NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.27 |
90.60 |
0.33 |
0.4% |
90.48 |
High |
91.25 |
91.01 |
-0.24 |
-0.3% |
91.82 |
Low |
89.24 |
90.34 |
1.10 |
1.2% |
88.86 |
Close |
90.95 |
90.56 |
-0.39 |
-0.4% |
89.59 |
Range |
2.01 |
0.67 |
-1.34 |
-66.7% |
2.96 |
ATR |
1.75 |
1.67 |
-0.08 |
-4.4% |
0.00 |
Volume |
25,799 |
28,308 |
2,509 |
9.7% |
231,080 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.65 |
92.27 |
90.93 |
|
R3 |
91.98 |
91.60 |
90.74 |
|
R2 |
91.31 |
91.31 |
90.68 |
|
R1 |
90.93 |
90.93 |
90.62 |
90.79 |
PP |
90.64 |
90.64 |
90.64 |
90.56 |
S1 |
90.26 |
90.26 |
90.50 |
90.12 |
S2 |
89.97 |
89.97 |
90.44 |
|
S3 |
89.30 |
89.59 |
90.38 |
|
S4 |
88.63 |
88.92 |
90.19 |
|
|
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% |
1.34 |
1.5% |
71% |
False |
False |
27,683 |
10 |
91.82 |
88.48 |
3.34 |
3.7% |
1.50 |
1.7% |
62% |
False |
False |
38,277 |
20 |
91.82 |
82.46 |
9.36 |
10.3% |
1.77 |
2.0% |
87% |
False |
False |
30,634 |
40 |
91.82 |
82.46 |
9.36 |
10.3% |
1.66 |
1.8% |
87% |
False |
False |
24,911 |
60 |
91.82 |
79.39 |
12.43 |
13.7% |
1.73 |
1.9% |
90% |
False |
False |
23,954 |
80 |
91.82 |
75.70 |
16.12 |
17.8% |
1.69 |
1.9% |
92% |
False |
False |
21,708 |
100 |
91.82 |
75.70 |
16.12 |
17.8% |
1.65 |
1.8% |
92% |
False |
False |
18,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.86 |
2.618 |
92.76 |
1.618 |
92.09 |
1.000 |
91.68 |
0.618 |
91.42 |
HIGH |
91.01 |
0.618 |
90.75 |
0.500 |
90.68 |
0.382 |
90.60 |
LOW |
90.34 |
0.618 |
89.93 |
1.000 |
89.67 |
1.618 |
89.26 |
2.618 |
88.59 |
4.250 |
87.49 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.68 |
90.46 |
PP |
90.64 |
90.35 |
S1 |
90.60 |
90.25 |
|