NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.28 |
90.68 |
0.40 |
0.4% |
88.88 |
High |
90.94 |
91.33 |
0.39 |
0.4% |
90.85 |
Low |
89.25 |
90.48 |
1.23 |
1.4% |
88.58 |
Close |
90.80 |
91.27 |
0.47 |
0.5% |
89.95 |
Range |
1.69 |
0.85 |
-0.84 |
-49.7% |
2.27 |
ATR |
1.71 |
1.65 |
-0.06 |
-3.6% |
0.00 |
Volume |
41,885 |
40,999 |
-886 |
-2.1% |
136,206 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.58 |
93.27 |
91.74 |
|
R3 |
92.73 |
92.42 |
91.50 |
|
R2 |
91.88 |
91.88 |
91.43 |
|
R1 |
91.57 |
91.57 |
91.35 |
91.73 |
PP |
91.03 |
91.03 |
91.03 |
91.10 |
S1 |
90.72 |
90.72 |
91.19 |
90.88 |
S2 |
90.18 |
90.18 |
91.11 |
|
S3 |
89.33 |
89.87 |
91.04 |
|
S4 |
88.48 |
89.02 |
90.80 |
|
|
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 |
91.33 |
88.58 |
2.75 |
3.0% |
1.35 |
1.5% |
98% |
True |
False |
35,021 |
10 |
91.33 |
88.43 |
2.90 |
3.2% |
1.46 |
1.6% |
98% |
True |
False |
30,875 |
20 |
91.65 |
81.81 |
9.84 |
10.8% |
1.76 |
1.9% |
96% |
False |
False |
25,720 |
40 |
91.65 |
81.81 |
9.84 |
10.8% |
1.63 |
1.8% |
96% |
False |
False |
19,437 |
60 |
91.65 |
79.79 |
11.86 |
13.0% |
1.63 |
1.8% |
97% |
False |
False |
16,301 |
80 |
91.65 |
77.94 |
13.71 |
15.0% |
1.58 |
1.7% |
97% |
False |
False |
13,965 |
100 |
91.65 |
74.98 |
16.67 |
18.3% |
1.41 |
1.5% |
98% |
False |
False |
11,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.94 |
2.618 |
93.56 |
1.618 |
92.71 |
1.000 |
92.18 |
0.618 |
91.86 |
HIGH |
91.33 |
0.618 |
91.01 |
0.500 |
90.91 |
0.382 |
90.80 |
LOW |
90.48 |
0.618 |
89.95 |
1.000 |
89.63 |
1.618 |
89.10 |
2.618 |
88.25 |
4.250 |
86.87 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.15 |
90.94 |
PP |
91.03 |
90.61 |
S1 |
90.91 |
90.28 |
|