NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
90.68 |
91.44 |
0.76 |
0.8% |
88.88 |
| High |
91.33 |
92.15 |
0.82 |
0.9% |
90.85 |
| Low |
90.48 |
91.30 |
0.82 |
0.9% |
88.58 |
| Close |
91.27 |
91.81 |
0.54 |
0.6% |
89.95 |
| Range |
0.85 |
0.85 |
0.00 |
0.0% |
2.27 |
| ATR |
1.65 |
1.60 |
-0.06 |
-3.3% |
0.00 |
| Volume |
40,999 |
31,260 |
-9,739 |
-23.8% |
136,206 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.30 |
93.91 |
92.28 |
|
| R3 |
93.45 |
93.06 |
92.04 |
|
| R2 |
92.60 |
92.60 |
91.97 |
|
| R1 |
92.21 |
92.21 |
91.89 |
92.41 |
| PP |
91.75 |
91.75 |
91.75 |
91.85 |
| S1 |
91.36 |
91.36 |
91.73 |
91.56 |
| S2 |
90.90 |
90.90 |
91.65 |
|
| S3 |
90.05 |
90.51 |
91.58 |
|
| S4 |
89.20 |
89.66 |
91.34 |
|
|
| 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 |
92.15 |
89.22 |
2.93 |
3.2% |
1.09 |
1.2% |
88% |
True |
False |
36,647 |
| 10 |
92.15 |
88.43 |
3.72 |
4.1% |
1.39 |
1.5% |
91% |
True |
False |
30,190 |
| 20 |
92.15 |
82.75 |
9.40 |
10.2% |
1.72 |
1.9% |
96% |
True |
False |
26,834 |
| 40 |
92.15 |
81.81 |
10.34 |
11.3% |
1.63 |
1.8% |
97% |
True |
False |
20,011 |
| 60 |
92.15 |
80.28 |
11.87 |
12.9% |
1.63 |
1.8% |
97% |
True |
False |
16,695 |
| 80 |
92.15 |
77.94 |
14.21 |
15.5% |
1.59 |
1.7% |
98% |
True |
False |
14,285 |
| 100 |
92.15 |
74.98 |
17.17 |
18.7% |
1.41 |
1.5% |
98% |
True |
False |
12,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.76 |
|
2.618 |
94.38 |
|
1.618 |
93.53 |
|
1.000 |
93.00 |
|
0.618 |
92.68 |
|
HIGH |
92.15 |
|
0.618 |
91.83 |
|
0.500 |
91.73 |
|
0.382 |
91.62 |
|
LOW |
91.30 |
|
0.618 |
90.77 |
|
1.000 |
90.45 |
|
1.618 |
89.92 |
|
2.618 |
89.07 |
|
4.250 |
87.69 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
91.78 |
91.44 |
| PP |
91.75 |
91.07 |
| S1 |
91.73 |
90.70 |
|