NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.02 |
90.68 |
0.66 |
0.7% |
90.45 |
High |
91.02 |
90.77 |
-0.25 |
-0.3% |
91.78 |
Low |
89.00 |
90.13 |
1.13 |
1.3% |
88.68 |
Close |
90.71 |
90.24 |
-0.47 |
-0.5% |
89.42 |
Range |
2.02 |
0.64 |
-1.38 |
-68.3% |
3.10 |
ATR |
1.66 |
1.59 |
-0.07 |
-4.4% |
0.00 |
Volume |
13,353 |
19,465 |
6,112 |
45.8% |
103,039 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.30 |
91.91 |
90.59 |
|
R3 |
91.66 |
91.27 |
90.42 |
|
R2 |
91.02 |
91.02 |
90.36 |
|
R1 |
90.63 |
90.63 |
90.30 |
90.51 |
PP |
90.38 |
90.38 |
90.38 |
90.32 |
S1 |
89.99 |
89.99 |
90.18 |
89.87 |
S2 |
89.74 |
89.74 |
90.12 |
|
S3 |
89.10 |
89.35 |
90.06 |
|
S4 |
88.46 |
88.71 |
89.89 |
|
|
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% |
1.39 |
1.5% |
66% |
False |
False |
15,580 |
10 |
91.78 |
88.40 |
3.38 |
3.7% |
1.48 |
1.6% |
54% |
False |
False |
18,173 |
20 |
91.78 |
82.22 |
9.56 |
10.6% |
1.61 |
1.8% |
84% |
False |
False |
13,635 |
40 |
91.78 |
82.22 |
9.56 |
10.6% |
1.45 |
1.6% |
84% |
False |
False |
11,297 |
60 |
91.78 |
79.39 |
12.39 |
13.7% |
1.39 |
1.5% |
88% |
False |
False |
9,542 |
80 |
91.78 |
75.91 |
15.87 |
17.6% |
1.23 |
1.4% |
90% |
False |
False |
8,309 |
100 |
91.78 |
75.91 |
15.87 |
17.6% |
1.11 |
1.2% |
90% |
False |
False |
7,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.49 |
2.618 |
92.45 |
1.618 |
91.81 |
1.000 |
91.41 |
0.618 |
91.17 |
HIGH |
90.77 |
0.618 |
90.53 |
0.500 |
90.45 |
0.382 |
90.37 |
LOW |
90.13 |
0.618 |
89.73 |
1.000 |
89.49 |
1.618 |
89.09 |
2.618 |
88.45 |
4.250 |
87.41 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.45 |
90.16 |
PP |
90.38 |
90.09 |
S1 |
90.31 |
90.01 |
|