NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.37 |
90.27 |
-0.10 |
-0.1% |
90.48 |
High |
90.90 |
91.25 |
0.35 |
0.4% |
91.82 |
Low |
90.20 |
89.24 |
-0.96 |
-1.1% |
88.86 |
Close |
90.39 |
90.95 |
0.56 |
0.6% |
89.59 |
Range |
0.70 |
2.01 |
1.31 |
187.1% |
2.96 |
ATR |
1.73 |
1.75 |
0.02 |
1.2% |
0.00 |
Volume |
31,919 |
25,799 |
-6,120 |
-19.2% |
231,080 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.51 |
95.74 |
92.06 |
|
R3 |
94.50 |
93.73 |
91.50 |
|
R2 |
92.49 |
92.49 |
91.32 |
|
R1 |
91.72 |
91.72 |
91.13 |
92.11 |
PP |
90.48 |
90.48 |
90.48 |
90.67 |
S1 |
89.71 |
89.71 |
90.77 |
90.10 |
S2 |
88.47 |
88.47 |
90.58 |
|
S3 |
86.46 |
87.70 |
90.40 |
|
S4 |
84.45 |
85.69 |
89.84 |
|
|
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% |
1.51 |
1.7% |
87% |
True |
False |
30,783 |
10 |
91.82 |
87.93 |
3.89 |
4.3% |
1.57 |
1.7% |
78% |
False |
False |
38,303 |
20 |
91.82 |
82.46 |
9.36 |
10.3% |
1.83 |
2.0% |
91% |
False |
False |
30,666 |
40 |
91.82 |
82.46 |
9.36 |
10.3% |
1.69 |
1.9% |
91% |
False |
False |
24,807 |
60 |
91.82 |
79.39 |
12.43 |
13.7% |
1.74 |
1.9% |
93% |
False |
False |
23,837 |
80 |
91.82 |
75.70 |
16.12 |
17.7% |
1.70 |
1.9% |
95% |
False |
False |
21,414 |
100 |
91.82 |
75.70 |
16.12 |
17.7% |
1.67 |
1.8% |
95% |
False |
False |
18,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.79 |
2.618 |
96.51 |
1.618 |
94.50 |
1.000 |
93.26 |
0.618 |
92.49 |
HIGH |
91.25 |
0.618 |
90.48 |
0.500 |
90.25 |
0.382 |
90.01 |
LOW |
89.24 |
0.618 |
88.00 |
1.000 |
87.23 |
1.618 |
85.99 |
2.618 |
83.98 |
4.250 |
80.70 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.72 |
90.72 |
PP |
90.48 |
90.48 |
S1 |
90.25 |
90.25 |
|