NYMEX Light Sweet Crude Oil Future June 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 |
92.11 |
92.66 |
0.55 |
0.6% |
89.68 |
| High |
92.80 |
93.50 |
0.70 |
0.8% |
91.35 |
| Low |
92.01 |
92.27 |
0.26 |
0.3% |
89.24 |
| Close |
92.52 |
93.36 |
0.84 |
0.9% |
90.65 |
| Range |
0.79 |
1.23 |
0.44 |
55.7% |
2.11 |
| ATR |
1.53 |
1.51 |
-0.02 |
-1.4% |
0.00 |
| Volume |
18,997 |
28,898 |
9,901 |
52.1% |
149,137 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.73 |
96.28 |
94.04 |
|
| R3 |
95.50 |
95.05 |
93.70 |
|
| R2 |
94.27 |
94.27 |
93.59 |
|
| R1 |
93.82 |
93.82 |
93.47 |
94.05 |
| PP |
93.04 |
93.04 |
93.04 |
93.16 |
| S1 |
92.59 |
92.59 |
93.25 |
92.82 |
| S2 |
91.81 |
91.81 |
93.13 |
|
| S3 |
90.58 |
91.36 |
93.02 |
|
| S4 |
89.35 |
90.13 |
92.68 |
|
|
| 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 |
93.50 |
90.04 |
3.46 |
3.7% |
1.16 |
1.2% |
96% |
True |
False |
29,109 |
| 10 |
93.50 |
88.86 |
4.64 |
5.0% |
1.25 |
1.3% |
97% |
True |
False |
28,396 |
| 20 |
93.50 |
84.81 |
8.69 |
9.3% |
1.55 |
1.7% |
98% |
True |
False |
32,010 |
| 40 |
93.50 |
82.46 |
11.04 |
11.8% |
1.61 |
1.7% |
99% |
True |
False |
26,726 |
| 60 |
93.50 |
82.46 |
11.04 |
11.8% |
1.69 |
1.8% |
99% |
True |
False |
24,816 |
| 80 |
93.50 |
79.10 |
14.40 |
15.4% |
1.65 |
1.8% |
99% |
True |
False |
22,722 |
| 100 |
93.50 |
75.70 |
17.80 |
19.1% |
1.63 |
1.7% |
99% |
True |
False |
20,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.73 |
|
2.618 |
96.72 |
|
1.618 |
95.49 |
|
1.000 |
94.73 |
|
0.618 |
94.26 |
|
HIGH |
93.50 |
|
0.618 |
93.03 |
|
0.500 |
92.89 |
|
0.382 |
92.74 |
|
LOW |
92.27 |
|
0.618 |
91.51 |
|
1.000 |
91.04 |
|
1.618 |
90.28 |
|
2.618 |
89.05 |
|
4.250 |
87.04 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.20 |
93.02 |
| PP |
93.04 |
92.69 |
| S1 |
92.89 |
92.35 |
|