NYMEX Light Sweet Crude Oil Future April 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 |
89.50 |
90.01 |
0.51 |
0.6% |
85.43 |
High |
90.20 |
90.58 |
0.38 |
0.4% |
90.50 |
Low |
88.66 |
89.00 |
0.34 |
0.4% |
84.86 |
Close |
89.63 |
89.68 |
0.05 |
0.1% |
90.02 |
Range |
1.54 |
1.58 |
0.04 |
2.6% |
5.64 |
ATR |
1.87 |
1.85 |
-0.02 |
-1.1% |
0.00 |
Volume |
38,106 |
26,929 |
-11,177 |
-29.3% |
93,475 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.49 |
93.67 |
90.55 |
|
R3 |
92.91 |
92.09 |
90.11 |
|
R2 |
91.33 |
91.33 |
89.97 |
|
R1 |
90.51 |
90.51 |
89.82 |
90.13 |
PP |
89.75 |
89.75 |
89.75 |
89.57 |
S1 |
88.93 |
88.93 |
89.54 |
88.55 |
S2 |
88.17 |
88.17 |
89.39 |
|
S3 |
86.59 |
87.35 |
89.25 |
|
S4 |
85.01 |
85.77 |
88.81 |
|
|
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 |
88.24 |
3.41 |
3.8% |
1.76 |
2.0% |
42% |
False |
False |
32,877 |
10 |
91.65 |
84.25 |
7.40 |
8.3% |
1.92 |
2.1% |
73% |
False |
False |
24,287 |
20 |
91.65 |
81.81 |
9.84 |
11.0% |
1.88 |
2.1% |
80% |
False |
False |
19,206 |
40 |
91.65 |
81.81 |
9.84 |
11.0% |
1.71 |
1.9% |
80% |
False |
False |
15,031 |
60 |
91.65 |
78.63 |
13.02 |
14.5% |
1.65 |
1.8% |
85% |
False |
False |
13,367 |
80 |
91.65 |
74.98 |
16.67 |
18.6% |
1.52 |
1.7% |
88% |
False |
False |
11,252 |
100 |
91.65 |
74.98 |
16.67 |
18.6% |
1.33 |
1.5% |
88% |
False |
False |
9,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.30 |
2.618 |
94.72 |
1.618 |
93.14 |
1.000 |
92.16 |
0.618 |
91.56 |
HIGH |
90.58 |
0.618 |
89.98 |
0.500 |
89.79 |
0.382 |
89.60 |
LOW |
89.00 |
0.618 |
88.02 |
1.000 |
87.42 |
1.618 |
86.44 |
2.618 |
84.86 |
4.250 |
82.29 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.79 |
90.16 |
PP |
89.75 |
90.00 |
S1 |
89.72 |
89.84 |
|