NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.99 |
93.15 |
0.16 |
0.2% |
90.71 |
| High |
93.43 |
93.35 |
-0.08 |
-0.1% |
93.21 |
| Low |
92.74 |
92.60 |
-0.14 |
-0.2% |
89.74 |
| Close |
93.27 |
92.99 |
-0.28 |
-0.3% |
93.10 |
| Range |
0.69 |
0.75 |
0.06 |
8.7% |
3.47 |
| ATR |
1.38 |
1.34 |
-0.05 |
-3.3% |
0.00 |
| Volume |
9,043 |
11,130 |
2,087 |
23.1% |
82,713 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.23 |
94.86 |
93.40 |
|
| R3 |
94.48 |
94.11 |
93.20 |
|
| R2 |
93.73 |
93.73 |
93.13 |
|
| R1 |
93.36 |
93.36 |
93.06 |
93.17 |
| PP |
92.98 |
92.98 |
92.98 |
92.89 |
| S1 |
92.61 |
92.61 |
92.92 |
92.42 |
| S2 |
92.23 |
92.23 |
92.85 |
|
| S3 |
91.48 |
91.86 |
92.78 |
|
| S4 |
90.73 |
91.11 |
92.58 |
|
|
| 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 |
91.76 |
1.72 |
1.8% |
0.93 |
1.0% |
72% |
False |
False |
14,589 |
| 10 |
93.48 |
89.00 |
4.48 |
4.8% |
1.11 |
1.2% |
89% |
False |
False |
17,272 |
| 20 |
93.48 |
86.45 |
7.03 |
7.6% |
1.32 |
1.4% |
93% |
False |
False |
17,220 |
| 40 |
93.48 |
82.22 |
11.26 |
12.1% |
1.43 |
1.5% |
96% |
False |
False |
13,591 |
| 60 |
93.48 |
82.22 |
11.26 |
12.1% |
1.41 |
1.5% |
96% |
False |
False |
11,111 |
| 80 |
93.48 |
79.39 |
14.09 |
15.2% |
1.26 |
1.4% |
97% |
False |
False |
9,705 |
| 100 |
93.48 |
75.91 |
17.57 |
18.9% |
1.16 |
1.2% |
97% |
False |
False |
8,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.54 |
|
2.618 |
95.31 |
|
1.618 |
94.56 |
|
1.000 |
94.10 |
|
0.618 |
93.81 |
|
HIGH |
93.35 |
|
0.618 |
93.06 |
|
0.500 |
92.98 |
|
0.382 |
92.89 |
|
LOW |
92.60 |
|
0.618 |
92.14 |
|
1.000 |
91.85 |
|
1.618 |
91.39 |
|
2.618 |
90.64 |
|
4.250 |
89.41 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.99 |
92.95 |
| PP |
92.98 |
92.91 |
| S1 |
92.98 |
92.88 |
|