NYMEX Light Sweet Crude Oil Future April 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 |
89.70 |
89.50 |
-0.20 |
-0.2% |
85.43 |
High |
91.65 |
90.20 |
-1.45 |
-1.6% |
90.50 |
Low |
89.40 |
88.66 |
-0.74 |
-0.8% |
84.86 |
Close |
89.97 |
89.63 |
-0.34 |
-0.4% |
90.02 |
Range |
2.25 |
1.54 |
-0.71 |
-31.6% |
5.64 |
ATR |
1.90 |
1.87 |
-0.03 |
-1.4% |
0.00 |
Volume |
32,089 |
38,106 |
6,017 |
18.8% |
93,475 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.12 |
93.41 |
90.48 |
|
R3 |
92.58 |
91.87 |
90.05 |
|
R2 |
91.04 |
91.04 |
89.91 |
|
R1 |
90.33 |
90.33 |
89.77 |
90.69 |
PP |
89.50 |
89.50 |
89.50 |
89.67 |
S1 |
88.79 |
88.79 |
89.49 |
89.15 |
S2 |
87.96 |
87.96 |
89.35 |
|
S3 |
86.42 |
87.25 |
89.21 |
|
S4 |
84.88 |
85.71 |
88.78 |
|
|
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 |
87.57 |
4.08 |
4.6% |
1.75 |
2.0% |
50% |
False |
False |
32,934 |
10 |
91.65 |
82.75 |
8.90 |
9.9% |
2.05 |
2.3% |
77% |
False |
False |
23,478 |
20 |
91.65 |
81.81 |
9.84 |
11.0% |
1.87 |
2.1% |
79% |
False |
False |
18,563 |
40 |
91.65 |
81.81 |
9.84 |
11.0% |
1.69 |
1.9% |
79% |
False |
False |
14,620 |
60 |
91.65 |
78.63 |
13.02 |
14.5% |
1.63 |
1.8% |
84% |
False |
False |
13,034 |
80 |
91.65 |
74.98 |
16.67 |
18.6% |
1.52 |
1.7% |
88% |
False |
False |
10,930 |
100 |
91.65 |
74.98 |
16.67 |
18.6% |
1.32 |
1.5% |
88% |
False |
False |
9,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.75 |
2.618 |
94.23 |
1.618 |
92.69 |
1.000 |
91.74 |
0.618 |
91.15 |
HIGH |
90.20 |
0.618 |
89.61 |
0.500 |
89.43 |
0.382 |
89.25 |
LOW |
88.66 |
0.618 |
87.71 |
1.000 |
87.12 |
1.618 |
86.17 |
2.618 |
84.63 |
4.250 |
82.12 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.56 |
90.16 |
PP |
89.50 |
89.98 |
S1 |
89.43 |
89.81 |
|