NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.77 |
91.07 |
0.30 |
0.3% |
89.68 |
High |
91.35 |
91.70 |
0.35 |
0.4% |
91.35 |
Low |
90.04 |
90.07 |
0.03 |
0.0% |
89.24 |
Close |
90.65 |
91.57 |
0.92 |
1.0% |
90.65 |
Range |
1.31 |
1.63 |
0.32 |
24.4% |
2.11 |
ATR |
1.65 |
1.65 |
0.00 |
-0.1% |
0.00 |
Volume |
41,579 |
33,113 |
-8,466 |
-20.4% |
149,137 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.00 |
95.42 |
92.47 |
|
R3 |
94.37 |
93.79 |
92.02 |
|
R2 |
92.74 |
92.74 |
91.87 |
|
R1 |
92.16 |
92.16 |
91.72 |
92.45 |
PP |
91.11 |
91.11 |
91.11 |
91.26 |
S1 |
90.53 |
90.53 |
91.42 |
90.82 |
S2 |
89.48 |
89.48 |
91.27 |
|
S3 |
87.85 |
88.90 |
91.12 |
|
S4 |
86.22 |
87.27 |
90.67 |
|
|
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 |
91.70 |
89.24 |
2.46 |
2.7% |
1.26 |
1.4% |
95% |
True |
False |
32,143 |
10 |
91.82 |
88.86 |
2.96 |
3.2% |
1.48 |
1.6% |
92% |
False |
False |
36,086 |
20 |
91.82 |
82.46 |
9.36 |
10.2% |
1.73 |
1.9% |
97% |
False |
False |
31,612 |
40 |
91.82 |
82.46 |
9.36 |
10.2% |
1.64 |
1.8% |
97% |
False |
False |
25,746 |
60 |
91.82 |
80.00 |
11.82 |
12.9% |
1.73 |
1.9% |
98% |
False |
False |
24,564 |
80 |
91.82 |
78.44 |
13.38 |
14.6% |
1.68 |
1.8% |
98% |
False |
False |
22,375 |
100 |
91.82 |
75.70 |
16.12 |
17.6% |
1.65 |
1.8% |
98% |
False |
False |
19,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.63 |
2.618 |
95.97 |
1.618 |
94.34 |
1.000 |
93.33 |
0.618 |
92.71 |
HIGH |
91.70 |
0.618 |
91.08 |
0.500 |
90.89 |
0.382 |
90.69 |
LOW |
90.07 |
0.618 |
89.06 |
1.000 |
88.44 |
1.618 |
87.43 |
2.618 |
85.80 |
4.250 |
83.14 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.34 |
91.34 |
PP |
91.11 |
91.10 |
S1 |
90.89 |
90.87 |
|