NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.91 |
90.02 |
0.11 |
0.1% |
90.45 |
High |
90.67 |
91.02 |
0.35 |
0.4% |
91.78 |
Low |
89.75 |
89.00 |
-0.75 |
-0.8% |
88.68 |
Close |
90.17 |
90.71 |
0.54 |
0.6% |
89.42 |
Range |
0.92 |
2.02 |
1.10 |
119.6% |
3.10 |
ATR |
1.64 |
1.66 |
0.03 |
1.7% |
0.00 |
Volume |
17,265 |
13,353 |
-3,912 |
-22.7% |
103,039 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.30 |
95.53 |
91.82 |
|
R3 |
94.28 |
93.51 |
91.27 |
|
R2 |
92.26 |
92.26 |
91.08 |
|
R1 |
91.49 |
91.49 |
90.90 |
91.88 |
PP |
90.24 |
90.24 |
90.24 |
90.44 |
S1 |
89.47 |
89.47 |
90.52 |
89.86 |
S2 |
88.22 |
88.22 |
90.34 |
|
S3 |
86.20 |
87.45 |
90.15 |
|
S4 |
84.18 |
85.43 |
89.60 |
|
|
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% |
1.55 |
1.7% |
85% |
False |
False |
15,596 |
10 |
91.78 |
87.81 |
3.97 |
4.4% |
1.56 |
1.7% |
73% |
False |
False |
17,549 |
20 |
91.78 |
82.22 |
9.56 |
10.5% |
1.69 |
1.9% |
89% |
False |
False |
13,300 |
40 |
91.78 |
82.22 |
9.56 |
10.5% |
1.49 |
1.6% |
89% |
False |
False |
10,974 |
60 |
91.78 |
79.39 |
12.39 |
13.7% |
1.40 |
1.5% |
91% |
False |
False |
9,349 |
80 |
91.78 |
75.91 |
15.87 |
17.5% |
1.22 |
1.3% |
93% |
False |
False |
8,086 |
100 |
91.78 |
75.91 |
15.87 |
17.5% |
1.11 |
1.2% |
93% |
False |
False |
6,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.61 |
2.618 |
96.31 |
1.618 |
94.29 |
1.000 |
93.04 |
0.618 |
92.27 |
HIGH |
91.02 |
0.618 |
90.25 |
0.500 |
90.01 |
0.382 |
89.77 |
LOW |
89.00 |
0.618 |
87.75 |
1.000 |
86.98 |
1.618 |
85.73 |
2.618 |
83.71 |
4.250 |
80.42 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.48 |
90.48 |
PP |
90.24 |
90.26 |
S1 |
90.01 |
90.03 |
|