NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.57 |
92.58 |
0.01 |
0.0% |
90.28 |
| High |
92.88 |
92.84 |
-0.04 |
0.0% |
92.81 |
| Low |
92.16 |
90.60 |
-1.56 |
-1.7% |
89.25 |
| Close |
92.53 |
91.37 |
-1.16 |
-1.3% |
92.69 |
| Range |
0.72 |
2.24 |
1.52 |
211.1% |
3.56 |
| ATR |
1.43 |
1.49 |
0.06 |
4.0% |
0.00 |
| Volume |
16,228 |
17,916 |
1,688 |
10.4% |
144,120 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.32 |
97.09 |
92.60 |
|
| R3 |
96.08 |
94.85 |
91.99 |
|
| R2 |
93.84 |
93.84 |
91.78 |
|
| R1 |
92.61 |
92.61 |
91.58 |
92.11 |
| PP |
91.60 |
91.60 |
91.60 |
91.35 |
| S1 |
90.37 |
90.37 |
91.16 |
89.87 |
| S2 |
89.36 |
89.36 |
90.96 |
|
| S3 |
87.12 |
88.13 |
90.75 |
|
| S4 |
84.88 |
85.89 |
90.14 |
|
|
| 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 |
90.60 |
2.47 |
2.7% |
1.23 |
1.3% |
31% |
False |
True |
18,778 |
| 10 |
93.07 |
89.22 |
3.85 |
4.2% |
1.16 |
1.3% |
56% |
False |
False |
27,712 |
| 20 |
93.07 |
87.57 |
5.50 |
6.0% |
1.44 |
1.6% |
69% |
False |
False |
28,023 |
| 40 |
93.07 |
81.81 |
11.26 |
12.3% |
1.61 |
1.8% |
85% |
False |
False |
21,005 |
| 60 |
93.07 |
81.81 |
11.26 |
12.3% |
1.61 |
1.8% |
85% |
False |
False |
17,288 |
| 80 |
93.07 |
78.63 |
14.44 |
15.8% |
1.55 |
1.7% |
88% |
False |
False |
15,147 |
| 100 |
93.07 |
74.98 |
18.09 |
19.8% |
1.45 |
1.6% |
91% |
False |
False |
12,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.36 |
|
2.618 |
98.70 |
|
1.618 |
96.46 |
|
1.000 |
95.08 |
|
0.618 |
94.22 |
|
HIGH |
92.84 |
|
0.618 |
91.98 |
|
0.500 |
91.72 |
|
0.382 |
91.46 |
|
LOW |
90.60 |
|
0.618 |
89.22 |
|
1.000 |
88.36 |
|
1.618 |
86.98 |
|
2.618 |
84.74 |
|
4.250 |
81.08 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
91.72 |
91.80 |
| PP |
91.60 |
91.65 |
| S1 |
91.49 |
91.51 |
|