NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
87.87 |
88.18 |
0.31 |
0.4% |
87.68 |
| High |
88.52 |
88.98 |
0.46 |
0.5% |
89.49 |
| Low |
87.01 |
87.26 |
0.25 |
0.3% |
86.83 |
| Close |
88.02 |
88.81 |
0.79 |
0.9% |
88.02 |
| Range |
1.51 |
1.72 |
0.21 |
13.9% |
2.66 |
| ATR |
1.93 |
1.91 |
-0.01 |
-0.8% |
0.00 |
| Volume |
108,151 |
25,932 |
-82,219 |
-76.0% |
1,185,822 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.51 |
92.88 |
89.76 |
|
| R3 |
91.79 |
91.16 |
89.28 |
|
| R2 |
90.07 |
90.07 |
89.13 |
|
| R1 |
89.44 |
89.44 |
88.97 |
89.76 |
| PP |
88.35 |
88.35 |
88.35 |
88.51 |
| S1 |
87.72 |
87.72 |
88.65 |
88.04 |
| S2 |
86.63 |
86.63 |
88.49 |
|
| S3 |
84.91 |
86.00 |
88.34 |
|
| S4 |
83.19 |
84.28 |
87.86 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.09 |
94.72 |
89.48 |
|
| R3 |
93.43 |
92.06 |
88.75 |
|
| R2 |
90.77 |
90.77 |
88.51 |
|
| R1 |
89.40 |
89.40 |
88.26 |
90.09 |
| PP |
88.11 |
88.11 |
88.11 |
88.46 |
| S1 |
86.74 |
86.74 |
87.78 |
87.43 |
| S2 |
85.45 |
85.45 |
87.53 |
|
| S3 |
82.79 |
84.08 |
87.29 |
|
| S4 |
80.13 |
81.42 |
86.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.09 |
86.83 |
2.26 |
2.5% |
1.54 |
1.7% |
88% |
False |
False |
185,214 |
| 10 |
90.76 |
86.83 |
3.93 |
4.4% |
1.78 |
2.0% |
50% |
False |
False |
258,979 |
| 20 |
90.76 |
80.28 |
10.48 |
11.8% |
2.01 |
2.3% |
81% |
False |
False |
276,113 |
| 40 |
90.76 |
80.28 |
10.48 |
11.8% |
1.94 |
2.2% |
81% |
False |
False |
206,638 |
| 60 |
90.76 |
77.36 |
13.40 |
15.1% |
2.00 |
2.3% |
85% |
False |
False |
161,994 |
| 80 |
90.76 |
75.52 |
15.24 |
17.2% |
1.97 |
2.2% |
87% |
False |
False |
131,973 |
| 100 |
90.76 |
73.12 |
17.64 |
19.9% |
1.89 |
2.1% |
89% |
False |
False |
108,029 |
| 120 |
90.76 |
73.12 |
17.64 |
19.9% |
1.88 |
2.1% |
89% |
False |
False |
91,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.29 |
|
2.618 |
93.48 |
|
1.618 |
91.76 |
|
1.000 |
90.70 |
|
0.618 |
90.04 |
|
HIGH |
88.98 |
|
0.618 |
88.32 |
|
0.500 |
88.12 |
|
0.382 |
87.92 |
|
LOW |
87.26 |
|
0.618 |
86.20 |
|
1.000 |
85.54 |
|
1.618 |
84.48 |
|
2.618 |
82.76 |
|
4.250 |
79.95 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.58 |
88.54 |
| PP |
88.35 |
88.27 |
| S1 |
88.12 |
88.00 |
|