NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
88.51 |
87.68 |
-0.83 |
-0.9% |
89.44 |
| High |
89.00 |
89.49 |
0.49 |
0.6% |
90.76 |
| Low |
87.10 |
87.44 |
0.34 |
0.4% |
87.10 |
| Close |
87.79 |
88.61 |
0.82 |
0.9% |
87.79 |
| Range |
1.90 |
2.05 |
0.15 |
7.9% |
3.66 |
| ATR |
2.08 |
2.08 |
0.00 |
-0.1% |
0.00 |
| Volume |
281,630 |
285,683 |
4,053 |
1.4% |
1,649,187 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.66 |
93.69 |
89.74 |
|
| R3 |
92.61 |
91.64 |
89.17 |
|
| R2 |
90.56 |
90.56 |
88.99 |
|
| R1 |
89.59 |
89.59 |
88.80 |
90.08 |
| PP |
88.51 |
88.51 |
88.51 |
88.76 |
| S1 |
87.54 |
87.54 |
88.42 |
88.03 |
| S2 |
86.46 |
86.46 |
88.23 |
|
| S3 |
84.41 |
85.49 |
88.05 |
|
| S4 |
82.36 |
83.44 |
87.48 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.53 |
97.32 |
89.80 |
|
| R3 |
95.87 |
93.66 |
88.80 |
|
| R2 |
92.21 |
92.21 |
88.46 |
|
| R1 |
90.00 |
90.00 |
88.13 |
89.28 |
| PP |
88.55 |
88.55 |
88.55 |
88.19 |
| S1 |
86.34 |
86.34 |
87.45 |
85.62 |
| S2 |
84.89 |
84.89 |
87.12 |
|
| S3 |
81.23 |
82.68 |
86.78 |
|
| S4 |
77.57 |
79.02 |
85.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.76 |
87.10 |
3.66 |
4.1% |
2.01 |
2.3% |
41% |
False |
False |
332,744 |
| 10 |
90.76 |
83.55 |
7.21 |
8.1% |
2.11 |
2.4% |
70% |
False |
False |
320,805 |
| 20 |
90.76 |
80.28 |
10.48 |
11.8% |
2.16 |
2.4% |
79% |
False |
False |
290,662 |
| 40 |
90.76 |
80.28 |
10.48 |
11.8% |
2.08 |
2.4% |
79% |
False |
False |
193,424 |
| 60 |
90.76 |
76.41 |
14.35 |
16.2% |
2.03 |
2.3% |
85% |
False |
False |
150,964 |
| 80 |
90.76 |
73.12 |
17.64 |
19.9% |
1.97 |
2.2% |
88% |
False |
False |
121,353 |
| 100 |
90.76 |
73.12 |
17.64 |
19.9% |
1.90 |
2.1% |
88% |
False |
False |
99,174 |
| 120 |
90.76 |
73.12 |
17.64 |
19.9% |
1.88 |
2.1% |
88% |
False |
False |
83,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.20 |
|
2.618 |
94.86 |
|
1.618 |
92.81 |
|
1.000 |
91.54 |
|
0.618 |
90.76 |
|
HIGH |
89.49 |
|
0.618 |
88.71 |
|
0.500 |
88.47 |
|
0.382 |
88.22 |
|
LOW |
87.44 |
|
0.618 |
86.17 |
|
1.000 |
85.39 |
|
1.618 |
84.12 |
|
2.618 |
82.07 |
|
4.250 |
78.73 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.56 |
88.51 |
| PP |
88.51 |
88.40 |
| S1 |
88.47 |
88.30 |
|