NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.49 |
92.11 |
0.62 |
0.7% |
89.68 |
| High |
92.05 |
92.80 |
0.75 |
0.8% |
91.35 |
| Low |
91.20 |
92.01 |
0.81 |
0.9% |
89.24 |
| Close |
92.01 |
92.52 |
0.51 |
0.6% |
90.65 |
| Range |
0.85 |
0.79 |
-0.06 |
-7.1% |
2.11 |
| ATR |
1.59 |
1.53 |
-0.06 |
-3.6% |
0.00 |
| Volume |
22,960 |
18,997 |
-3,963 |
-17.3% |
149,137 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.81 |
94.46 |
92.95 |
|
| R3 |
94.02 |
93.67 |
92.74 |
|
| R2 |
93.23 |
93.23 |
92.66 |
|
| R1 |
92.88 |
92.88 |
92.59 |
93.06 |
| PP |
92.44 |
92.44 |
92.44 |
92.53 |
| S1 |
92.09 |
92.09 |
92.45 |
92.27 |
| S2 |
91.65 |
91.65 |
92.38 |
|
| S3 |
90.86 |
91.30 |
92.30 |
|
| S4 |
90.07 |
90.51 |
92.09 |
|
|
| 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 |
92.80 |
90.04 |
2.76 |
3.0% |
1.05 |
1.1% |
90% |
True |
False |
28,991 |
| 10 |
92.80 |
88.86 |
3.94 |
4.3% |
1.28 |
1.4% |
93% |
True |
False |
29,887 |
| 20 |
92.80 |
83.20 |
9.60 |
10.4% |
1.63 |
1.8% |
97% |
True |
False |
31,798 |
| 40 |
92.80 |
82.46 |
10.34 |
11.2% |
1.62 |
1.8% |
97% |
True |
False |
26,226 |
| 60 |
92.80 |
80.91 |
11.89 |
12.9% |
1.70 |
1.8% |
98% |
True |
False |
24,663 |
| 80 |
92.80 |
78.80 |
14.00 |
15.1% |
1.66 |
1.8% |
98% |
True |
False |
22,501 |
| 100 |
92.80 |
75.70 |
17.10 |
18.5% |
1.63 |
1.8% |
98% |
True |
False |
19,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.16 |
|
2.618 |
94.87 |
|
1.618 |
94.08 |
|
1.000 |
93.59 |
|
0.618 |
93.29 |
|
HIGH |
92.80 |
|
0.618 |
92.50 |
|
0.500 |
92.41 |
|
0.382 |
92.31 |
|
LOW |
92.01 |
|
0.618 |
91.52 |
|
1.000 |
91.22 |
|
1.618 |
90.73 |
|
2.618 |
89.94 |
|
4.250 |
88.65 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.48 |
92.16 |
| PP |
92.44 |
91.80 |
| S1 |
92.41 |
91.44 |
|