NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
93.40 |
93.38 |
-0.02 |
0.0% |
91.07 |
| High |
93.65 |
93.64 |
-0.01 |
0.0% |
93.50 |
| Low |
92.85 |
91.50 |
-1.35 |
-1.5% |
90.07 |
| Close |
93.30 |
92.29 |
-1.01 |
-1.1% |
93.36 |
| Range |
0.80 |
2.14 |
1.34 |
167.5% |
3.43 |
| ATR |
1.38 |
1.44 |
0.05 |
3.9% |
0.00 |
| Volume |
13,648 |
20,296 |
6,648 |
48.7% |
103,968 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.90 |
97.73 |
93.47 |
|
| R3 |
96.76 |
95.59 |
92.88 |
|
| R2 |
94.62 |
94.62 |
92.68 |
|
| R1 |
93.45 |
93.45 |
92.49 |
92.97 |
| PP |
92.48 |
92.48 |
92.48 |
92.23 |
| S1 |
91.31 |
91.31 |
92.09 |
90.83 |
| S2 |
90.34 |
90.34 |
91.90 |
|
| S3 |
88.20 |
89.17 |
91.70 |
|
| S4 |
86.06 |
87.03 |
91.11 |
|
|
| 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 |
91.50 |
2.21 |
2.4% |
1.20 |
1.3% |
36% |
False |
True |
17,519 |
| 10 |
93.71 |
90.04 |
3.67 |
4.0% |
1.13 |
1.2% |
61% |
False |
False |
23,255 |
| 20 |
93.71 |
87.93 |
5.78 |
6.3% |
1.35 |
1.5% |
75% |
False |
False |
30,779 |
| 40 |
93.71 |
82.46 |
11.25 |
12.2% |
1.60 |
1.7% |
87% |
False |
False |
26,774 |
| 60 |
93.71 |
82.46 |
11.25 |
12.2% |
1.67 |
1.8% |
87% |
False |
False |
23,990 |
| 80 |
93.71 |
79.39 |
14.32 |
15.5% |
1.62 |
1.8% |
90% |
False |
False |
22,892 |
| 100 |
93.71 |
75.70 |
18.01 |
19.5% |
1.64 |
1.8% |
92% |
False |
False |
20,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.74 |
|
2.618 |
99.24 |
|
1.618 |
97.10 |
|
1.000 |
95.78 |
|
0.618 |
94.96 |
|
HIGH |
93.64 |
|
0.618 |
92.82 |
|
0.500 |
92.57 |
|
0.382 |
92.32 |
|
LOW |
91.50 |
|
0.618 |
90.18 |
|
1.000 |
89.36 |
|
1.618 |
88.04 |
|
2.618 |
85.90 |
|
4.250 |
82.41 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.57 |
92.61 |
| PP |
92.48 |
92.50 |
| S1 |
92.38 |
92.40 |
|