NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.80 |
92.99 |
0.19 |
0.2% |
90.71 |
| High |
93.48 |
93.43 |
-0.05 |
-0.1% |
93.21 |
| Low |
92.27 |
92.74 |
0.47 |
0.5% |
89.74 |
| Close |
92.82 |
93.27 |
0.45 |
0.5% |
93.10 |
| Range |
1.21 |
0.69 |
-0.52 |
-43.0% |
3.47 |
| ATR |
1.44 |
1.38 |
-0.05 |
-3.7% |
0.00 |
| Volume |
13,421 |
9,043 |
-4,378 |
-32.6% |
82,713 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.22 |
94.93 |
93.65 |
|
| R3 |
94.53 |
94.24 |
93.46 |
|
| R2 |
93.84 |
93.84 |
93.40 |
|
| R1 |
93.55 |
93.55 |
93.33 |
93.70 |
| PP |
93.15 |
93.15 |
93.15 |
93.22 |
| S1 |
92.86 |
92.86 |
93.21 |
93.01 |
| S2 |
92.46 |
92.46 |
93.14 |
|
| S3 |
91.77 |
92.17 |
93.08 |
|
| S4 |
91.08 |
91.48 |
92.89 |
|
|
| 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 |
90.92 |
2.56 |
2.7% |
0.95 |
1.0% |
92% |
False |
False |
16,697 |
| 10 |
93.48 |
89.00 |
4.48 |
4.8% |
1.13 |
1.2% |
95% |
False |
False |
17,885 |
| 20 |
93.48 |
85.11 |
8.37 |
9.0% |
1.39 |
1.5% |
97% |
False |
False |
17,145 |
| 40 |
93.48 |
82.22 |
11.26 |
12.1% |
1.46 |
1.6% |
98% |
False |
False |
13,447 |
| 60 |
93.48 |
82.22 |
11.26 |
12.1% |
1.41 |
1.5% |
98% |
False |
False |
11,059 |
| 80 |
93.48 |
79.35 |
14.13 |
15.1% |
1.26 |
1.3% |
99% |
False |
False |
9,608 |
| 100 |
93.48 |
75.91 |
17.57 |
18.8% |
1.17 |
1.3% |
99% |
False |
False |
8,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.36 |
|
2.618 |
95.24 |
|
1.618 |
94.55 |
|
1.000 |
94.12 |
|
0.618 |
93.86 |
|
HIGH |
93.43 |
|
0.618 |
93.17 |
|
0.500 |
93.09 |
|
0.382 |
93.00 |
|
LOW |
92.74 |
|
0.618 |
92.31 |
|
1.000 |
92.05 |
|
1.618 |
91.62 |
|
2.618 |
90.93 |
|
4.250 |
89.81 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.21 |
93.10 |
| PP |
93.15 |
92.92 |
| S1 |
93.09 |
92.75 |
|