NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.68 |
90.37 |
0.69 |
0.8% |
90.48 |
High |
91.25 |
90.90 |
-0.35 |
-0.4% |
91.82 |
Low |
89.56 |
90.20 |
0.64 |
0.7% |
88.86 |
Close |
90.42 |
90.39 |
-0.03 |
0.0% |
89.59 |
Range |
1.69 |
0.70 |
-0.99 |
-58.6% |
2.96 |
ATR |
1.81 |
1.73 |
-0.08 |
-4.4% |
0.00 |
Volume |
21,532 |
31,919 |
10,387 |
48.2% |
231,080 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.60 |
92.19 |
90.78 |
|
R3 |
91.90 |
91.49 |
90.58 |
|
R2 |
91.20 |
91.20 |
90.52 |
|
R1 |
90.79 |
90.79 |
90.45 |
91.00 |
PP |
90.50 |
90.50 |
90.50 |
90.60 |
S1 |
90.09 |
90.09 |
90.33 |
90.30 |
S2 |
89.80 |
89.80 |
90.26 |
|
S3 |
89.10 |
89.39 |
90.20 |
|
S4 |
88.40 |
88.69 |
90.01 |
|
|
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 |
91.25 |
88.86 |
2.39 |
2.6% |
1.42 |
1.6% |
64% |
False |
False |
35,818 |
10 |
91.82 |
85.73 |
6.09 |
6.7% |
1.65 |
1.8% |
77% |
False |
False |
38,322 |
20 |
91.82 |
82.46 |
9.36 |
10.4% |
1.85 |
2.0% |
85% |
False |
False |
30,037 |
40 |
91.82 |
82.46 |
9.36 |
10.4% |
1.73 |
1.9% |
85% |
False |
False |
24,589 |
60 |
91.82 |
79.39 |
12.43 |
13.8% |
1.74 |
1.9% |
88% |
False |
False |
23,638 |
80 |
91.82 |
75.70 |
16.12 |
17.8% |
1.69 |
1.9% |
91% |
False |
False |
21,164 |
100 |
91.82 |
75.70 |
16.12 |
17.8% |
1.66 |
1.8% |
91% |
False |
False |
18,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.88 |
2.618 |
92.73 |
1.618 |
92.03 |
1.000 |
91.60 |
0.618 |
91.33 |
HIGH |
90.90 |
0.618 |
90.63 |
0.500 |
90.55 |
0.382 |
90.47 |
LOW |
90.20 |
0.618 |
89.77 |
1.000 |
89.50 |
1.618 |
89.07 |
2.618 |
88.37 |
4.250 |
87.23 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.55 |
90.28 |
PP |
90.50 |
90.17 |
S1 |
90.44 |
90.06 |
|