NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.07 |
91.49 |
0.42 |
0.5% |
89.68 |
| High |
91.70 |
92.05 |
0.35 |
0.4% |
91.35 |
| Low |
90.07 |
91.20 |
1.13 |
1.3% |
89.24 |
| Close |
91.57 |
92.01 |
0.44 |
0.5% |
90.65 |
| Range |
1.63 |
0.85 |
-0.78 |
-47.9% |
2.11 |
| ATR |
1.65 |
1.59 |
-0.06 |
-3.5% |
0.00 |
| Volume |
33,113 |
22,960 |
-10,153 |
-30.7% |
149,137 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.30 |
94.01 |
92.48 |
|
| R3 |
93.45 |
93.16 |
92.24 |
|
| R2 |
92.60 |
92.60 |
92.17 |
|
| R1 |
92.31 |
92.31 |
92.09 |
92.46 |
| PP |
91.75 |
91.75 |
91.75 |
91.83 |
| S1 |
91.46 |
91.46 |
91.93 |
91.61 |
| S2 |
90.90 |
90.90 |
91.85 |
|
| S3 |
90.05 |
90.61 |
91.78 |
|
| S4 |
89.20 |
89.76 |
91.54 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.74 |
95.81 |
91.81 |
|
| R3 |
94.63 |
93.70 |
91.23 |
|
| R2 |
92.52 |
92.52 |
91.04 |
|
| R1 |
91.59 |
91.59 |
90.84 |
92.06 |
| PP |
90.41 |
90.41 |
90.41 |
90.65 |
| S1 |
89.48 |
89.48 |
90.46 |
89.95 |
| S2 |
88.30 |
88.30 |
90.26 |
|
| S3 |
86.19 |
87.37 |
90.07 |
|
| S4 |
84.08 |
85.26 |
89.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.05 |
89.24 |
2.81 |
3.1% |
1.29 |
1.4% |
99% |
True |
False |
30,351 |
| 10 |
92.05 |
88.86 |
3.19 |
3.5% |
1.36 |
1.5% |
99% |
True |
False |
33,085 |
| 20 |
92.05 |
82.46 |
9.59 |
10.4% |
1.67 |
1.8% |
100% |
True |
False |
31,750 |
| 40 |
92.05 |
82.46 |
9.59 |
10.4% |
1.62 |
1.8% |
100% |
True |
False |
26,080 |
| 60 |
92.05 |
80.18 |
11.87 |
12.9% |
1.71 |
1.9% |
100% |
True |
False |
24,577 |
| 80 |
92.05 |
78.80 |
13.25 |
14.4% |
1.66 |
1.8% |
100% |
True |
False |
22,473 |
| 100 |
92.05 |
75.70 |
16.35 |
17.8% |
1.64 |
1.8% |
100% |
True |
False |
19,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.66 |
|
2.618 |
94.28 |
|
1.618 |
93.43 |
|
1.000 |
92.90 |
|
0.618 |
92.58 |
|
HIGH |
92.05 |
|
0.618 |
91.73 |
|
0.500 |
91.63 |
|
0.382 |
91.52 |
|
LOW |
91.20 |
|
0.618 |
90.67 |
|
1.000 |
90.35 |
|
1.618 |
89.82 |
|
2.618 |
88.97 |
|
4.250 |
87.59 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
91.88 |
91.69 |
| PP |
91.75 |
91.37 |
| S1 |
91.63 |
91.05 |
|