NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
88.88 |
89.89 |
1.01 |
1.1% |
90.40 |
High |
90.85 |
90.45 |
-0.40 |
-0.4% |
91.65 |
Low |
88.88 |
89.42 |
0.54 |
0.6% |
88.43 |
Close |
90.01 |
89.87 |
-0.14 |
-0.2% |
89.17 |
Range |
1.97 |
1.03 |
-0.94 |
-47.7% |
3.22 |
ATR |
1.85 |
1.79 |
-0.06 |
-3.2% |
0.00 |
Volume |
17,367 |
26,616 |
9,249 |
53.3% |
158,019 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.00 |
92.47 |
90.44 |
|
R3 |
91.97 |
91.44 |
90.15 |
|
R2 |
90.94 |
90.94 |
90.06 |
|
R1 |
90.41 |
90.41 |
89.96 |
90.16 |
PP |
89.91 |
89.91 |
89.91 |
89.79 |
S1 |
89.38 |
89.38 |
89.78 |
89.13 |
S2 |
88.88 |
88.88 |
89.68 |
|
S3 |
87.85 |
88.35 |
89.59 |
|
S4 |
86.82 |
87.32 |
89.30 |
|
|
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 |
90.85 |
88.43 |
2.42 |
2.7% |
1.57 |
1.7% |
60% |
False |
False |
26,729 |
10 |
91.65 |
85.12 |
6.53 |
7.3% |
1.80 |
2.0% |
73% |
False |
False |
27,399 |
20 |
91.65 |
81.81 |
9.84 |
10.9% |
1.92 |
2.1% |
82% |
False |
False |
20,188 |
40 |
91.65 |
81.81 |
9.84 |
10.9% |
1.70 |
1.9% |
82% |
False |
False |
16,181 |
60 |
91.65 |
78.63 |
13.02 |
14.5% |
1.64 |
1.8% |
86% |
False |
False |
14,068 |
80 |
91.65 |
74.98 |
16.67 |
18.5% |
1.54 |
1.7% |
89% |
False |
False |
11,987 |
100 |
91.65 |
74.98 |
16.67 |
18.5% |
1.36 |
1.5% |
89% |
False |
False |
10,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.83 |
2.618 |
93.15 |
1.618 |
92.12 |
1.000 |
91.48 |
0.618 |
91.09 |
HIGH |
90.45 |
0.618 |
90.06 |
0.500 |
89.94 |
0.382 |
89.81 |
LOW |
89.42 |
0.618 |
88.78 |
1.000 |
88.39 |
1.618 |
87.75 |
2.618 |
86.72 |
4.250 |
85.04 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.94 |
89.79 |
PP |
89.91 |
89.72 |
S1 |
89.89 |
89.64 |
|