NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.60 |
90.77 |
0.17 |
0.2% |
89.68 |
High |
91.01 |
91.35 |
0.34 |
0.4% |
91.35 |
Low |
90.34 |
90.04 |
-0.30 |
-0.3% |
89.24 |
Close |
90.56 |
90.65 |
0.09 |
0.1% |
90.65 |
Range |
0.67 |
1.31 |
0.64 |
95.5% |
2.11 |
ATR |
1.67 |
1.65 |
-0.03 |
-1.5% |
0.00 |
Volume |
28,308 |
41,579 |
13,271 |
46.9% |
149,137 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.61 |
93.94 |
91.37 |
|
R3 |
93.30 |
92.63 |
91.01 |
|
R2 |
91.99 |
91.99 |
90.89 |
|
R1 |
91.32 |
91.32 |
90.77 |
91.00 |
PP |
90.68 |
90.68 |
90.68 |
90.52 |
S1 |
90.01 |
90.01 |
90.53 |
89.69 |
S2 |
89.37 |
89.37 |
90.41 |
|
S3 |
88.06 |
88.70 |
90.29 |
|
S4 |
86.75 |
87.39 |
89.93 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.74 |
95.81 |
91.81 |
|
R3 |
94.63 |
93.70 |
91.23 |
|
R2 |
92.52 |
92.52 |
91.04 |
|
R1 |
91.59 |
91.59 |
90.84 |
92.06 |
PP |
90.41 |
90.41 |
90.41 |
90.65 |
S1 |
89.48 |
89.48 |
90.46 |
89.95 |
S2 |
88.30 |
88.30 |
90.26 |
|
S3 |
86.19 |
87.37 |
90.07 |
|
S4 |
84.08 |
85.26 |
89.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.35 |
89.24 |
2.11 |
2.3% |
1.28 |
1.4% |
67% |
True |
False |
29,827 |
10 |
91.82 |
88.86 |
2.96 |
3.3% |
1.44 |
1.6% |
60% |
False |
False |
38,021 |
20 |
91.82 |
82.46 |
9.36 |
10.3% |
1.75 |
1.9% |
88% |
False |
False |
30,981 |
40 |
91.82 |
82.46 |
9.36 |
10.3% |
1.63 |
1.8% |
88% |
False |
False |
25,317 |
60 |
91.82 |
80.00 |
11.82 |
13.0% |
1.73 |
1.9% |
90% |
False |
False |
24,381 |
80 |
91.82 |
77.46 |
14.36 |
15.8% |
1.68 |
1.9% |
92% |
False |
False |
22,085 |
100 |
91.82 |
75.70 |
16.12 |
17.8% |
1.66 |
1.8% |
93% |
False |
False |
19,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.92 |
2.618 |
94.78 |
1.618 |
93.47 |
1.000 |
92.66 |
0.618 |
92.16 |
HIGH |
91.35 |
0.618 |
90.85 |
0.500 |
90.70 |
0.382 |
90.54 |
LOW |
90.04 |
0.618 |
89.23 |
1.000 |
88.73 |
1.618 |
87.92 |
2.618 |
86.61 |
4.250 |
84.47 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.70 |
90.53 |
PP |
90.68 |
90.41 |
S1 |
90.67 |
90.30 |
|