NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.12 |
89.68 |
-0.44 |
-0.5% |
90.48 |
High |
90.51 |
91.25 |
0.74 |
0.8% |
91.82 |
Low |
88.86 |
89.56 |
0.70 |
0.8% |
88.86 |
Close |
89.59 |
90.42 |
0.83 |
0.9% |
89.59 |
Range |
1.65 |
1.69 |
0.04 |
2.4% |
2.96 |
ATR |
1.82 |
1.81 |
-0.01 |
-0.5% |
0.00 |
Volume |
30,859 |
21,532 |
-9,327 |
-30.2% |
231,080 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.48 |
94.64 |
91.35 |
|
R3 |
93.79 |
92.95 |
90.88 |
|
R2 |
92.10 |
92.10 |
90.73 |
|
R1 |
91.26 |
91.26 |
90.57 |
91.68 |
PP |
90.41 |
90.41 |
90.41 |
90.62 |
S1 |
89.57 |
89.57 |
90.27 |
89.99 |
S2 |
88.72 |
88.72 |
90.11 |
|
S3 |
87.03 |
87.88 |
89.96 |
|
S4 |
85.34 |
86.19 |
89.49 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.97 |
97.24 |
91.22 |
|
R3 |
96.01 |
94.28 |
90.40 |
|
R2 |
93.05 |
93.05 |
90.13 |
|
R1 |
91.32 |
91.32 |
89.86 |
90.71 |
PP |
90.09 |
90.09 |
90.09 |
89.78 |
S1 |
88.36 |
88.36 |
89.32 |
87.75 |
S2 |
87.13 |
87.13 |
89.05 |
|
S3 |
84.17 |
85.40 |
88.78 |
|
S4 |
81.21 |
82.44 |
87.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.82 |
88.86 |
2.96 |
3.3% |
1.70 |
1.9% |
53% |
False |
False |
40,028 |
10 |
91.82 |
85.31 |
6.51 |
7.2% |
1.80 |
2.0% |
78% |
False |
False |
37,497 |
20 |
91.82 |
82.46 |
9.36 |
10.4% |
1.87 |
2.1% |
85% |
False |
False |
29,467 |
40 |
91.82 |
82.46 |
9.36 |
10.4% |
1.78 |
2.0% |
85% |
False |
False |
24,281 |
60 |
91.82 |
79.39 |
12.43 |
13.7% |
1.76 |
1.9% |
89% |
False |
False |
23,403 |
80 |
91.82 |
75.70 |
16.12 |
17.8% |
1.70 |
1.9% |
91% |
False |
False |
20,869 |
100 |
91.82 |
75.70 |
16.12 |
17.8% |
1.67 |
1.8% |
91% |
False |
False |
18,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.43 |
2.618 |
95.67 |
1.618 |
93.98 |
1.000 |
92.94 |
0.618 |
92.29 |
HIGH |
91.25 |
0.618 |
90.60 |
0.500 |
90.41 |
0.382 |
90.21 |
LOW |
89.56 |
0.618 |
88.52 |
1.000 |
87.87 |
1.618 |
86.83 |
2.618 |
85.14 |
4.250 |
82.38 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.42 |
90.30 |
PP |
90.41 |
90.18 |
S1 |
90.41 |
90.06 |
|