NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.89 |
89.72 |
-0.17 |
-0.2% |
90.40 |
High |
90.45 |
90.73 |
0.28 |
0.3% |
91.65 |
Low |
89.42 |
88.58 |
-0.84 |
-0.9% |
88.43 |
Close |
89.87 |
90.38 |
0.51 |
0.6% |
89.17 |
Range |
1.03 |
2.15 |
1.12 |
108.7% |
3.22 |
ATR |
1.79 |
1.82 |
0.03 |
1.4% |
0.00 |
Volume |
26,616 |
23,132 |
-3,484 |
-13.1% |
158,019 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.35 |
95.51 |
91.56 |
|
R3 |
94.20 |
93.36 |
90.97 |
|
R2 |
92.05 |
92.05 |
90.77 |
|
R1 |
91.21 |
91.21 |
90.58 |
91.63 |
PP |
89.90 |
89.90 |
89.90 |
90.11 |
S1 |
89.06 |
89.06 |
90.18 |
89.48 |
S2 |
87.75 |
87.75 |
89.99 |
|
S3 |
85.60 |
86.91 |
89.79 |
|
S4 |
83.45 |
84.76 |
89.20 |
|
|
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% |
1.69 |
1.9% |
81% |
False |
False |
23,734 |
10 |
91.65 |
87.57 |
4.08 |
4.5% |
1.72 |
1.9% |
69% |
False |
False |
28,334 |
20 |
91.65 |
81.81 |
9.84 |
10.9% |
1.91 |
2.1% |
87% |
False |
False |
20,871 |
40 |
91.65 |
81.81 |
9.84 |
10.9% |
1.68 |
1.9% |
87% |
False |
False |
16,580 |
60 |
91.65 |
78.63 |
13.02 |
14.4% |
1.65 |
1.8% |
90% |
False |
False |
14,326 |
80 |
91.65 |
74.98 |
16.67 |
18.4% |
1.56 |
1.7% |
92% |
False |
False |
12,248 |
100 |
91.65 |
74.98 |
16.67 |
18.4% |
1.37 |
1.5% |
92% |
False |
False |
10,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.87 |
2.618 |
96.36 |
1.618 |
94.21 |
1.000 |
92.88 |
0.618 |
92.06 |
HIGH |
90.73 |
0.618 |
89.91 |
0.500 |
89.66 |
0.382 |
89.40 |
LOW |
88.58 |
0.618 |
87.25 |
1.000 |
86.43 |
1.618 |
85.10 |
2.618 |
82.95 |
4.250 |
79.44 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.14 |
90.16 |
PP |
89.90 |
89.94 |
S1 |
89.66 |
89.72 |
|