NYMEX Light Sweet Crude Oil Future April 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 |
88.84 |
90.40 |
1.56 |
1.8% |
85.43 |
High |
90.50 |
90.59 |
0.09 |
0.1% |
90.50 |
Low |
88.24 |
89.40 |
1.16 |
1.3% |
84.86 |
Close |
90.02 |
90.11 |
0.09 |
0.1% |
90.02 |
Range |
2.26 |
1.19 |
-1.07 |
-47.3% |
5.64 |
ATR |
1.92 |
1.87 |
-0.05 |
-2.7% |
0.00 |
Volume |
30,997 |
36,265 |
5,268 |
17.0% |
93,475 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.60 |
93.05 |
90.76 |
|
R3 |
92.41 |
91.86 |
90.44 |
|
R2 |
91.22 |
91.22 |
90.33 |
|
R1 |
90.67 |
90.67 |
90.22 |
90.35 |
PP |
90.03 |
90.03 |
90.03 |
89.88 |
S1 |
89.48 |
89.48 |
90.00 |
89.16 |
S2 |
88.84 |
88.84 |
89.89 |
|
S3 |
87.65 |
88.29 |
89.78 |
|
S4 |
86.46 |
87.10 |
89.46 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.38 |
103.34 |
93.12 |
|
R3 |
99.74 |
97.70 |
91.57 |
|
R2 |
94.10 |
94.10 |
91.05 |
|
R1 |
92.06 |
92.06 |
90.54 |
93.08 |
PP |
88.46 |
88.46 |
88.46 |
88.97 |
S1 |
86.42 |
86.42 |
89.50 |
87.44 |
S2 |
82.82 |
82.82 |
88.99 |
|
S3 |
77.18 |
80.78 |
88.47 |
|
S4 |
71.54 |
75.14 |
86.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.59 |
84.86 |
5.73 |
6.4% |
2.02 |
2.2% |
92% |
True |
False |
24,405 |
10 |
90.59 |
81.81 |
8.78 |
9.7% |
2.03 |
2.3% |
95% |
True |
False |
18,649 |
20 |
90.59 |
81.81 |
8.78 |
9.7% |
1.84 |
2.0% |
95% |
True |
False |
16,560 |
40 |
90.59 |
81.81 |
8.78 |
9.7% |
1.65 |
1.8% |
95% |
True |
False |
13,349 |
60 |
90.59 |
78.63 |
11.96 |
13.3% |
1.60 |
1.8% |
96% |
True |
False |
12,196 |
80 |
90.59 |
74.98 |
15.61 |
17.3% |
1.49 |
1.7% |
97% |
True |
False |
10,191 |
100 |
90.59 |
74.98 |
15.61 |
17.3% |
1.31 |
1.5% |
97% |
True |
False |
8,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.65 |
2.618 |
93.71 |
1.618 |
92.52 |
1.000 |
91.78 |
0.618 |
91.33 |
HIGH |
90.59 |
0.618 |
90.14 |
0.500 |
90.00 |
0.382 |
89.85 |
LOW |
89.40 |
0.618 |
88.66 |
1.000 |
88.21 |
1.618 |
87.47 |
2.618 |
86.28 |
4.250 |
84.34 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.07 |
89.77 |
PP |
90.03 |
89.42 |
S1 |
90.00 |
89.08 |
|