NYMEX Light Sweet Crude Oil Future March 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 |
88.64 |
90.12 |
1.48 |
1.7% |
85.00 |
High |
90.13 |
90.46 |
0.33 |
0.4% |
90.13 |
Low |
88.00 |
89.25 |
1.25 |
1.4% |
84.52 |
Close |
89.87 |
89.98 |
0.11 |
0.1% |
89.87 |
Range |
2.13 |
1.21 |
-0.92 |
-43.2% |
5.61 |
ATR |
2.05 |
1.99 |
-0.06 |
-2.9% |
0.00 |
Volume |
62,181 |
74,316 |
12,135 |
19.5% |
209,423 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.53 |
92.96 |
90.65 |
|
R3 |
92.32 |
91.75 |
90.31 |
|
R2 |
91.11 |
91.11 |
90.20 |
|
R1 |
90.54 |
90.54 |
90.09 |
90.22 |
PP |
89.90 |
89.90 |
89.90 |
89.74 |
S1 |
89.33 |
89.33 |
89.87 |
89.01 |
S2 |
88.69 |
88.69 |
89.76 |
|
S3 |
87.48 |
88.12 |
89.65 |
|
S4 |
86.27 |
86.91 |
89.31 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.00 |
103.05 |
92.96 |
|
R3 |
99.39 |
97.44 |
91.41 |
|
R2 |
93.78 |
93.78 |
90.90 |
|
R1 |
91.83 |
91.83 |
90.38 |
92.81 |
PP |
88.17 |
88.17 |
88.17 |
88.66 |
S1 |
86.22 |
86.22 |
89.36 |
87.20 |
S2 |
82.56 |
82.56 |
88.84 |
|
S3 |
76.95 |
80.61 |
88.33 |
|
S4 |
71.34 |
75.00 |
86.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.46 |
84.52 |
5.94 |
6.6% |
2.09 |
2.3% |
92% |
True |
False |
53,311 |
10 |
90.46 |
81.41 |
9.05 |
10.1% |
2.12 |
2.4% |
95% |
True |
False |
41,941 |
20 |
90.46 |
81.41 |
9.05 |
10.1% |
2.00 |
2.2% |
95% |
True |
False |
36,934 |
40 |
90.46 |
81.41 |
9.05 |
10.1% |
1.89 |
2.1% |
95% |
True |
False |
29,244 |
60 |
90.46 |
78.05 |
12.41 |
13.8% |
1.82 |
2.0% |
96% |
True |
False |
26,137 |
80 |
90.46 |
74.29 |
16.17 |
18.0% |
1.75 |
1.9% |
97% |
True |
False |
21,764 |
100 |
90.46 |
74.29 |
16.17 |
18.0% |
1.70 |
1.9% |
97% |
True |
False |
18,217 |
120 |
90.46 |
74.29 |
16.17 |
18.0% |
1.64 |
1.8% |
97% |
True |
False |
15,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.60 |
2.618 |
93.63 |
1.618 |
92.42 |
1.000 |
91.67 |
0.618 |
91.21 |
HIGH |
90.46 |
0.618 |
90.00 |
0.500 |
89.86 |
0.382 |
89.71 |
LOW |
89.25 |
0.618 |
88.50 |
1.000 |
88.04 |
1.618 |
87.29 |
2.618 |
86.08 |
4.250 |
84.11 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.94 |
89.60 |
PP |
89.90 |
89.21 |
S1 |
89.86 |
88.83 |
|