NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
93.05 |
91.69 |
-1.36 |
-1.5% |
92.80 |
| High |
93.32 |
93.90 |
0.58 |
0.6% |
93.90 |
| Low |
91.15 |
91.06 |
-0.09 |
-0.1% |
91.06 |
| Close |
91.91 |
93.41 |
1.50 |
1.6% |
93.41 |
| Range |
2.17 |
2.84 |
0.67 |
30.9% |
2.84 |
| ATR |
1.40 |
1.50 |
0.10 |
7.4% |
0.00 |
| Volume |
14,727 |
22,674 |
7,947 |
54.0% |
70,995 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.31 |
100.20 |
94.97 |
|
| R3 |
98.47 |
97.36 |
94.19 |
|
| R2 |
95.63 |
95.63 |
93.93 |
|
| R1 |
94.52 |
94.52 |
93.67 |
95.08 |
| PP |
92.79 |
92.79 |
92.79 |
93.07 |
| S1 |
91.68 |
91.68 |
93.15 |
92.24 |
| S2 |
89.95 |
89.95 |
92.89 |
|
| S3 |
87.11 |
88.84 |
92.63 |
|
| S4 |
84.27 |
86.00 |
91.85 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.31 |
100.20 |
94.97 |
|
| R3 |
98.47 |
97.36 |
94.19 |
|
| R2 |
95.63 |
95.63 |
93.93 |
|
| R1 |
94.52 |
94.52 |
93.67 |
95.08 |
| PP |
92.79 |
92.79 |
92.79 |
93.07 |
| S1 |
91.68 |
91.68 |
93.15 |
92.24 |
| S2 |
89.95 |
89.95 |
92.89 |
|
| S3 |
87.11 |
88.84 |
92.63 |
|
| S4 |
84.27 |
86.00 |
91.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.90 |
91.06 |
2.84 |
3.0% |
1.53 |
1.6% |
83% |
True |
True |
14,199 |
| 10 |
93.90 |
89.70 |
4.20 |
4.5% |
1.34 |
1.4% |
88% |
True |
False |
17,730 |
| 20 |
93.90 |
88.40 |
5.50 |
5.9% |
1.41 |
1.5% |
91% |
True |
False |
17,951 |
| 40 |
93.90 |
82.22 |
11.68 |
12.5% |
1.50 |
1.6% |
96% |
True |
False |
14,068 |
| 60 |
93.90 |
82.22 |
11.68 |
12.5% |
1.46 |
1.6% |
96% |
True |
False |
11,410 |
| 80 |
93.90 |
79.39 |
14.51 |
15.5% |
1.30 |
1.4% |
97% |
True |
False |
10,106 |
| 100 |
93.90 |
75.91 |
17.99 |
19.3% |
1.21 |
1.3% |
97% |
True |
False |
8,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.97 |
|
2.618 |
101.34 |
|
1.618 |
98.50 |
|
1.000 |
96.74 |
|
0.618 |
95.66 |
|
HIGH |
93.90 |
|
0.618 |
92.82 |
|
0.500 |
92.48 |
|
0.382 |
92.14 |
|
LOW |
91.06 |
|
0.618 |
89.30 |
|
1.000 |
88.22 |
|
1.618 |
86.46 |
|
2.618 |
83.62 |
|
4.250 |
78.99 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.10 |
93.10 |
| PP |
92.79 |
92.79 |
| S1 |
92.48 |
92.48 |
|