NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
88.30 |
89.82 |
1.52 |
1.7% |
84.61 |
High |
89.87 |
90.15 |
0.28 |
0.3% |
89.87 |
Low |
87.60 |
88.96 |
1.36 |
1.6% |
84.09 |
Close |
89.59 |
89.74 |
0.15 |
0.2% |
89.59 |
Range |
2.27 |
1.19 |
-1.08 |
-47.6% |
5.78 |
ATR |
2.11 |
2.05 |
-0.07 |
-3.1% |
0.00 |
Volume |
106,465 |
110,497 |
4,032 |
3.8% |
367,508 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.19 |
92.65 |
90.39 |
|
R3 |
92.00 |
91.46 |
90.07 |
|
R2 |
90.81 |
90.81 |
89.96 |
|
R1 |
90.27 |
90.27 |
89.85 |
89.95 |
PP |
89.62 |
89.62 |
89.62 |
89.45 |
S1 |
89.08 |
89.08 |
89.63 |
88.76 |
S2 |
88.43 |
88.43 |
89.52 |
|
S3 |
87.24 |
87.89 |
89.41 |
|
S4 |
86.05 |
86.70 |
89.09 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.19 |
103.17 |
92.77 |
|
R3 |
99.41 |
97.39 |
91.18 |
|
R2 |
93.63 |
93.63 |
90.65 |
|
R1 |
91.61 |
91.61 |
90.12 |
92.62 |
PP |
87.85 |
87.85 |
87.85 |
88.36 |
S1 |
85.83 |
85.83 |
89.06 |
86.84 |
S2 |
82.07 |
82.07 |
88.53 |
|
S3 |
76.29 |
80.05 |
88.00 |
|
S4 |
70.51 |
74.27 |
86.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.15 |
84.09 |
6.06 |
6.8% |
2.15 |
2.4% |
93% |
True |
False |
88,959 |
10 |
90.15 |
80.89 |
9.26 |
10.3% |
2.18 |
2.4% |
96% |
True |
False |
72,687 |
20 |
90.15 |
80.89 |
9.26 |
10.3% |
2.07 |
2.3% |
96% |
True |
False |
64,407 |
40 |
90.15 |
80.89 |
9.26 |
10.3% |
1.97 |
2.2% |
96% |
True |
False |
48,025 |
60 |
90.15 |
77.34 |
12.81 |
14.3% |
1.90 |
2.1% |
97% |
True |
False |
40,260 |
80 |
90.15 |
73.76 |
16.39 |
18.3% |
1.82 |
2.0% |
97% |
True |
False |
32,686 |
100 |
90.15 |
73.76 |
16.39 |
18.3% |
1.73 |
1.9% |
97% |
True |
False |
27,104 |
120 |
90.15 |
73.76 |
16.39 |
18.3% |
1.61 |
1.8% |
97% |
True |
False |
22,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.21 |
2.618 |
93.27 |
1.618 |
92.08 |
1.000 |
91.34 |
0.618 |
90.89 |
HIGH |
90.15 |
0.618 |
89.70 |
0.500 |
89.56 |
0.382 |
89.41 |
LOW |
88.96 |
0.618 |
88.22 |
1.000 |
87.77 |
1.618 |
87.03 |
2.618 |
85.84 |
4.250 |
83.90 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.68 |
89.32 |
PP |
89.62 |
88.90 |
S1 |
89.56 |
88.48 |
|