NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
89.11 |
88.50 |
-0.61 |
-0.7% |
88.42 |
| High |
89.49 |
89.20 |
-0.29 |
-0.3% |
90.00 |
| Low |
88.34 |
87.71 |
-0.63 |
-0.7% |
87.43 |
| Close |
88.40 |
88.60 |
0.20 |
0.2% |
88.60 |
| Range |
1.15 |
1.49 |
0.34 |
29.6% |
2.57 |
| ATR |
1.91 |
1.88 |
-0.03 |
-1.6% |
0.00 |
| Volume |
193,930 |
177,355 |
-16,575 |
-8.5% |
782,685 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.97 |
92.28 |
89.42 |
|
| R3 |
91.48 |
90.79 |
89.01 |
|
| R2 |
89.99 |
89.99 |
88.87 |
|
| R1 |
89.30 |
89.30 |
88.74 |
89.65 |
| PP |
88.50 |
88.50 |
88.50 |
88.68 |
| S1 |
87.81 |
87.81 |
88.46 |
88.16 |
| S2 |
87.01 |
87.01 |
88.33 |
|
| S3 |
85.52 |
86.32 |
88.19 |
|
| S4 |
84.03 |
84.83 |
87.78 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.39 |
95.06 |
90.01 |
|
| R3 |
93.82 |
92.49 |
89.31 |
|
| R2 |
91.25 |
91.25 |
89.07 |
|
| R1 |
89.92 |
89.92 |
88.84 |
90.59 |
| PP |
88.68 |
88.68 |
88.68 |
89.01 |
| S1 |
87.35 |
87.35 |
88.36 |
88.02 |
| S2 |
86.11 |
86.11 |
88.13 |
|
| S3 |
83.54 |
84.78 |
87.89 |
|
| S4 |
80.97 |
82.21 |
87.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.00 |
87.43 |
2.57 |
2.9% |
1.62 |
1.8% |
46% |
False |
False |
156,537 |
| 10 |
91.17 |
87.43 |
3.74 |
4.2% |
1.70 |
1.9% |
31% |
False |
False |
151,754 |
| 20 |
91.17 |
80.89 |
10.28 |
11.6% |
1.99 |
2.2% |
75% |
False |
False |
110,536 |
| 40 |
91.17 |
80.89 |
10.28 |
11.6% |
1.86 |
2.1% |
75% |
False |
False |
76,427 |
| 60 |
91.17 |
78.11 |
13.06 |
14.7% |
1.93 |
2.2% |
80% |
False |
False |
60,698 |
| 80 |
91.17 |
76.24 |
14.93 |
16.9% |
1.86 |
2.1% |
83% |
False |
False |
49,562 |
| 100 |
91.17 |
73.76 |
17.41 |
19.7% |
1.77 |
2.0% |
85% |
False |
False |
40,844 |
| 120 |
91.17 |
73.76 |
17.41 |
19.7% |
1.69 |
1.9% |
85% |
False |
False |
34,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.53 |
|
2.618 |
93.10 |
|
1.618 |
91.61 |
|
1.000 |
90.69 |
|
0.618 |
90.12 |
|
HIGH |
89.20 |
|
0.618 |
88.63 |
|
0.500 |
88.46 |
|
0.382 |
88.28 |
|
LOW |
87.71 |
|
0.618 |
86.79 |
|
1.000 |
86.22 |
|
1.618 |
85.30 |
|
2.618 |
83.81 |
|
4.250 |
81.38 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.55 |
88.58 |
| PP |
88.50 |
88.57 |
| S1 |
88.46 |
88.55 |
|