NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.90 |
92.52 |
0.62 |
0.7% |
89.90 |
| High |
92.55 |
93.21 |
0.66 |
0.7% |
91.06 |
| Low |
91.76 |
92.02 |
0.26 |
0.3% |
89.00 |
| Close |
92.25 |
93.10 |
0.85 |
0.9% |
90.36 |
| Range |
0.79 |
1.19 |
0.40 |
50.6% |
2.06 |
| ATR |
1.47 |
1.45 |
-0.02 |
-1.4% |
0.00 |
| Volume |
15,366 |
23,986 |
8,620 |
56.1% |
85,104 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.35 |
95.91 |
93.75 |
|
| R3 |
95.16 |
94.72 |
93.43 |
|
| R2 |
93.97 |
93.97 |
93.32 |
|
| R1 |
93.53 |
93.53 |
93.21 |
93.75 |
| PP |
92.78 |
92.78 |
92.78 |
92.89 |
| S1 |
92.34 |
92.34 |
92.99 |
92.56 |
| S2 |
91.59 |
91.59 |
92.88 |
|
| S3 |
90.40 |
91.15 |
92.77 |
|
| S4 |
89.21 |
89.96 |
92.45 |
|
|
| 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 |
93.21 |
89.70 |
3.51 |
3.8% |
1.15 |
1.2% |
97% |
True |
False |
21,262 |
| 10 |
93.21 |
88.68 |
4.53 |
4.9% |
1.27 |
1.4% |
98% |
True |
False |
18,421 |
| 20 |
93.21 |
84.57 |
8.64 |
9.3% |
1.48 |
1.6% |
99% |
True |
False |
16,809 |
| 40 |
93.21 |
82.22 |
10.99 |
11.8% |
1.45 |
1.6% |
99% |
True |
False |
13,153 |
| 60 |
93.21 |
82.22 |
10.99 |
11.8% |
1.41 |
1.5% |
99% |
True |
False |
10,929 |
| 80 |
93.21 |
79.15 |
14.06 |
15.1% |
1.25 |
1.3% |
99% |
True |
False |
9,414 |
| 100 |
93.21 |
75.91 |
17.30 |
18.6% |
1.15 |
1.2% |
99% |
True |
False |
8,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.27 |
|
2.618 |
96.33 |
|
1.618 |
95.14 |
|
1.000 |
94.40 |
|
0.618 |
93.95 |
|
HIGH |
93.21 |
|
0.618 |
92.76 |
|
0.500 |
92.62 |
|
0.382 |
92.47 |
|
LOW |
92.02 |
|
0.618 |
91.28 |
|
1.000 |
90.83 |
|
1.618 |
90.09 |
|
2.618 |
88.90 |
|
4.250 |
86.96 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.94 |
92.76 |
| PP |
92.78 |
92.41 |
| S1 |
92.62 |
92.07 |
|