NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
87.68 |
88.19 |
0.51 |
0.6% |
89.44 |
| High |
89.49 |
88.95 |
-0.54 |
-0.6% |
90.76 |
| Low |
87.44 |
87.74 |
0.30 |
0.3% |
87.10 |
| Close |
88.61 |
88.28 |
-0.33 |
-0.4% |
87.79 |
| Range |
2.05 |
1.21 |
-0.84 |
-41.0% |
3.66 |
| ATR |
2.08 |
2.02 |
-0.06 |
-3.0% |
0.00 |
| Volume |
285,683 |
260,048 |
-25,635 |
-9.0% |
1,649,187 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.95 |
91.33 |
88.95 |
|
| R3 |
90.74 |
90.12 |
88.61 |
|
| R2 |
89.53 |
89.53 |
88.50 |
|
| R1 |
88.91 |
88.91 |
88.39 |
89.22 |
| PP |
88.32 |
88.32 |
88.32 |
88.48 |
| S1 |
87.70 |
87.70 |
88.17 |
88.01 |
| S2 |
87.11 |
87.11 |
88.06 |
|
| S3 |
85.90 |
86.49 |
87.95 |
|
| S4 |
84.69 |
85.28 |
87.61 |
|
|
| 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 |
89.49 |
87.10 |
2.39 |
2.7% |
1.71 |
1.9% |
49% |
False |
False |
298,835 |
| 10 |
90.76 |
83.63 |
7.13 |
8.1% |
2.00 |
2.3% |
65% |
False |
False |
315,295 |
| 20 |
90.76 |
80.28 |
10.48 |
11.9% |
2.15 |
2.4% |
76% |
False |
False |
294,468 |
| 40 |
90.76 |
80.28 |
10.48 |
11.9% |
2.04 |
2.3% |
76% |
False |
False |
198,354 |
| 60 |
90.76 |
76.41 |
14.35 |
16.3% |
2.02 |
2.3% |
83% |
False |
False |
154,584 |
| 80 |
90.76 |
73.12 |
17.64 |
20.0% |
1.97 |
2.2% |
86% |
False |
False |
124,445 |
| 100 |
90.76 |
73.12 |
17.64 |
20.0% |
1.90 |
2.2% |
86% |
False |
False |
101,698 |
| 120 |
90.76 |
73.12 |
17.64 |
20.0% |
1.88 |
2.1% |
86% |
False |
False |
85,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.09 |
|
2.618 |
92.12 |
|
1.618 |
90.91 |
|
1.000 |
90.16 |
|
0.618 |
89.70 |
|
HIGH |
88.95 |
|
0.618 |
88.49 |
|
0.500 |
88.35 |
|
0.382 |
88.20 |
|
LOW |
87.74 |
|
0.618 |
86.99 |
|
1.000 |
86.53 |
|
1.618 |
85.78 |
|
2.618 |
84.57 |
|
4.250 |
82.60 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.35 |
88.30 |
| PP |
88.32 |
88.29 |
| S1 |
88.30 |
88.29 |
|