NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.07 |
92.42 |
0.35 |
0.4% |
90.28 |
| High |
93.07 |
92.99 |
-0.08 |
-0.1% |
92.81 |
| Low |
91.81 |
92.28 |
0.47 |
0.5% |
89.25 |
| Close |
92.36 |
92.83 |
0.47 |
0.5% |
92.69 |
| Range |
1.26 |
0.71 |
-0.55 |
-43.7% |
3.56 |
| ATR |
1.55 |
1.49 |
-0.06 |
-3.9% |
0.00 |
| Volume |
17,055 |
12,719 |
-4,336 |
-25.4% |
144,120 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.83 |
94.54 |
93.22 |
|
| R3 |
94.12 |
93.83 |
93.03 |
|
| R2 |
93.41 |
93.41 |
92.96 |
|
| R1 |
93.12 |
93.12 |
92.90 |
93.27 |
| PP |
92.70 |
92.70 |
92.70 |
92.77 |
| S1 |
92.41 |
92.41 |
92.76 |
92.56 |
| S2 |
91.99 |
91.99 |
92.70 |
|
| S3 |
91.28 |
91.70 |
92.63 |
|
| S4 |
90.57 |
90.99 |
92.44 |
|
|
| 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 |
90.48 |
2.59 |
2.8% |
0.98 |
1.1% |
91% |
False |
False |
26,401 |
| 10 |
93.07 |
88.58 |
4.49 |
4.8% |
1.18 |
1.3% |
95% |
False |
False |
29,273 |
| 20 |
93.07 |
84.86 |
8.21 |
8.8% |
1.55 |
1.7% |
97% |
False |
False |
27,694 |
| 40 |
93.07 |
81.81 |
11.26 |
12.1% |
1.61 |
1.7% |
98% |
False |
False |
20,695 |
| 60 |
93.07 |
81.81 |
11.26 |
12.1% |
1.60 |
1.7% |
98% |
False |
False |
17,179 |
| 80 |
93.07 |
78.63 |
14.44 |
15.6% |
1.56 |
1.7% |
98% |
False |
False |
14,845 |
| 100 |
93.07 |
74.98 |
18.09 |
19.5% |
1.43 |
1.5% |
99% |
False |
False |
12,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.01 |
|
2.618 |
94.85 |
|
1.618 |
94.14 |
|
1.000 |
93.70 |
|
0.618 |
93.43 |
|
HIGH |
92.99 |
|
0.618 |
92.72 |
|
0.500 |
92.64 |
|
0.382 |
92.55 |
|
LOW |
92.28 |
|
0.618 |
91.84 |
|
1.000 |
91.57 |
|
1.618 |
91.13 |
|
2.618 |
90.42 |
|
4.250 |
89.26 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.77 |
92.66 |
| PP |
92.70 |
92.50 |
| S1 |
92.64 |
92.33 |
|