NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
88.55 |
88.51 |
-0.04 |
0.0% |
89.44 |
| High |
89.42 |
89.00 |
-0.42 |
-0.5% |
90.76 |
| Low |
87.71 |
87.10 |
-0.61 |
-0.7% |
87.10 |
| Close |
88.37 |
87.79 |
-0.58 |
-0.7% |
87.79 |
| Range |
1.71 |
1.90 |
0.19 |
11.1% |
3.66 |
| ATR |
2.10 |
2.08 |
-0.01 |
-0.7% |
0.00 |
| Volume |
323,790 |
281,630 |
-42,160 |
-13.0% |
1,649,187 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.66 |
92.63 |
88.84 |
|
| R3 |
91.76 |
90.73 |
88.31 |
|
| R2 |
89.86 |
89.86 |
88.14 |
|
| R1 |
88.83 |
88.83 |
87.96 |
88.40 |
| PP |
87.96 |
87.96 |
87.96 |
87.75 |
| S1 |
86.93 |
86.93 |
87.62 |
86.50 |
| S2 |
86.06 |
86.06 |
87.44 |
|
| S3 |
84.16 |
85.03 |
87.27 |
|
| S4 |
82.26 |
83.13 |
86.75 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.53 |
97.32 |
89.80 |
|
| R3 |
95.87 |
93.66 |
88.80 |
|
| R2 |
92.21 |
92.21 |
88.46 |
|
| R1 |
90.00 |
90.00 |
88.13 |
89.28 |
| PP |
88.55 |
88.55 |
88.55 |
88.19 |
| S1 |
86.34 |
86.34 |
87.45 |
85.62 |
| S2 |
84.89 |
84.89 |
87.12 |
|
| S3 |
81.23 |
82.68 |
86.78 |
|
| S4 |
77.57 |
79.02 |
85.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.76 |
87.10 |
3.66 |
4.2% |
1.84 |
2.1% |
19% |
False |
True |
329,837 |
| 10 |
90.76 |
83.55 |
7.21 |
8.2% |
2.14 |
2.4% |
59% |
False |
False |
323,798 |
| 20 |
90.76 |
80.28 |
10.48 |
11.9% |
2.22 |
2.5% |
72% |
False |
False |
285,280 |
| 40 |
90.76 |
80.28 |
10.48 |
11.9% |
2.10 |
2.4% |
72% |
False |
False |
187,775 |
| 60 |
90.76 |
76.41 |
14.35 |
16.3% |
2.03 |
2.3% |
79% |
False |
False |
146,952 |
| 80 |
90.76 |
73.12 |
17.64 |
20.1% |
1.97 |
2.2% |
83% |
False |
False |
118,062 |
| 100 |
90.76 |
73.12 |
17.64 |
20.1% |
1.90 |
2.2% |
83% |
False |
False |
96,461 |
| 120 |
90.76 |
73.12 |
17.64 |
20.1% |
1.88 |
2.1% |
83% |
False |
False |
81,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.08 |
|
2.618 |
93.97 |
|
1.618 |
92.07 |
|
1.000 |
90.90 |
|
0.618 |
90.17 |
|
HIGH |
89.00 |
|
0.618 |
88.27 |
|
0.500 |
88.05 |
|
0.382 |
87.83 |
|
LOW |
87.10 |
|
0.618 |
85.93 |
|
1.000 |
85.20 |
|
1.618 |
84.03 |
|
2.618 |
82.13 |
|
4.250 |
79.03 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.05 |
88.26 |
| PP |
87.96 |
88.10 |
| S1 |
87.88 |
87.95 |
|