NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.62 |
90.71 |
0.09 |
0.1% |
89.90 |
High |
91.00 |
91.38 |
0.38 |
0.4% |
91.06 |
Low |
89.70 |
89.74 |
0.04 |
0.0% |
89.00 |
Close |
90.36 |
91.27 |
0.91 |
1.0% |
90.36 |
Range |
1.30 |
1.64 |
0.34 |
26.2% |
2.06 |
ATR |
1.57 |
1.57 |
0.01 |
0.3% |
0.00 |
Volume |
23,598 |
21,688 |
-1,910 |
-8.1% |
85,104 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.72 |
95.13 |
92.17 |
|
R3 |
94.08 |
93.49 |
91.72 |
|
R2 |
92.44 |
92.44 |
91.57 |
|
R1 |
91.85 |
91.85 |
91.42 |
92.15 |
PP |
90.80 |
90.80 |
90.80 |
90.94 |
S1 |
90.21 |
90.21 |
91.12 |
90.51 |
S2 |
89.16 |
89.16 |
90.97 |
|
S3 |
87.52 |
88.57 |
90.82 |
|
S4 |
85.88 |
86.93 |
90.37 |
|
|
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 |
91.38 |
89.00 |
2.38 |
2.6% |
1.30 |
1.4% |
95% |
True |
False |
19,073 |
10 |
91.78 |
88.68 |
3.10 |
3.4% |
1.48 |
1.6% |
84% |
False |
False |
18,827 |
20 |
91.78 |
82.22 |
9.56 |
10.5% |
1.62 |
1.8% |
95% |
False |
False |
15,093 |
40 |
91.78 |
82.22 |
9.56 |
10.5% |
1.46 |
1.6% |
95% |
False |
False |
12,064 |
60 |
91.78 |
79.84 |
11.94 |
13.1% |
1.41 |
1.5% |
96% |
False |
False |
10,145 |
80 |
91.78 |
78.34 |
13.44 |
14.7% |
1.25 |
1.4% |
96% |
False |
False |
8,801 |
100 |
91.78 |
75.91 |
15.87 |
17.4% |
1.13 |
1.2% |
97% |
False |
False |
7,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.35 |
2.618 |
95.67 |
1.618 |
94.03 |
1.000 |
93.02 |
0.618 |
92.39 |
HIGH |
91.38 |
0.618 |
90.75 |
0.500 |
90.56 |
0.382 |
90.37 |
LOW |
89.74 |
0.618 |
88.73 |
1.000 |
88.10 |
1.618 |
87.09 |
2.618 |
85.45 |
4.250 |
82.77 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.03 |
91.03 |
PP |
90.80 |
90.78 |
S1 |
90.56 |
90.54 |
|