NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
89.44 |
88.92 |
-0.52 |
-0.6% |
83.90 |
| High |
89.76 |
90.76 |
1.00 |
1.1% |
89.49 |
| Low |
88.56 |
88.04 |
-0.52 |
-0.6% |
83.55 |
| Close |
89.38 |
88.69 |
-0.69 |
-0.8% |
89.19 |
| Range |
1.20 |
2.72 |
1.52 |
126.7% |
5.94 |
| ATR |
2.12 |
2.16 |
0.04 |
2.0% |
0.00 |
| Volume |
271,146 |
429,593 |
158,447 |
58.4% |
1,588,794 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.32 |
95.73 |
90.19 |
|
| R3 |
94.60 |
93.01 |
89.44 |
|
| R2 |
91.88 |
91.88 |
89.19 |
|
| R1 |
90.29 |
90.29 |
88.94 |
89.73 |
| PP |
89.16 |
89.16 |
89.16 |
88.88 |
| S1 |
87.57 |
87.57 |
88.44 |
87.01 |
| S2 |
86.44 |
86.44 |
88.19 |
|
| S3 |
83.72 |
84.85 |
87.94 |
|
| S4 |
81.00 |
82.13 |
87.19 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.23 |
103.15 |
92.46 |
|
| R3 |
99.29 |
97.21 |
90.82 |
|
| R2 |
93.35 |
93.35 |
90.28 |
|
| R1 |
91.27 |
91.27 |
89.73 |
92.31 |
| PP |
87.41 |
87.41 |
87.41 |
87.93 |
| S1 |
85.33 |
85.33 |
88.65 |
86.37 |
| S2 |
81.47 |
81.47 |
88.10 |
|
| S3 |
75.53 |
79.39 |
87.56 |
|
| S4 |
69.59 |
73.45 |
85.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.76 |
83.63 |
7.13 |
8.0% |
2.29 |
2.6% |
71% |
True |
False |
331,756 |
| 10 |
90.76 |
80.28 |
10.48 |
11.8% |
2.29 |
2.6% |
80% |
True |
False |
308,788 |
| 20 |
90.76 |
80.28 |
10.48 |
11.8% |
2.22 |
2.5% |
80% |
True |
False |
260,846 |
| 40 |
90.76 |
80.28 |
10.48 |
11.8% |
2.09 |
2.4% |
80% |
True |
False |
168,885 |
| 60 |
90.76 |
76.41 |
14.35 |
16.2% |
2.01 |
2.3% |
86% |
True |
False |
133,461 |
| 80 |
90.76 |
73.12 |
17.64 |
19.9% |
1.96 |
2.2% |
88% |
True |
False |
106,670 |
| 100 |
90.76 |
73.12 |
17.64 |
19.9% |
1.90 |
2.1% |
88% |
True |
False |
87,108 |
| 120 |
90.76 |
73.12 |
17.64 |
19.9% |
1.87 |
2.1% |
88% |
True |
False |
73,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.32 |
|
2.618 |
97.88 |
|
1.618 |
95.16 |
|
1.000 |
93.48 |
|
0.618 |
92.44 |
|
HIGH |
90.76 |
|
0.618 |
89.72 |
|
0.500 |
89.40 |
|
0.382 |
89.08 |
|
LOW |
88.04 |
|
0.618 |
86.36 |
|
1.000 |
85.32 |
|
1.618 |
83.64 |
|
2.618 |
80.92 |
|
4.250 |
76.48 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.40 |
88.95 |
| PP |
89.16 |
88.86 |
| S1 |
88.93 |
88.78 |
|