NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.55 |
92.00 |
0.45 |
0.5% |
89.52 |
| High |
92.39 |
92.27 |
-0.12 |
-0.1% |
92.29 |
| Low |
91.55 |
91.54 |
-0.01 |
0.0% |
88.56 |
| Close |
92.23 |
91.90 |
-0.33 |
-0.4% |
92.16 |
| Range |
0.84 |
0.73 |
-0.11 |
-13.1% |
3.73 |
| ATR |
1.58 |
1.52 |
-0.06 |
-3.8% |
0.00 |
| Volume |
30,879 |
29,066 |
-1,813 |
-5.9% |
294,758 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.09 |
93.73 |
92.30 |
|
| R3 |
93.36 |
93.00 |
92.10 |
|
| R2 |
92.63 |
92.63 |
92.03 |
|
| R1 |
92.27 |
92.27 |
91.97 |
92.09 |
| PP |
91.90 |
91.90 |
91.90 |
91.81 |
| S1 |
91.54 |
91.54 |
91.83 |
91.36 |
| S2 |
91.17 |
91.17 |
91.77 |
|
| S3 |
90.44 |
90.81 |
91.70 |
|
| S4 |
89.71 |
90.08 |
91.50 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.19 |
100.91 |
94.21 |
|
| R3 |
98.46 |
97.18 |
93.19 |
|
| R2 |
94.73 |
94.73 |
92.84 |
|
| R1 |
93.45 |
93.45 |
92.50 |
94.09 |
| PP |
91.00 |
91.00 |
91.00 |
91.33 |
| S1 |
89.72 |
89.72 |
91.82 |
90.36 |
| S2 |
87.27 |
87.27 |
91.48 |
|
| S3 |
83.54 |
85.99 |
91.13 |
|
| S4 |
79.81 |
82.26 |
90.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.54 |
90.67 |
1.87 |
2.0% |
1.01 |
1.1% |
66% |
False |
False |
45,658 |
| 10 |
92.54 |
88.07 |
4.47 |
4.9% |
1.23 |
1.3% |
86% |
False |
False |
59,741 |
| 20 |
92.54 |
84.67 |
7.87 |
8.6% |
1.54 |
1.7% |
92% |
False |
False |
62,122 |
| 40 |
92.54 |
81.41 |
11.13 |
12.1% |
1.72 |
1.9% |
94% |
False |
False |
46,641 |
| 60 |
92.54 |
81.41 |
11.13 |
12.1% |
1.79 |
1.9% |
94% |
False |
False |
38,195 |
| 80 |
92.54 |
78.05 |
14.49 |
15.8% |
1.74 |
1.9% |
96% |
False |
False |
32,845 |
| 100 |
92.54 |
74.29 |
18.25 |
19.9% |
1.69 |
1.8% |
96% |
False |
False |
27,802 |
| 120 |
92.54 |
74.29 |
18.25 |
19.9% |
1.64 |
1.8% |
96% |
False |
False |
23,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.37 |
|
2.618 |
94.18 |
|
1.618 |
93.45 |
|
1.000 |
93.00 |
|
0.618 |
92.72 |
|
HIGH |
92.27 |
|
0.618 |
91.99 |
|
0.500 |
91.91 |
|
0.382 |
91.82 |
|
LOW |
91.54 |
|
0.618 |
91.09 |
|
1.000 |
90.81 |
|
1.618 |
90.36 |
|
2.618 |
89.63 |
|
4.250 |
88.44 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
91.91 |
91.89 |
| PP |
91.90 |
91.88 |
| S1 |
91.90 |
91.87 |
|