NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.59 |
89.25 |
-0.34 |
-0.4% |
85.00 |
High |
91.47 |
89.91 |
-1.56 |
-1.7% |
90.13 |
Low |
89.07 |
88.34 |
-0.73 |
-0.8% |
84.52 |
Close |
89.67 |
89.29 |
-0.38 |
-0.4% |
89.87 |
Range |
2.40 |
1.57 |
-0.83 |
-34.6% |
5.61 |
ATR |
2.02 |
1.99 |
-0.03 |
-1.6% |
0.00 |
Volume |
64,176 |
97,555 |
33,379 |
52.0% |
209,423 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.89 |
93.16 |
90.15 |
|
R3 |
92.32 |
91.59 |
89.72 |
|
R2 |
90.75 |
90.75 |
89.58 |
|
R1 |
90.02 |
90.02 |
89.43 |
90.39 |
PP |
89.18 |
89.18 |
89.18 |
89.36 |
S1 |
88.45 |
88.45 |
89.15 |
88.82 |
S2 |
87.61 |
87.61 |
89.00 |
|
S3 |
86.04 |
86.88 |
88.86 |
|
S4 |
84.47 |
85.31 |
88.43 |
|
|
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 |
87.20 |
4.27 |
4.8% |
1.80 |
2.0% |
49% |
False |
False |
70,240 |
10 |
91.47 |
82.11 |
9.36 |
10.5% |
2.14 |
2.4% |
77% |
False |
False |
51,323 |
20 |
91.47 |
81.41 |
10.06 |
11.3% |
2.02 |
2.3% |
78% |
False |
False |
42,384 |
40 |
91.47 |
81.41 |
10.06 |
11.3% |
1.93 |
2.2% |
78% |
False |
False |
32,407 |
60 |
91.47 |
78.05 |
13.42 |
15.0% |
1.85 |
2.1% |
84% |
False |
False |
28,079 |
80 |
91.47 |
74.29 |
17.18 |
19.2% |
1.78 |
2.0% |
87% |
False |
False |
23,642 |
100 |
91.47 |
74.29 |
17.18 |
19.2% |
1.70 |
1.9% |
87% |
False |
False |
19,797 |
120 |
91.47 |
74.29 |
17.18 |
19.2% |
1.66 |
1.9% |
87% |
False |
False |
16,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.58 |
2.618 |
94.02 |
1.618 |
92.45 |
1.000 |
91.48 |
0.618 |
90.88 |
HIGH |
89.91 |
0.618 |
89.31 |
0.500 |
89.13 |
0.382 |
88.94 |
LOW |
88.34 |
0.618 |
87.37 |
1.000 |
86.77 |
1.618 |
85.80 |
2.618 |
84.23 |
4.250 |
81.67 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.24 |
89.91 |
PP |
89.18 |
89.70 |
S1 |
89.13 |
89.50 |
|