NYMEX Light Sweet Crude Oil Future March 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 |
90.12 |
89.59 |
-0.53 |
-0.6% |
85.00 |
High |
90.46 |
91.47 |
1.01 |
1.1% |
90.13 |
Low |
89.25 |
89.07 |
-0.18 |
-0.2% |
84.52 |
Close |
89.98 |
89.67 |
-0.31 |
-0.3% |
89.87 |
Range |
1.21 |
2.40 |
1.19 |
98.3% |
5.61 |
ATR |
1.99 |
2.02 |
0.03 |
1.5% |
0.00 |
Volume |
74,316 |
64,176 |
-10,140 |
-13.6% |
209,423 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.27 |
95.87 |
90.99 |
|
R3 |
94.87 |
93.47 |
90.33 |
|
R2 |
92.47 |
92.47 |
90.11 |
|
R1 |
91.07 |
91.07 |
89.89 |
91.77 |
PP |
90.07 |
90.07 |
90.07 |
90.42 |
S1 |
88.67 |
88.67 |
89.45 |
89.37 |
S2 |
87.67 |
87.67 |
89.23 |
|
S3 |
85.27 |
86.27 |
89.01 |
|
S4 |
82.87 |
83.87 |
88.35 |
|
|
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 |
91.47 |
84.67 |
6.80 |
7.6% |
2.11 |
2.4% |
74% |
True |
False |
58,490 |
10 |
91.47 |
81.41 |
10.06 |
11.2% |
2.16 |
2.4% |
82% |
True |
False |
44,594 |
20 |
91.47 |
81.41 |
10.06 |
11.2% |
2.05 |
2.3% |
82% |
True |
False |
38,560 |
40 |
91.47 |
81.41 |
10.06 |
11.2% |
1.92 |
2.1% |
82% |
True |
False |
30,339 |
60 |
91.47 |
78.05 |
13.42 |
15.0% |
1.84 |
2.1% |
87% |
True |
False |
26,829 |
80 |
91.47 |
74.29 |
17.18 |
19.2% |
1.77 |
2.0% |
90% |
True |
False |
22,459 |
100 |
91.47 |
74.29 |
17.18 |
19.2% |
1.71 |
1.9% |
90% |
True |
False |
18,840 |
120 |
91.47 |
74.29 |
17.18 |
19.2% |
1.65 |
1.8% |
90% |
True |
False |
16,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.67 |
2.618 |
97.75 |
1.618 |
95.35 |
1.000 |
93.87 |
0.618 |
92.95 |
HIGH |
91.47 |
0.618 |
90.55 |
0.500 |
90.27 |
0.382 |
89.99 |
LOW |
89.07 |
0.618 |
87.59 |
1.000 |
86.67 |
1.618 |
85.19 |
2.618 |
82.79 |
4.250 |
78.87 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.27 |
89.74 |
PP |
90.07 |
89.71 |
S1 |
89.87 |
89.69 |
|