NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
88.82 |
89.10 |
0.28 |
0.3% |
84.61 |
High |
89.49 |
89.86 |
0.37 |
0.4% |
89.87 |
Low |
87.87 |
88.21 |
0.34 |
0.4% |
84.09 |
Close |
88.82 |
88.88 |
0.06 |
0.1% |
89.59 |
Range |
1.62 |
1.65 |
0.03 |
1.9% |
5.78 |
ATR |
2.05 |
2.02 |
-0.03 |
-1.4% |
0.00 |
Volume |
187,767 |
159,818 |
-27,949 |
-14.9% |
367,508 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.93 |
93.06 |
89.79 |
|
R3 |
92.28 |
91.41 |
89.33 |
|
R2 |
90.63 |
90.63 |
89.18 |
|
R1 |
89.76 |
89.76 |
89.03 |
89.37 |
PP |
88.98 |
88.98 |
88.98 |
88.79 |
S1 |
88.11 |
88.11 |
88.73 |
87.72 |
S2 |
87.33 |
87.33 |
88.58 |
|
S3 |
85.68 |
86.46 |
88.43 |
|
S4 |
84.03 |
84.81 |
87.97 |
|
|
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 |
87.60 |
3.57 |
4.0% |
1.86 |
2.1% |
36% |
False |
False |
136,556 |
10 |
91.17 |
83.34 |
7.83 |
8.8% |
2.05 |
2.3% |
71% |
False |
False |
100,148 |
20 |
91.17 |
80.89 |
10.28 |
11.6% |
2.09 |
2.4% |
78% |
False |
False |
81,924 |
40 |
91.17 |
80.89 |
10.28 |
11.6% |
2.01 |
2.3% |
78% |
False |
False |
57,596 |
60 |
91.17 |
77.34 |
13.83 |
15.6% |
1.94 |
2.2% |
83% |
False |
False |
46,901 |
80 |
91.17 |
73.76 |
17.41 |
19.6% |
1.84 |
2.1% |
87% |
False |
False |
38,343 |
100 |
91.17 |
73.76 |
17.41 |
19.6% |
1.75 |
2.0% |
87% |
False |
False |
31,707 |
120 |
91.17 |
73.76 |
17.41 |
19.6% |
1.65 |
1.9% |
87% |
False |
False |
26,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.87 |
2.618 |
94.18 |
1.618 |
92.53 |
1.000 |
91.51 |
0.618 |
90.88 |
HIGH |
89.86 |
0.618 |
89.23 |
0.500 |
89.04 |
0.382 |
88.84 |
LOW |
88.21 |
0.618 |
87.19 |
1.000 |
86.56 |
1.618 |
85.54 |
2.618 |
83.89 |
4.250 |
81.20 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.04 |
89.52 |
PP |
88.98 |
89.31 |
S1 |
88.93 |
89.09 |
|