NYMEX Light Sweet Crude Oil Future March 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 |
89.25 |
89.55 |
0.30 |
0.3% |
85.00 |
High |
89.91 |
90.28 |
0.37 |
0.4% |
90.13 |
Low |
88.34 |
88.65 |
0.31 |
0.4% |
84.52 |
Close |
89.29 |
89.34 |
0.05 |
0.1% |
89.87 |
Range |
1.57 |
1.63 |
0.06 |
3.8% |
5.61 |
ATR |
1.99 |
1.96 |
-0.03 |
-1.3% |
0.00 |
Volume |
97,555 |
67,006 |
-30,549 |
-31.3% |
209,423 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.31 |
93.46 |
90.24 |
|
R3 |
92.68 |
91.83 |
89.79 |
|
R2 |
91.05 |
91.05 |
89.64 |
|
R1 |
90.20 |
90.20 |
89.49 |
89.81 |
PP |
89.42 |
89.42 |
89.42 |
89.23 |
S1 |
88.57 |
88.57 |
89.19 |
88.18 |
S2 |
87.79 |
87.79 |
89.04 |
|
S3 |
86.16 |
86.94 |
88.89 |
|
S4 |
84.53 |
85.31 |
88.44 |
|
|
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 |
88.00 |
3.47 |
3.9% |
1.79 |
2.0% |
39% |
False |
False |
73,046 |
10 |
91.47 |
83.84 |
7.63 |
8.5% |
1.99 |
2.2% |
72% |
False |
False |
54,517 |
20 |
91.47 |
81.41 |
10.06 |
11.3% |
2.02 |
2.3% |
79% |
False |
False |
44,538 |
40 |
91.47 |
81.41 |
10.06 |
11.3% |
1.94 |
2.2% |
79% |
False |
False |
33,618 |
60 |
91.47 |
78.05 |
13.42 |
15.0% |
1.86 |
2.1% |
84% |
False |
False |
28,805 |
80 |
91.47 |
74.29 |
17.18 |
19.2% |
1.78 |
2.0% |
88% |
False |
False |
24,451 |
100 |
91.47 |
74.29 |
17.18 |
19.2% |
1.70 |
1.9% |
88% |
False |
False |
20,452 |
120 |
91.47 |
74.29 |
17.18 |
19.2% |
1.66 |
1.9% |
88% |
False |
False |
17,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.21 |
2.618 |
94.55 |
1.618 |
92.92 |
1.000 |
91.91 |
0.618 |
91.29 |
HIGH |
90.28 |
0.618 |
89.66 |
0.500 |
89.47 |
0.382 |
89.27 |
LOW |
88.65 |
0.618 |
87.64 |
1.000 |
87.02 |
1.618 |
86.01 |
2.618 |
84.38 |
4.250 |
81.72 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.47 |
89.91 |
PP |
89.42 |
89.72 |
S1 |
89.38 |
89.53 |
|