NYMEX Light Sweet Crude Oil Future February 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 |
89.82 |
89.40 |
-0.42 |
-0.5% |
84.61 |
High |
90.15 |
91.17 |
1.02 |
1.1% |
89.87 |
Low |
88.96 |
88.62 |
-0.34 |
-0.4% |
84.09 |
Close |
89.74 |
89.22 |
-0.52 |
-0.6% |
89.59 |
Range |
1.19 |
2.55 |
1.36 |
114.3% |
5.78 |
ATR |
2.05 |
2.08 |
0.04 |
1.8% |
0.00 |
Volume |
110,497 |
118,234 |
7,737 |
7.0% |
367,508 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.32 |
95.82 |
90.62 |
|
R3 |
94.77 |
93.27 |
89.92 |
|
R2 |
92.22 |
92.22 |
89.69 |
|
R1 |
90.72 |
90.72 |
89.45 |
90.20 |
PP |
89.67 |
89.67 |
89.67 |
89.41 |
S1 |
88.17 |
88.17 |
88.99 |
87.65 |
S2 |
87.12 |
87.12 |
88.75 |
|
S3 |
84.57 |
85.62 |
88.52 |
|
S4 |
82.02 |
83.07 |
87.82 |
|
|
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 |
91.17 |
84.20 |
6.97 |
7.8% |
2.20 |
2.5% |
72% |
True |
False |
99,306 |
10 |
91.17 |
80.89 |
10.28 |
11.5% |
2.22 |
2.5% |
81% |
True |
False |
77,690 |
20 |
91.17 |
80.89 |
10.28 |
11.5% |
2.13 |
2.4% |
81% |
True |
False |
67,978 |
40 |
91.17 |
80.89 |
10.28 |
11.5% |
1.99 |
2.2% |
81% |
True |
False |
50,083 |
60 |
91.17 |
77.34 |
13.83 |
15.5% |
1.92 |
2.2% |
86% |
True |
False |
41,843 |
80 |
91.17 |
73.76 |
17.41 |
19.5% |
1.83 |
2.1% |
89% |
True |
False |
34,070 |
100 |
91.17 |
73.76 |
17.41 |
19.5% |
1.74 |
2.0% |
89% |
True |
False |
28,270 |
120 |
91.17 |
73.76 |
17.41 |
19.5% |
1.64 |
1.8% |
89% |
True |
False |
23,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.01 |
2.618 |
97.85 |
1.618 |
95.30 |
1.000 |
93.72 |
0.618 |
92.75 |
HIGH |
91.17 |
0.618 |
90.20 |
0.500 |
89.90 |
0.382 |
89.59 |
LOW |
88.62 |
0.618 |
87.04 |
1.000 |
86.07 |
1.618 |
84.49 |
2.618 |
81.94 |
4.250 |
77.78 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.90 |
89.39 |
PP |
89.67 |
89.33 |
S1 |
89.45 |
89.28 |
|