NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.70 |
88.88 |
-0.82 |
-0.9% |
90.40 |
High |
90.17 |
90.85 |
0.68 |
0.8% |
91.65 |
Low |
88.43 |
88.88 |
0.45 |
0.5% |
88.43 |
Close |
89.17 |
90.01 |
0.84 |
0.9% |
89.17 |
Range |
1.74 |
1.97 |
0.23 |
13.2% |
3.22 |
ATR |
1.84 |
1.85 |
0.01 |
0.5% |
0.00 |
Volume |
24,630 |
17,367 |
-7,263 |
-29.5% |
158,019 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.82 |
94.89 |
91.09 |
|
R3 |
93.85 |
92.92 |
90.55 |
|
R2 |
91.88 |
91.88 |
90.37 |
|
R1 |
90.95 |
90.95 |
90.19 |
91.42 |
PP |
89.91 |
89.91 |
89.91 |
90.15 |
S1 |
88.98 |
88.98 |
89.83 |
89.45 |
S2 |
87.94 |
87.94 |
89.65 |
|
S3 |
85.97 |
87.01 |
89.47 |
|
S4 |
84.00 |
85.04 |
88.93 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.41 |
97.51 |
90.94 |
|
R3 |
96.19 |
94.29 |
90.06 |
|
R2 |
92.97 |
92.97 |
89.76 |
|
R1 |
91.07 |
91.07 |
89.47 |
90.41 |
PP |
89.75 |
89.75 |
89.75 |
89.42 |
S1 |
87.85 |
87.85 |
88.87 |
87.19 |
S2 |
86.53 |
86.53 |
88.58 |
|
S3 |
83.31 |
84.63 |
88.28 |
|
S4 |
80.09 |
81.41 |
87.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.65 |
88.43 |
3.22 |
3.6% |
1.82 |
2.0% |
49% |
False |
False |
27,824 |
10 |
91.65 |
84.86 |
6.79 |
7.5% |
1.92 |
2.1% |
76% |
False |
False |
26,115 |
20 |
91.65 |
81.81 |
9.84 |
10.9% |
1.92 |
2.1% |
83% |
False |
False |
19,492 |
40 |
91.65 |
81.81 |
9.84 |
10.9% |
1.72 |
1.9% |
83% |
False |
False |
15,733 |
60 |
91.65 |
78.63 |
13.02 |
14.5% |
1.65 |
1.8% |
87% |
False |
False |
13,762 |
80 |
91.65 |
74.98 |
16.67 |
18.5% |
1.53 |
1.7% |
90% |
False |
False |
11,679 |
100 |
91.65 |
74.98 |
16.67 |
18.5% |
1.35 |
1.5% |
90% |
False |
False |
9,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.22 |
2.618 |
96.01 |
1.618 |
94.04 |
1.000 |
92.82 |
0.618 |
92.07 |
HIGH |
90.85 |
0.618 |
90.10 |
0.500 |
89.87 |
0.382 |
89.63 |
LOW |
88.88 |
0.618 |
87.66 |
1.000 |
86.91 |
1.618 |
85.69 |
2.618 |
83.72 |
4.250 |
80.51 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.96 |
89.89 |
PP |
89.91 |
89.76 |
S1 |
89.87 |
89.64 |
|