NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.04 |
90.00 |
-0.04 |
0.0% |
88.88 |
High |
90.45 |
90.62 |
0.17 |
0.2% |
90.85 |
Low |
89.77 |
89.22 |
-0.55 |
-0.6% |
88.58 |
Close |
89.79 |
89.95 |
0.16 |
0.2% |
89.95 |
Range |
0.68 |
1.40 |
0.72 |
105.9% |
2.27 |
ATR |
1.74 |
1.71 |
-0.02 |
-1.4% |
0.00 |
Volume |
32,910 |
36,181 |
3,271 |
9.9% |
136,206 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.13 |
93.44 |
90.72 |
|
R3 |
92.73 |
92.04 |
90.34 |
|
R2 |
91.33 |
91.33 |
90.21 |
|
R1 |
90.64 |
90.64 |
90.08 |
90.29 |
PP |
89.93 |
89.93 |
89.93 |
89.75 |
S1 |
89.24 |
89.24 |
89.82 |
88.89 |
S2 |
88.53 |
88.53 |
89.69 |
|
S3 |
87.13 |
87.84 |
89.57 |
|
S4 |
85.73 |
86.44 |
89.18 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.60 |
95.55 |
91.20 |
|
R3 |
94.33 |
93.28 |
90.57 |
|
R2 |
92.06 |
92.06 |
90.37 |
|
R1 |
91.01 |
91.01 |
90.16 |
91.54 |
PP |
89.79 |
89.79 |
89.79 |
90.06 |
S1 |
88.74 |
88.74 |
89.74 |
89.27 |
S2 |
87.52 |
87.52 |
89.53 |
|
S3 |
85.25 |
86.47 |
89.33 |
|
S4 |
82.98 |
84.20 |
88.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.85 |
88.58 |
2.27 |
2.5% |
1.45 |
1.6% |
60% |
False |
False |
27,241 |
10 |
91.65 |
88.43 |
3.22 |
3.6% |
1.55 |
1.7% |
47% |
False |
False |
29,422 |
20 |
91.65 |
81.81 |
9.84 |
10.9% |
1.84 |
2.0% |
83% |
False |
False |
22,759 |
40 |
91.65 |
81.81 |
9.84 |
10.9% |
1.63 |
1.8% |
83% |
False |
False |
17,790 |
60 |
91.65 |
79.25 |
12.40 |
13.8% |
1.64 |
1.8% |
86% |
False |
False |
15,213 |
80 |
91.65 |
77.70 |
13.95 |
15.5% |
1.57 |
1.7% |
88% |
False |
False |
13,036 |
100 |
91.65 |
74.98 |
16.67 |
18.5% |
1.39 |
1.5% |
90% |
False |
False |
10,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.57 |
2.618 |
94.29 |
1.618 |
92.89 |
1.000 |
92.02 |
0.618 |
91.49 |
HIGH |
90.62 |
0.618 |
90.09 |
0.500 |
89.92 |
0.382 |
89.75 |
LOW |
89.22 |
0.618 |
88.35 |
1.000 |
87.82 |
1.618 |
86.95 |
2.618 |
85.55 |
4.250 |
83.27 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.94 |
89.85 |
PP |
89.93 |
89.75 |
S1 |
89.92 |
89.66 |
|