NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.42 |
92.57 |
0.15 |
0.2% |
90.28 |
| High |
92.99 |
92.88 |
-0.11 |
-0.1% |
92.81 |
| Low |
92.28 |
92.16 |
-0.12 |
-0.1% |
89.25 |
| Close |
92.83 |
92.53 |
-0.30 |
-0.3% |
92.69 |
| Range |
0.71 |
0.72 |
0.01 |
1.4% |
3.56 |
| ATR |
1.49 |
1.43 |
-0.05 |
-3.7% |
0.00 |
| Volume |
12,719 |
16,228 |
3,509 |
27.6% |
144,120 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.68 |
94.33 |
92.93 |
|
| R3 |
93.96 |
93.61 |
92.73 |
|
| R2 |
93.24 |
93.24 |
92.66 |
|
| R1 |
92.89 |
92.89 |
92.60 |
92.71 |
| PP |
92.52 |
92.52 |
92.52 |
92.43 |
| S1 |
92.17 |
92.17 |
92.46 |
91.99 |
| S2 |
91.80 |
91.80 |
92.40 |
|
| S3 |
91.08 |
91.45 |
92.33 |
|
| S4 |
90.36 |
90.73 |
92.13 |
|
|
| 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 |
91.30 |
1.77 |
1.9% |
0.95 |
1.0% |
69% |
False |
False |
21,447 |
| 10 |
93.07 |
88.58 |
4.49 |
4.9% |
1.15 |
1.2% |
88% |
False |
False |
28,234 |
| 20 |
93.07 |
85.12 |
7.95 |
8.6% |
1.48 |
1.6% |
93% |
False |
False |
27,816 |
| 40 |
93.07 |
81.81 |
11.26 |
12.2% |
1.58 |
1.7% |
95% |
False |
False |
20,882 |
| 60 |
93.07 |
81.81 |
11.26 |
12.2% |
1.60 |
1.7% |
95% |
False |
False |
17,244 |
| 80 |
93.07 |
78.63 |
14.44 |
15.6% |
1.55 |
1.7% |
96% |
False |
False |
14,970 |
| 100 |
93.07 |
74.98 |
18.09 |
19.6% |
1.43 |
1.5% |
97% |
False |
False |
12,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.94 |
|
2.618 |
94.76 |
|
1.618 |
94.04 |
|
1.000 |
93.60 |
|
0.618 |
93.32 |
|
HIGH |
92.88 |
|
0.618 |
92.60 |
|
0.500 |
92.52 |
|
0.382 |
92.44 |
|
LOW |
92.16 |
|
0.618 |
91.72 |
|
1.000 |
91.44 |
|
1.618 |
91.00 |
|
2.618 |
90.28 |
|
4.250 |
89.10 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.53 |
92.50 |
| PP |
92.52 |
92.47 |
| S1 |
92.52 |
92.44 |
|