NYMEX Light Sweet Crude Oil Future June 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 |
92.66 |
92.67 |
0.01 |
0.0% |
91.07 |
| High |
93.50 |
93.68 |
0.18 |
0.2% |
93.50 |
| Low |
92.27 |
92.55 |
0.28 |
0.3% |
90.07 |
| Close |
93.36 |
93.13 |
-0.23 |
-0.2% |
93.36 |
| Range |
1.23 |
1.13 |
-0.10 |
-8.1% |
3.43 |
| ATR |
1.51 |
1.48 |
-0.03 |
-1.8% |
0.00 |
| Volume |
28,898 |
15,273 |
-13,625 |
-47.1% |
103,968 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.51 |
95.95 |
93.75 |
|
| R3 |
95.38 |
94.82 |
93.44 |
|
| R2 |
94.25 |
94.25 |
93.34 |
|
| R1 |
93.69 |
93.69 |
93.23 |
93.97 |
| PP |
93.12 |
93.12 |
93.12 |
93.26 |
| S1 |
92.56 |
92.56 |
93.03 |
92.84 |
| S2 |
91.99 |
91.99 |
92.92 |
|
| S3 |
90.86 |
91.43 |
92.82 |
|
| S4 |
89.73 |
90.30 |
92.51 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.60 |
101.41 |
95.25 |
|
| R3 |
99.17 |
97.98 |
94.30 |
|
| R2 |
95.74 |
95.74 |
93.99 |
|
| R1 |
94.55 |
94.55 |
93.67 |
95.15 |
| PP |
92.31 |
92.31 |
92.31 |
92.61 |
| S1 |
91.12 |
91.12 |
93.05 |
91.72 |
| S2 |
88.88 |
88.88 |
92.73 |
|
| S3 |
85.45 |
87.69 |
92.42 |
|
| S4 |
82.02 |
84.26 |
91.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.68 |
90.07 |
3.61 |
3.9% |
1.13 |
1.2% |
85% |
True |
False |
23,848 |
| 10 |
93.68 |
89.24 |
4.44 |
4.8% |
1.20 |
1.3% |
88% |
True |
False |
26,837 |
| 20 |
93.68 |
85.31 |
8.37 |
9.0% |
1.52 |
1.6% |
93% |
True |
False |
31,784 |
| 40 |
93.68 |
82.46 |
11.22 |
12.0% |
1.62 |
1.7% |
95% |
True |
False |
26,776 |
| 60 |
93.68 |
82.46 |
11.22 |
12.0% |
1.68 |
1.8% |
95% |
True |
False |
24,647 |
| 80 |
93.68 |
79.39 |
14.29 |
15.3% |
1.65 |
1.8% |
96% |
True |
False |
22,768 |
| 100 |
93.68 |
75.70 |
17.98 |
19.3% |
1.63 |
1.8% |
97% |
True |
False |
20,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.48 |
|
2.618 |
96.64 |
|
1.618 |
95.51 |
|
1.000 |
94.81 |
|
0.618 |
94.38 |
|
HIGH |
93.68 |
|
0.618 |
93.25 |
|
0.500 |
93.12 |
|
0.382 |
92.98 |
|
LOW |
92.55 |
|
0.618 |
91.85 |
|
1.000 |
91.42 |
|
1.618 |
90.72 |
|
2.618 |
89.59 |
|
4.250 |
87.75 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.13 |
93.04 |
| PP |
93.12 |
92.94 |
| S1 |
93.12 |
92.85 |
|