NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.90 |
92.07 |
0.17 |
0.2% |
90.28 |
| High |
92.81 |
93.07 |
0.26 |
0.3% |
92.81 |
| Low |
91.59 |
91.81 |
0.22 |
0.2% |
89.25 |
| Close |
92.69 |
92.36 |
-0.33 |
-0.4% |
92.69 |
| Range |
1.22 |
1.26 |
0.04 |
3.3% |
3.56 |
| ATR |
1.57 |
1.55 |
-0.02 |
-1.4% |
0.00 |
| Volume |
29,976 |
17,055 |
-12,921 |
-43.1% |
144,120 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.19 |
95.54 |
93.05 |
|
| R3 |
94.93 |
94.28 |
92.71 |
|
| R2 |
93.67 |
93.67 |
92.59 |
|
| R1 |
93.02 |
93.02 |
92.48 |
93.35 |
| PP |
92.41 |
92.41 |
92.41 |
92.58 |
| S1 |
91.76 |
91.76 |
92.24 |
92.09 |
| S2 |
91.15 |
91.15 |
92.13 |
|
| S3 |
89.89 |
90.50 |
92.01 |
|
| S4 |
88.63 |
89.24 |
91.67 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.26 |
101.04 |
94.65 |
|
| R3 |
98.70 |
97.48 |
93.67 |
|
| R2 |
95.14 |
95.14 |
93.34 |
|
| R1 |
93.92 |
93.92 |
93.02 |
94.53 |
| PP |
91.58 |
91.58 |
91.58 |
91.89 |
| S1 |
90.36 |
90.36 |
92.36 |
90.97 |
| S2 |
88.02 |
88.02 |
92.04 |
|
| S3 |
84.46 |
86.80 |
91.71 |
|
| S4 |
80.90 |
83.24 |
90.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.07 |
89.25 |
3.82 |
4.1% |
1.17 |
1.3% |
81% |
True |
False |
32,235 |
| 10 |
93.07 |
88.58 |
4.49 |
4.9% |
1.31 |
1.4% |
84% |
True |
False |
29,738 |
| 20 |
93.07 |
84.86 |
8.21 |
8.9% |
1.62 |
1.8% |
91% |
True |
False |
27,443 |
| 40 |
93.07 |
81.81 |
11.26 |
12.2% |
1.62 |
1.8% |
94% |
True |
False |
20,609 |
| 60 |
93.07 |
81.81 |
11.26 |
12.2% |
1.61 |
1.7% |
94% |
True |
False |
17,139 |
| 80 |
93.07 |
78.63 |
14.44 |
15.6% |
1.57 |
1.7% |
95% |
True |
False |
14,756 |
| 100 |
93.07 |
74.98 |
18.09 |
19.6% |
1.42 |
1.5% |
96% |
True |
False |
12,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.43 |
|
2.618 |
96.37 |
|
1.618 |
95.11 |
|
1.000 |
94.33 |
|
0.618 |
93.85 |
|
HIGH |
93.07 |
|
0.618 |
92.59 |
|
0.500 |
92.44 |
|
0.382 |
92.29 |
|
LOW |
91.81 |
|
0.618 |
91.03 |
|
1.000 |
90.55 |
|
1.618 |
89.77 |
|
2.618 |
88.51 |
|
4.250 |
86.46 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.44 |
92.30 |
| PP |
92.41 |
92.24 |
| S1 |
92.39 |
92.19 |
|