NYMEX Light Sweet Crude Oil Future February 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 |
88.99 |
88.42 |
-0.57 |
-0.6% |
89.82 |
| High |
89.48 |
90.00 |
0.52 |
0.6% |
91.17 |
| Low |
87.62 |
87.96 |
0.34 |
0.4% |
87.62 |
| Close |
88.31 |
89.14 |
0.83 |
0.9% |
88.31 |
| Range |
1.86 |
2.04 |
0.18 |
9.7% |
3.55 |
| ATR |
2.01 |
2.01 |
0.00 |
0.1% |
0.00 |
| Volume |
158,546 |
117,693 |
-40,853 |
-25.8% |
734,862 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.15 |
94.19 |
90.26 |
|
| R3 |
93.11 |
92.15 |
89.70 |
|
| R2 |
91.07 |
91.07 |
89.51 |
|
| R1 |
90.11 |
90.11 |
89.33 |
90.59 |
| PP |
89.03 |
89.03 |
89.03 |
89.28 |
| S1 |
88.07 |
88.07 |
88.95 |
88.55 |
| S2 |
86.99 |
86.99 |
88.77 |
|
| S3 |
84.95 |
86.03 |
88.58 |
|
| S4 |
82.91 |
83.99 |
88.02 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
97.55 |
90.26 |
|
| R3 |
96.13 |
94.00 |
89.29 |
|
| R2 |
92.58 |
92.58 |
88.96 |
|
| R1 |
90.45 |
90.45 |
88.64 |
89.74 |
| PP |
89.03 |
89.03 |
89.03 |
88.68 |
| S1 |
86.90 |
86.90 |
87.98 |
86.19 |
| S2 |
85.48 |
85.48 |
87.66 |
|
| S3 |
81.93 |
83.35 |
87.33 |
|
| S4 |
78.38 |
79.80 |
86.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.17 |
87.62 |
3.55 |
4.0% |
1.94 |
2.2% |
43% |
False |
False |
148,411 |
| 10 |
91.17 |
84.09 |
7.08 |
7.9% |
2.05 |
2.3% |
71% |
False |
False |
118,685 |
| 20 |
91.17 |
80.89 |
10.28 |
11.5% |
2.08 |
2.3% |
80% |
False |
False |
88,783 |
| 40 |
91.17 |
80.89 |
10.28 |
11.5% |
2.00 |
2.2% |
80% |
False |
False |
63,171 |
| 60 |
91.17 |
77.34 |
13.83 |
15.5% |
1.94 |
2.2% |
85% |
False |
False |
50,932 |
| 80 |
91.17 |
73.76 |
17.41 |
19.5% |
1.86 |
2.1% |
88% |
False |
False |
41,561 |
| 100 |
91.17 |
73.76 |
17.41 |
19.5% |
1.76 |
2.0% |
88% |
False |
False |
34,355 |
| 120 |
91.17 |
73.76 |
17.41 |
19.5% |
1.66 |
1.9% |
88% |
False |
False |
29,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.67 |
|
2.618 |
95.34 |
|
1.618 |
93.30 |
|
1.000 |
92.04 |
|
0.618 |
91.26 |
|
HIGH |
90.00 |
|
0.618 |
89.22 |
|
0.500 |
88.98 |
|
0.382 |
88.74 |
|
LOW |
87.96 |
|
0.618 |
86.70 |
|
1.000 |
85.92 |
|
1.618 |
84.66 |
|
2.618 |
82.62 |
|
4.250 |
79.29 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.09 |
89.03 |
| PP |
89.03 |
88.92 |
| S1 |
88.98 |
88.81 |
|