NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.90 |
89.91 |
0.01 |
0.0% |
90.45 |
High |
91.06 |
90.67 |
-0.39 |
-0.4% |
91.78 |
Low |
89.40 |
89.75 |
0.35 |
0.4% |
88.68 |
Close |
90.26 |
90.17 |
-0.09 |
-0.1% |
89.42 |
Range |
1.66 |
0.92 |
-0.74 |
-44.6% |
3.10 |
ATR |
1.69 |
1.64 |
-0.06 |
-3.3% |
0.00 |
Volume |
11,423 |
17,265 |
5,842 |
51.1% |
103,039 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.96 |
92.48 |
90.68 |
|
R3 |
92.04 |
91.56 |
90.42 |
|
R2 |
91.12 |
91.12 |
90.34 |
|
R1 |
90.64 |
90.64 |
90.25 |
90.88 |
PP |
90.20 |
90.20 |
90.20 |
90.32 |
S1 |
89.72 |
89.72 |
90.09 |
89.96 |
S2 |
89.28 |
89.28 |
90.00 |
|
S3 |
88.36 |
88.80 |
89.92 |
|
S4 |
87.44 |
87.88 |
89.66 |
|
|
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 |
91.06 |
88.68 |
2.38 |
2.6% |
1.44 |
1.6% |
63% |
False |
False |
17,570 |
10 |
91.78 |
86.45 |
5.33 |
5.9% |
1.53 |
1.7% |
70% |
False |
False |
17,169 |
20 |
91.78 |
82.22 |
9.56 |
10.6% |
1.68 |
1.9% |
83% |
False |
False |
12,922 |
40 |
91.78 |
82.22 |
9.56 |
10.6% |
1.52 |
1.7% |
83% |
False |
False |
10,720 |
60 |
91.78 |
79.39 |
12.39 |
13.7% |
1.38 |
1.5% |
87% |
False |
False |
9,208 |
80 |
91.78 |
75.91 |
15.87 |
17.6% |
1.20 |
1.3% |
90% |
False |
False |
7,942 |
100 |
91.78 |
75.91 |
15.87 |
17.6% |
1.09 |
1.2% |
90% |
False |
False |
6,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.58 |
2.618 |
93.08 |
1.618 |
92.16 |
1.000 |
91.59 |
0.618 |
91.24 |
HIGH |
90.67 |
0.618 |
90.32 |
0.500 |
90.21 |
0.382 |
90.10 |
LOW |
89.75 |
0.618 |
89.18 |
1.000 |
88.83 |
1.618 |
88.26 |
2.618 |
87.34 |
4.250 |
85.84 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.21 |
90.07 |
PP |
90.20 |
89.97 |
S1 |
90.18 |
89.87 |
|