NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.55 |
89.42 |
-0.13 |
-0.1% |
90.12 |
High |
90.28 |
89.89 |
-0.39 |
-0.4% |
91.47 |
Low |
88.65 |
88.11 |
-0.54 |
-0.6% |
88.11 |
Close |
89.34 |
88.79 |
-0.55 |
-0.6% |
88.79 |
Range |
1.63 |
1.78 |
0.15 |
9.2% |
3.36 |
ATR |
1.96 |
1.95 |
-0.01 |
-0.7% |
0.00 |
Volume |
67,006 |
73,045 |
6,039 |
9.0% |
376,098 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.27 |
93.31 |
89.77 |
|
R3 |
92.49 |
91.53 |
89.28 |
|
R2 |
90.71 |
90.71 |
89.12 |
|
R1 |
89.75 |
89.75 |
88.95 |
89.34 |
PP |
88.93 |
88.93 |
88.93 |
88.73 |
S1 |
87.97 |
87.97 |
88.63 |
87.56 |
S2 |
87.15 |
87.15 |
88.46 |
|
S3 |
85.37 |
86.19 |
88.30 |
|
S4 |
83.59 |
84.41 |
87.81 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.54 |
97.52 |
90.64 |
|
R3 |
96.18 |
94.16 |
89.71 |
|
R2 |
92.82 |
92.82 |
89.41 |
|
R1 |
90.80 |
90.80 |
89.10 |
90.13 |
PP |
89.46 |
89.46 |
89.46 |
89.12 |
S1 |
87.44 |
87.44 |
88.48 |
86.77 |
S2 |
86.10 |
86.10 |
88.17 |
|
S3 |
82.74 |
84.08 |
87.87 |
|
S4 |
79.38 |
80.72 |
86.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.47 |
88.11 |
3.36 |
3.8% |
1.72 |
1.9% |
20% |
False |
True |
75,219 |
10 |
91.47 |
84.52 |
6.95 |
7.8% |
2.00 |
2.3% |
61% |
False |
False |
58,552 |
20 |
91.47 |
81.41 |
10.06 |
11.3% |
2.06 |
2.3% |
73% |
False |
False |
46,162 |
40 |
91.47 |
81.41 |
10.06 |
11.3% |
1.94 |
2.2% |
73% |
False |
False |
34,997 |
60 |
91.47 |
78.05 |
13.42 |
15.1% |
1.87 |
2.1% |
80% |
False |
False |
29,768 |
80 |
91.47 |
74.29 |
17.18 |
19.3% |
1.79 |
2.0% |
84% |
False |
False |
25,238 |
100 |
91.47 |
74.29 |
17.18 |
19.3% |
1.71 |
1.9% |
84% |
False |
False |
21,144 |
120 |
91.47 |
74.29 |
17.18 |
19.3% |
1.67 |
1.9% |
84% |
False |
False |
18,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.46 |
2.618 |
94.55 |
1.618 |
92.77 |
1.000 |
91.67 |
0.618 |
90.99 |
HIGH |
89.89 |
0.618 |
89.21 |
0.500 |
89.00 |
0.382 |
88.79 |
LOW |
88.11 |
0.618 |
87.01 |
1.000 |
86.33 |
1.618 |
85.23 |
2.618 |
83.45 |
4.250 |
80.55 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.00 |
89.20 |
PP |
88.93 |
89.06 |
S1 |
88.86 |
88.93 |
|