NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.00 |
90.28 |
0.28 |
0.3% |
88.88 |
High |
90.62 |
90.94 |
0.32 |
0.4% |
90.85 |
Low |
89.22 |
89.25 |
0.03 |
0.0% |
88.58 |
Close |
89.95 |
90.80 |
0.85 |
0.9% |
89.95 |
Range |
1.40 |
1.69 |
0.29 |
20.7% |
2.27 |
ATR |
1.71 |
1.71 |
0.00 |
-0.1% |
0.00 |
Volume |
36,181 |
41,885 |
5,704 |
15.8% |
136,206 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.40 |
94.79 |
91.73 |
|
R3 |
93.71 |
93.10 |
91.26 |
|
R2 |
92.02 |
92.02 |
91.11 |
|
R1 |
91.41 |
91.41 |
90.95 |
91.72 |
PP |
90.33 |
90.33 |
90.33 |
90.48 |
S1 |
89.72 |
89.72 |
90.65 |
90.03 |
S2 |
88.64 |
88.64 |
90.49 |
|
S3 |
86.95 |
88.03 |
90.34 |
|
S4 |
85.26 |
86.34 |
89.87 |
|
|
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 |
90.94 |
88.58 |
2.36 |
2.6% |
1.39 |
1.5% |
94% |
True |
False |
32,144 |
10 |
91.65 |
88.43 |
3.22 |
3.5% |
1.60 |
1.8% |
74% |
False |
False |
29,984 |
20 |
91.65 |
81.81 |
9.84 |
10.8% |
1.82 |
2.0% |
91% |
False |
False |
24,317 |
40 |
91.65 |
81.81 |
9.84 |
10.8% |
1.65 |
1.8% |
91% |
False |
False |
18,556 |
60 |
91.65 |
79.25 |
12.40 |
13.7% |
1.64 |
1.8% |
93% |
False |
False |
15,786 |
80 |
91.65 |
77.94 |
13.71 |
15.1% |
1.59 |
1.8% |
94% |
False |
False |
13,531 |
100 |
91.65 |
74.98 |
16.67 |
18.4% |
1.40 |
1.5% |
95% |
False |
False |
11,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.12 |
2.618 |
95.36 |
1.618 |
93.67 |
1.000 |
92.63 |
0.618 |
91.98 |
HIGH |
90.94 |
0.618 |
90.29 |
0.500 |
90.10 |
0.382 |
89.90 |
LOW |
89.25 |
0.618 |
88.21 |
1.000 |
87.56 |
1.618 |
86.52 |
2.618 |
84.83 |
4.250 |
82.07 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.57 |
90.56 |
PP |
90.33 |
90.32 |
S1 |
90.10 |
90.08 |
|