NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.44 |
91.90 |
0.46 |
0.5% |
88.88 |
| High |
92.15 |
92.81 |
0.66 |
0.7% |
90.85 |
| Low |
91.30 |
91.59 |
0.29 |
0.3% |
88.58 |
| Close |
91.81 |
92.69 |
0.88 |
1.0% |
89.95 |
| Range |
0.85 |
1.22 |
0.37 |
43.5% |
2.27 |
| ATR |
1.60 |
1.57 |
-0.03 |
-1.7% |
0.00 |
| Volume |
31,260 |
29,976 |
-1,284 |
-4.1% |
136,206 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.02 |
95.58 |
93.36 |
|
| R3 |
94.80 |
94.36 |
93.03 |
|
| R2 |
93.58 |
93.58 |
92.91 |
|
| R1 |
93.14 |
93.14 |
92.80 |
93.36 |
| PP |
92.36 |
92.36 |
92.36 |
92.48 |
| S1 |
91.92 |
91.92 |
92.58 |
92.14 |
| S2 |
91.14 |
91.14 |
92.47 |
|
| S3 |
89.92 |
90.70 |
92.35 |
|
| S4 |
88.70 |
89.48 |
92.02 |
|
|
| 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 |
92.81 |
89.22 |
3.59 |
3.9% |
1.20 |
1.3% |
97% |
True |
False |
36,060 |
| 10 |
92.81 |
88.43 |
4.38 |
4.7% |
1.36 |
1.5% |
97% |
True |
False |
30,495 |
| 20 |
92.81 |
84.25 |
8.56 |
9.2% |
1.64 |
1.8% |
99% |
True |
False |
27,391 |
| 40 |
92.81 |
81.81 |
11.00 |
11.9% |
1.62 |
1.7% |
99% |
True |
False |
20,457 |
| 60 |
92.81 |
81.81 |
11.00 |
11.9% |
1.61 |
1.7% |
99% |
True |
False |
17,043 |
| 80 |
92.81 |
78.19 |
14.62 |
15.8% |
1.58 |
1.7% |
99% |
True |
False |
14,613 |
| 100 |
92.81 |
74.98 |
17.83 |
19.2% |
1.41 |
1.5% |
99% |
True |
False |
12,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.00 |
|
2.618 |
96.00 |
|
1.618 |
94.78 |
|
1.000 |
94.03 |
|
0.618 |
93.56 |
|
HIGH |
92.81 |
|
0.618 |
92.34 |
|
0.500 |
92.20 |
|
0.382 |
92.06 |
|
LOW |
91.59 |
|
0.618 |
90.84 |
|
1.000 |
90.37 |
|
1.618 |
89.62 |
|
2.618 |
88.40 |
|
4.250 |
86.41 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.53 |
92.34 |
| PP |
92.36 |
91.99 |
| S1 |
92.20 |
91.65 |
|