NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.68 |
90.62 |
-0.06 |
-0.1% |
89.90 |
High |
90.77 |
91.00 |
0.23 |
0.3% |
91.06 |
Low |
90.13 |
89.70 |
-0.43 |
-0.5% |
89.00 |
Close |
90.24 |
90.36 |
0.12 |
0.1% |
90.36 |
Range |
0.64 |
1.30 |
0.66 |
103.1% |
2.06 |
ATR |
1.59 |
1.57 |
-0.02 |
-1.3% |
0.00 |
Volume |
19,465 |
23,598 |
4,133 |
21.2% |
85,104 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.25 |
93.61 |
91.08 |
|
R3 |
92.95 |
92.31 |
90.72 |
|
R2 |
91.65 |
91.65 |
90.60 |
|
R1 |
91.01 |
91.01 |
90.48 |
90.68 |
PP |
90.35 |
90.35 |
90.35 |
90.19 |
S1 |
89.71 |
89.71 |
90.24 |
89.38 |
S2 |
89.05 |
89.05 |
90.12 |
|
S3 |
87.75 |
88.41 |
90.00 |
|
S4 |
86.45 |
87.11 |
89.65 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.32 |
95.40 |
91.49 |
|
R3 |
94.26 |
93.34 |
90.93 |
|
R2 |
92.20 |
92.20 |
90.74 |
|
R1 |
91.28 |
91.28 |
90.55 |
91.74 |
PP |
90.14 |
90.14 |
90.14 |
90.37 |
S1 |
89.22 |
89.22 |
90.17 |
89.68 |
S2 |
88.08 |
88.08 |
89.98 |
|
S3 |
86.02 |
87.16 |
89.79 |
|
S4 |
83.96 |
85.10 |
89.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.06 |
89.00 |
2.06 |
2.3% |
1.31 |
1.4% |
66% |
False |
False |
17,020 |
10 |
91.78 |
88.68 |
3.10 |
3.4% |
1.42 |
1.6% |
54% |
False |
False |
18,814 |
20 |
91.78 |
82.22 |
9.56 |
10.6% |
1.63 |
1.8% |
85% |
False |
False |
14,277 |
40 |
91.78 |
82.22 |
9.56 |
10.6% |
1.44 |
1.6% |
85% |
False |
False |
11,656 |
60 |
91.78 |
79.84 |
11.94 |
13.2% |
1.39 |
1.5% |
88% |
False |
False |
9,876 |
80 |
91.78 |
78.15 |
13.63 |
15.1% |
1.23 |
1.4% |
90% |
False |
False |
8,553 |
100 |
91.78 |
75.91 |
15.87 |
17.6% |
1.12 |
1.2% |
91% |
False |
False |
7,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.53 |
2.618 |
94.40 |
1.618 |
93.10 |
1.000 |
92.30 |
0.618 |
91.80 |
HIGH |
91.00 |
0.618 |
90.50 |
0.500 |
90.35 |
0.382 |
90.20 |
LOW |
89.70 |
0.618 |
88.90 |
1.000 |
88.40 |
1.618 |
87.60 |
2.618 |
86.30 |
4.250 |
84.18 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.36 |
90.24 |
PP |
90.35 |
90.13 |
S1 |
90.35 |
90.01 |
|