NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
90.71 |
91.58 |
0.87 |
1.0% |
89.90 |
| High |
91.38 |
91.77 |
0.39 |
0.4% |
91.06 |
| Low |
89.74 |
90.92 |
1.18 |
1.3% |
89.00 |
| Close |
91.27 |
91.72 |
0.45 |
0.5% |
90.36 |
| Range |
1.64 |
0.85 |
-0.79 |
-48.2% |
2.06 |
| ATR |
1.57 |
1.52 |
-0.05 |
-3.3% |
0.00 |
| Volume |
21,688 |
21,673 |
-15 |
-0.1% |
85,104 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.02 |
93.72 |
92.19 |
|
| R3 |
93.17 |
92.87 |
91.95 |
|
| R2 |
92.32 |
92.32 |
91.88 |
|
| R1 |
92.02 |
92.02 |
91.80 |
92.17 |
| PP |
91.47 |
91.47 |
91.47 |
91.55 |
| S1 |
91.17 |
91.17 |
91.64 |
91.32 |
| S2 |
90.62 |
90.62 |
91.56 |
|
| S3 |
89.77 |
90.32 |
91.49 |
|
| S4 |
88.92 |
89.47 |
91.25 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.32 |
95.40 |
91.49 |
|
| R3 |
94.26 |
93.34 |
90.93 |
|
| R2 |
92.20 |
92.20 |
90.74 |
|
| R1 |
91.28 |
91.28 |
90.55 |
91.74 |
| PP |
90.14 |
90.14 |
90.14 |
90.37 |
| S1 |
89.22 |
89.22 |
90.17 |
89.68 |
| S2 |
88.08 |
88.08 |
89.98 |
|
| S3 |
86.02 |
87.16 |
89.79 |
|
| S4 |
83.96 |
85.10 |
89.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.77 |
89.00 |
2.77 |
3.0% |
1.29 |
1.4% |
98% |
True |
False |
19,955 |
| 10 |
91.77 |
88.68 |
3.09 |
3.4% |
1.36 |
1.5% |
98% |
True |
False |
18,762 |
| 20 |
91.78 |
82.22 |
9.56 |
10.4% |
1.57 |
1.7% |
99% |
False |
False |
15,811 |
| 40 |
91.78 |
82.22 |
9.56 |
10.4% |
1.44 |
1.6% |
99% |
False |
False |
12,483 |
| 60 |
91.78 |
80.80 |
10.98 |
12.0% |
1.42 |
1.5% |
99% |
False |
False |
10,413 |
| 80 |
91.78 |
78.63 |
13.15 |
14.3% |
1.23 |
1.3% |
100% |
False |
False |
9,025 |
| 100 |
91.78 |
75.91 |
15.87 |
17.3% |
1.14 |
1.2% |
100% |
False |
False |
7,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.38 |
|
2.618 |
94.00 |
|
1.618 |
93.15 |
|
1.000 |
92.62 |
|
0.618 |
92.30 |
|
HIGH |
91.77 |
|
0.618 |
91.45 |
|
0.500 |
91.35 |
|
0.382 |
91.24 |
|
LOW |
90.92 |
|
0.618 |
90.39 |
|
1.000 |
90.07 |
|
1.618 |
89.54 |
|
2.618 |
88.69 |
|
4.250 |
87.31 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
91.60 |
91.39 |
| PP |
91.47 |
91.06 |
| S1 |
91.35 |
90.74 |
|