NYMEX Light Sweet Crude Oil Future April 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 |
90.40 |
89.70 |
-0.70 |
-0.8% |
85.43 |
| High |
90.59 |
91.65 |
1.06 |
1.2% |
90.50 |
| Low |
89.40 |
89.40 |
0.00 |
0.0% |
84.86 |
| Close |
90.11 |
89.97 |
-0.14 |
-0.2% |
90.02 |
| Range |
1.19 |
2.25 |
1.06 |
89.1% |
5.64 |
| ATR |
1.87 |
1.90 |
0.03 |
1.4% |
0.00 |
| Volume |
36,265 |
32,089 |
-4,176 |
-11.5% |
93,475 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.09 |
95.78 |
91.21 |
|
| R3 |
94.84 |
93.53 |
90.59 |
|
| R2 |
92.59 |
92.59 |
90.38 |
|
| R1 |
91.28 |
91.28 |
90.18 |
91.94 |
| PP |
90.34 |
90.34 |
90.34 |
90.67 |
| S1 |
89.03 |
89.03 |
89.76 |
89.69 |
| S2 |
88.09 |
88.09 |
89.56 |
|
| S3 |
85.84 |
86.78 |
89.35 |
|
| S4 |
83.59 |
84.53 |
88.73 |
|
|
| 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 |
91.65 |
85.12 |
6.53 |
7.3% |
2.02 |
2.2% |
74% |
True |
False |
28,069 |
| 10 |
91.65 |
81.81 |
9.84 |
10.9% |
2.05 |
2.3% |
83% |
True |
False |
20,565 |
| 20 |
91.65 |
81.81 |
9.84 |
10.9% |
1.90 |
2.1% |
83% |
True |
False |
17,271 |
| 40 |
91.65 |
81.81 |
9.84 |
10.9% |
1.68 |
1.9% |
83% |
True |
False |
13,862 |
| 60 |
91.65 |
78.63 |
13.02 |
14.5% |
1.62 |
1.8% |
87% |
True |
False |
12,541 |
| 80 |
91.65 |
74.98 |
16.67 |
18.5% |
1.51 |
1.7% |
90% |
True |
False |
10,480 |
| 100 |
91.65 |
74.98 |
16.67 |
18.5% |
1.32 |
1.5% |
90% |
True |
False |
8,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.21 |
|
2.618 |
97.54 |
|
1.618 |
95.29 |
|
1.000 |
93.90 |
|
0.618 |
93.04 |
|
HIGH |
91.65 |
|
0.618 |
90.79 |
|
0.500 |
90.53 |
|
0.382 |
90.26 |
|
LOW |
89.40 |
|
0.618 |
88.01 |
|
1.000 |
87.15 |
|
1.618 |
85.76 |
|
2.618 |
83.51 |
|
4.250 |
79.84 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.53 |
89.96 |
| PP |
90.34 |
89.95 |
| S1 |
90.16 |
89.95 |
|