NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.72 |
90.04 |
0.32 |
0.4% |
90.40 |
High |
90.73 |
90.45 |
-0.28 |
-0.3% |
91.65 |
Low |
88.58 |
89.77 |
1.19 |
1.3% |
88.43 |
Close |
90.38 |
89.79 |
-0.59 |
-0.7% |
89.17 |
Range |
2.15 |
0.68 |
-1.47 |
-68.4% |
3.22 |
ATR |
1.82 |
1.74 |
-0.08 |
-4.5% |
0.00 |
Volume |
23,132 |
32,910 |
9,778 |
42.3% |
158,019 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.04 |
91.60 |
90.16 |
|
R3 |
91.36 |
90.92 |
89.98 |
|
R2 |
90.68 |
90.68 |
89.91 |
|
R1 |
90.24 |
90.24 |
89.85 |
90.12 |
PP |
90.00 |
90.00 |
90.00 |
89.95 |
S1 |
89.56 |
89.56 |
89.73 |
89.44 |
S2 |
89.32 |
89.32 |
89.67 |
|
S3 |
88.64 |
88.88 |
89.60 |
|
S4 |
87.96 |
88.20 |
89.42 |
|
|
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% |
1.51 |
1.7% |
56% |
False |
False |
24,931 |
10 |
91.65 |
88.24 |
3.41 |
3.8% |
1.64 |
1.8% |
45% |
False |
False |
28,904 |
20 |
91.65 |
81.81 |
9.84 |
11.0% |
1.84 |
2.1% |
81% |
False |
False |
21,763 |
40 |
91.65 |
81.81 |
9.84 |
11.0% |
1.65 |
1.8% |
81% |
False |
False |
17,160 |
60 |
91.65 |
78.63 |
13.02 |
14.5% |
1.64 |
1.8% |
86% |
False |
False |
14,706 |
80 |
91.65 |
74.98 |
16.67 |
18.6% |
1.56 |
1.7% |
89% |
False |
False |
12,637 |
100 |
91.65 |
74.98 |
16.67 |
18.6% |
1.37 |
1.5% |
89% |
False |
False |
10,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.34 |
2.618 |
92.23 |
1.618 |
91.55 |
1.000 |
91.13 |
0.618 |
90.87 |
HIGH |
90.45 |
0.618 |
90.19 |
0.500 |
90.11 |
0.382 |
90.03 |
LOW |
89.77 |
0.618 |
89.35 |
1.000 |
89.09 |
1.618 |
88.67 |
2.618 |
87.99 |
4.250 |
86.88 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.11 |
89.75 |
PP |
90.00 |
89.70 |
S1 |
89.90 |
89.66 |
|