NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.67 |
93.23 |
0.56 |
0.6% |
91.07 |
| High |
93.68 |
93.71 |
0.03 |
0.0% |
93.50 |
| Low |
92.55 |
93.00 |
0.45 |
0.5% |
90.07 |
| Close |
93.13 |
93.57 |
0.44 |
0.5% |
93.36 |
| Range |
1.13 |
0.71 |
-0.42 |
-37.2% |
3.43 |
| ATR |
1.48 |
1.43 |
-0.06 |
-3.7% |
0.00 |
| Volume |
15,273 |
9,484 |
-5,789 |
-37.9% |
103,968 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.56 |
95.27 |
93.96 |
|
| R3 |
94.85 |
94.56 |
93.77 |
|
| R2 |
94.14 |
94.14 |
93.70 |
|
| R1 |
93.85 |
93.85 |
93.64 |
94.00 |
| PP |
93.43 |
93.43 |
93.43 |
93.50 |
| S1 |
93.14 |
93.14 |
93.50 |
93.29 |
| S2 |
92.72 |
92.72 |
93.44 |
|
| S3 |
92.01 |
92.43 |
93.37 |
|
| S4 |
91.30 |
91.72 |
93.18 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.60 |
101.41 |
95.25 |
|
| R3 |
99.17 |
97.98 |
94.30 |
|
| R2 |
95.74 |
95.74 |
93.99 |
|
| R1 |
94.55 |
94.55 |
93.67 |
95.15 |
| PP |
92.31 |
92.31 |
92.31 |
92.61 |
| S1 |
91.12 |
91.12 |
93.05 |
91.72 |
| S2 |
88.88 |
88.88 |
92.73 |
|
| S3 |
85.45 |
87.69 |
92.42 |
|
| S4 |
82.02 |
84.26 |
91.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.71 |
91.20 |
2.51 |
2.7% |
0.94 |
1.0% |
94% |
True |
False |
19,122 |
| 10 |
93.71 |
89.24 |
4.47 |
4.8% |
1.10 |
1.2% |
97% |
True |
False |
25,633 |
| 20 |
93.71 |
85.31 |
8.40 |
9.0% |
1.45 |
1.5% |
98% |
True |
False |
31,565 |
| 40 |
93.71 |
82.46 |
11.25 |
12.0% |
1.60 |
1.7% |
99% |
True |
False |
26,642 |
| 60 |
93.71 |
82.46 |
11.25 |
12.0% |
1.66 |
1.8% |
99% |
True |
False |
24,315 |
| 80 |
93.71 |
79.39 |
14.32 |
15.3% |
1.64 |
1.7% |
99% |
True |
False |
22,750 |
| 100 |
93.71 |
75.70 |
18.01 |
19.2% |
1.63 |
1.7% |
99% |
True |
False |
20,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.73 |
|
2.618 |
95.57 |
|
1.618 |
94.86 |
|
1.000 |
94.42 |
|
0.618 |
94.15 |
|
HIGH |
93.71 |
|
0.618 |
93.44 |
|
0.500 |
93.36 |
|
0.382 |
93.27 |
|
LOW |
93.00 |
|
0.618 |
92.56 |
|
1.000 |
92.29 |
|
1.618 |
91.85 |
|
2.618 |
91.14 |
|
4.250 |
89.98 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.50 |
93.38 |
| PP |
93.43 |
93.18 |
| S1 |
93.36 |
92.99 |
|