NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.58 |
91.90 |
0.32 |
0.3% |
89.90 |
| High |
91.77 |
92.55 |
0.78 |
0.8% |
91.06 |
| Low |
90.92 |
91.76 |
0.84 |
0.9% |
89.00 |
| Close |
91.72 |
92.25 |
0.53 |
0.6% |
90.36 |
| Range |
0.85 |
0.79 |
-0.06 |
-7.1% |
2.06 |
| ATR |
1.52 |
1.47 |
-0.05 |
-3.2% |
0.00 |
| Volume |
21,673 |
15,366 |
-6,307 |
-29.1% |
85,104 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.56 |
94.19 |
92.68 |
|
| R3 |
93.77 |
93.40 |
92.47 |
|
| R2 |
92.98 |
92.98 |
92.39 |
|
| R1 |
92.61 |
92.61 |
92.32 |
92.80 |
| PP |
92.19 |
92.19 |
92.19 |
92.28 |
| S1 |
91.82 |
91.82 |
92.18 |
92.01 |
| S2 |
91.40 |
91.40 |
92.11 |
|
| S3 |
90.61 |
91.03 |
92.03 |
|
| S4 |
89.82 |
90.24 |
91.82 |
|
|
| 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 |
92.55 |
89.70 |
2.85 |
3.1% |
1.04 |
1.1% |
89% |
True |
False |
20,358 |
| 10 |
92.55 |
88.68 |
3.87 |
4.2% |
1.30 |
1.4% |
92% |
True |
False |
17,977 |
| 20 |
92.55 |
83.21 |
9.34 |
10.1% |
1.55 |
1.7% |
97% |
True |
False |
16,199 |
| 40 |
92.55 |
82.22 |
10.33 |
11.2% |
1.45 |
1.6% |
97% |
True |
False |
12,690 |
| 60 |
92.55 |
81.06 |
11.49 |
12.5% |
1.42 |
1.5% |
97% |
True |
False |
10,597 |
| 80 |
92.55 |
78.63 |
13.92 |
15.1% |
1.24 |
1.3% |
98% |
True |
False |
9,158 |
| 100 |
92.55 |
75.91 |
16.64 |
18.0% |
1.14 |
1.2% |
98% |
True |
False |
7,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.91 |
|
2.618 |
94.62 |
|
1.618 |
93.83 |
|
1.000 |
93.34 |
|
0.618 |
93.04 |
|
HIGH |
92.55 |
|
0.618 |
92.25 |
|
0.500 |
92.16 |
|
0.382 |
92.06 |
|
LOW |
91.76 |
|
0.618 |
91.27 |
|
1.000 |
90.97 |
|
1.618 |
90.48 |
|
2.618 |
89.69 |
|
4.250 |
88.40 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.22 |
91.88 |
| PP |
92.19 |
91.51 |
| S1 |
92.16 |
91.15 |
|