NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
88.28 |
88.48 |
0.20 |
0.2% |
89.44 |
| High |
89.09 |
88.65 |
-0.44 |
-0.5% |
90.76 |
| Low |
86.83 |
87.63 |
0.80 |
0.9% |
87.10 |
| Close |
88.62 |
87.70 |
-0.92 |
-1.0% |
87.79 |
| Range |
2.26 |
1.02 |
-1.24 |
-54.9% |
3.66 |
| ATR |
2.03 |
1.96 |
-0.07 |
-3.6% |
0.00 |
| Volume |
328,400 |
203,540 |
-124,860 |
-38.0% |
1,649,187 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.05 |
90.40 |
88.26 |
|
| R3 |
90.03 |
89.38 |
87.98 |
|
| R2 |
89.01 |
89.01 |
87.89 |
|
| R1 |
88.36 |
88.36 |
87.79 |
88.18 |
| PP |
87.99 |
87.99 |
87.99 |
87.90 |
| S1 |
87.34 |
87.34 |
87.61 |
87.16 |
| S2 |
86.97 |
86.97 |
87.51 |
|
| S3 |
85.95 |
86.32 |
87.42 |
|
| S4 |
84.93 |
85.30 |
87.14 |
|
|
| 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 |
86.83 |
2.66 |
3.0% |
1.69 |
1.9% |
33% |
False |
False |
271,860 |
| 10 |
90.76 |
86.83 |
3.93 |
4.5% |
1.81 |
2.1% |
22% |
False |
False |
306,124 |
| 20 |
90.76 |
80.28 |
10.48 |
11.9% |
2.06 |
2.3% |
71% |
False |
False |
302,370 |
| 40 |
90.76 |
80.28 |
10.48 |
11.9% |
1.96 |
2.2% |
71% |
False |
False |
207,896 |
| 60 |
90.76 |
76.41 |
14.35 |
16.4% |
2.01 |
2.3% |
79% |
False |
False |
161,820 |
| 80 |
90.76 |
73.12 |
17.64 |
20.1% |
1.97 |
2.3% |
83% |
False |
False |
130,799 |
| 100 |
90.76 |
73.12 |
17.64 |
20.1% |
1.90 |
2.2% |
83% |
False |
False |
106,887 |
| 120 |
90.76 |
73.12 |
17.64 |
20.1% |
1.89 |
2.1% |
83% |
False |
False |
90,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.99 |
|
2.618 |
91.32 |
|
1.618 |
90.30 |
|
1.000 |
89.67 |
|
0.618 |
89.28 |
|
HIGH |
88.65 |
|
0.618 |
88.26 |
|
0.500 |
88.14 |
|
0.382 |
88.02 |
|
LOW |
87.63 |
|
0.618 |
87.00 |
|
1.000 |
86.61 |
|
1.618 |
85.98 |
|
2.618 |
84.96 |
|
4.250 |
83.30 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.14 |
87.96 |
| PP |
87.99 |
87.87 |
| S1 |
87.85 |
87.79 |
|