NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.96 |
89.90 |
-0.06 |
-0.1% |
90.45 |
High |
90.37 |
91.06 |
0.69 |
0.8% |
91.78 |
Low |
88.68 |
89.40 |
0.72 |
0.8% |
88.68 |
Close |
89.42 |
90.26 |
0.84 |
0.9% |
89.42 |
Range |
1.69 |
1.66 |
-0.03 |
-1.8% |
3.10 |
ATR |
1.69 |
1.69 |
0.00 |
-0.1% |
0.00 |
Volume |
16,394 |
11,423 |
-4,971 |
-30.3% |
103,039 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.22 |
94.40 |
91.17 |
|
R3 |
93.56 |
92.74 |
90.72 |
|
R2 |
91.90 |
91.90 |
90.56 |
|
R1 |
91.08 |
91.08 |
90.41 |
91.49 |
PP |
90.24 |
90.24 |
90.24 |
90.45 |
S1 |
89.42 |
89.42 |
90.11 |
89.83 |
S2 |
88.58 |
88.58 |
89.96 |
|
S3 |
86.92 |
87.76 |
89.80 |
|
S4 |
85.26 |
86.10 |
89.35 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.26 |
97.44 |
91.13 |
|
R3 |
96.16 |
94.34 |
90.27 |
|
R2 |
93.06 |
93.06 |
89.99 |
|
R1 |
91.24 |
91.24 |
89.70 |
90.60 |
PP |
89.96 |
89.96 |
89.96 |
89.64 |
S1 |
88.14 |
88.14 |
89.14 |
87.50 |
S2 |
86.86 |
86.86 |
88.85 |
|
S3 |
83.76 |
85.04 |
88.57 |
|
S4 |
80.66 |
81.94 |
87.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.78 |
88.68 |
3.10 |
3.4% |
1.66 |
1.8% |
51% |
False |
False |
18,582 |
10 |
91.78 |
85.11 |
6.67 |
7.4% |
1.66 |
1.8% |
77% |
False |
False |
16,404 |
20 |
91.78 |
82.22 |
9.56 |
10.6% |
1.68 |
1.9% |
84% |
False |
False |
12,423 |
40 |
91.78 |
82.22 |
9.56 |
10.6% |
1.53 |
1.7% |
84% |
False |
False |
10,429 |
60 |
91.78 |
79.39 |
12.39 |
13.7% |
1.38 |
1.5% |
88% |
False |
False |
8,995 |
80 |
91.78 |
75.91 |
15.87 |
17.6% |
1.20 |
1.3% |
90% |
False |
False |
7,753 |
100 |
91.78 |
75.91 |
15.87 |
17.6% |
1.09 |
1.2% |
90% |
False |
False |
6,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.12 |
2.618 |
95.41 |
1.618 |
93.75 |
1.000 |
92.72 |
0.618 |
92.09 |
HIGH |
91.06 |
0.618 |
90.43 |
0.500 |
90.23 |
0.382 |
90.03 |
LOW |
89.40 |
0.618 |
88.37 |
1.000 |
87.74 |
1.618 |
86.71 |
2.618 |
85.05 |
4.250 |
82.35 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.25 |
90.13 |
PP |
90.24 |
90.00 |
S1 |
90.23 |
89.87 |
|