1 |
92.04 |
92.04 |
90.91 |
91.51 |
PP |
90.97 |
90.97 |
90.97 |
90.70 |
S1 |
89.62 |
89.62 |
90.47 |
89.09 |
S2 |
88.55 |
88.55 |
90.25 |
|
S3 |
86.13 |
87.20 |
90.02 |
|
S4 |
83.71 |
84.78 |
89.36 |
|
|
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 |
89.90 |
2.64 |
2.9% |
1.32 |
1.5% |
30% |
False |
True |
41,307 |
10 |
92.54 |
88.56 |
3.98 |
4.4% |
1.25 |
1.4% |
54% |
False |
False |
57,572 |
20 |
92.54 |
87.20 |
5.34 |
5.9% |
1.51 |
1.7% |
65% |
False |
False |
62,070 |
40 |
92.54 |
81.41 |
11.13 |
12.3% |
1.75 |
1.9% |
83% |
False |
False |
47,034 |
60 |
92.54 |
81.41 |
11.13 |
12.3% |
1.80 |
2.0% |
83% |
False |
False |
38,380 |
80 |
92.54 |
78.05 |
14.49 |
16.0% |
1.74 |
1.9% |
87% |
False |
False |
33,197 |
100 |
92.54 |
74.29 |
18.25 |
20.1% |
1.70 |
1.9% |
90% |
False |
False |
28,127 |
120 |
92.54 |
74.29 |
18.25 |
20.1% |
1.65 |
1.8% |
90% |
False |
False |
24,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.61 |
2.618 |
98.66 |
1.618 |
96.24 |
1.000 |
94.74 |
0.618 |
93.82 |
HIGH |
92.32 |
0.618 |
91.40 |
0.500 |
91.11 |
0.382 |
90.82 |
LOW |
89.90 |
0.618 |
88.40 |
1.000 |
87.48 |
1.618 |
85.98 |
2.618 |
83.56 |
4.250 |
79.62 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.11 |
91.15 |
PP |
90.97 |
90.99 |
S1 |
90.83 |
90.84 |
|