NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.52 |
92.80 |
0.28 |
0.3% |
90.71 |
| High |
93.21 |
93.48 |
0.27 |
0.3% |
93.21 |
| Low |
92.02 |
92.27 |
0.25 |
0.3% |
89.74 |
| Close |
93.10 |
92.82 |
-0.28 |
-0.3% |
93.10 |
| Range |
1.19 |
1.21 |
0.02 |
1.7% |
3.47 |
| ATR |
1.45 |
1.44 |
-0.02 |
-1.2% |
0.00 |
| Volume |
23,986 |
13,421 |
-10,565 |
-44.0% |
82,713 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.49 |
95.86 |
93.49 |
|
| R3 |
95.28 |
94.65 |
93.15 |
|
| R2 |
94.07 |
94.07 |
93.04 |
|
| R1 |
93.44 |
93.44 |
92.93 |
93.76 |
| PP |
92.86 |
92.86 |
92.86 |
93.01 |
| S1 |
92.23 |
92.23 |
92.71 |
92.55 |
| S2 |
91.65 |
91.65 |
92.60 |
|
| S3 |
90.44 |
91.02 |
92.49 |
|
| S4 |
89.23 |
89.81 |
92.15 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.43 |
101.23 |
95.01 |
|
| R3 |
98.96 |
97.76 |
94.05 |
|
| R2 |
95.49 |
95.49 |
93.74 |
|
| R1 |
94.29 |
94.29 |
93.42 |
94.89 |
| PP |
92.02 |
92.02 |
92.02 |
92.32 |
| S1 |
90.82 |
90.82 |
92.78 |
91.42 |
| S2 |
88.55 |
88.55 |
92.46 |
|
| S3 |
85.08 |
87.35 |
92.15 |
|
| S4 |
81.61 |
83.88 |
91.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.48 |
89.74 |
3.74 |
4.0% |
1.14 |
1.2% |
82% |
True |
False |
19,226 |
| 10 |
93.48 |
89.00 |
4.48 |
4.8% |
1.22 |
1.3% |
85% |
True |
False |
18,123 |
| 20 |
93.48 |
85.11 |
8.37 |
9.0% |
1.45 |
1.6% |
92% |
True |
False |
16,948 |
| 40 |
93.48 |
82.22 |
11.26 |
12.1% |
1.47 |
1.6% |
94% |
True |
False |
13,343 |
| 60 |
93.48 |
82.22 |
11.26 |
12.1% |
1.42 |
1.5% |
94% |
True |
False |
11,028 |
| 80 |
93.48 |
79.35 |
14.13 |
15.2% |
1.25 |
1.3% |
95% |
True |
False |
9,537 |
| 100 |
93.48 |
75.91 |
17.57 |
18.9% |
1.16 |
1.3% |
96% |
True |
False |
8,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.62 |
|
2.618 |
96.65 |
|
1.618 |
95.44 |
|
1.000 |
94.69 |
|
0.618 |
94.23 |
|
HIGH |
93.48 |
|
0.618 |
93.02 |
|
0.500 |
92.88 |
|
0.382 |
92.73 |
|
LOW |
92.27 |
|
0.618 |
91.52 |
|
1.000 |
91.06 |
|
1.618 |
90.31 |
|
2.618 |
89.10 |
|
4.250 |
87.13 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.88 |
92.75 |
| PP |
92.86 |
92.69 |
| S1 |
92.84 |
92.62 |
|