NYMEX Light Sweet Crude Oil Future April 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 |
90.01 |
89.70 |
-0.31 |
-0.3% |
90.40 |
High |
90.58 |
90.17 |
-0.41 |
-0.5% |
91.65 |
Low |
89.00 |
88.43 |
-0.57 |
-0.6% |
88.43 |
Close |
89.68 |
89.17 |
-0.51 |
-0.6% |
89.17 |
Range |
1.58 |
1.74 |
0.16 |
10.1% |
3.22 |
ATR |
1.85 |
1.84 |
-0.01 |
-0.4% |
0.00 |
Volume |
26,929 |
24,630 |
-2,299 |
-8.5% |
158,019 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.48 |
93.56 |
90.13 |
|
R3 |
92.74 |
91.82 |
89.65 |
|
R2 |
91.00 |
91.00 |
89.49 |
|
R1 |
90.08 |
90.08 |
89.33 |
89.67 |
PP |
89.26 |
89.26 |
89.26 |
89.05 |
S1 |
88.34 |
88.34 |
89.01 |
87.93 |
S2 |
87.52 |
87.52 |
88.85 |
|
S3 |
85.78 |
86.60 |
88.69 |
|
S4 |
84.04 |
84.86 |
88.21 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.41 |
97.51 |
90.94 |
|
R3 |
96.19 |
94.29 |
90.06 |
|
R2 |
92.97 |
92.97 |
89.76 |
|
R1 |
91.07 |
91.07 |
89.47 |
90.41 |
PP |
89.75 |
89.75 |
89.75 |
89.42 |
S1 |
87.85 |
87.85 |
88.87 |
87.19 |
S2 |
86.53 |
86.53 |
88.58 |
|
S3 |
83.31 |
84.63 |
88.28 |
|
S4 |
80.09 |
81.41 |
87.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.65 |
88.43 |
3.22 |
3.6% |
1.66 |
1.9% |
23% |
False |
True |
31,603 |
10 |
91.65 |
84.86 |
6.79 |
7.6% |
1.93 |
2.2% |
63% |
False |
False |
25,149 |
20 |
91.65 |
81.81 |
9.84 |
11.0% |
1.92 |
2.2% |
75% |
False |
False |
19,516 |
40 |
91.65 |
81.81 |
9.84 |
11.0% |
1.72 |
1.9% |
75% |
False |
False |
15,463 |
60 |
91.65 |
78.63 |
13.02 |
14.6% |
1.65 |
1.9% |
81% |
False |
False |
13,611 |
80 |
91.65 |
74.98 |
16.67 |
18.7% |
1.53 |
1.7% |
85% |
False |
False |
11,492 |
100 |
91.65 |
74.98 |
16.67 |
18.7% |
1.35 |
1.5% |
85% |
False |
False |
9,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.57 |
2.618 |
94.73 |
1.618 |
92.99 |
1.000 |
91.91 |
0.618 |
91.25 |
HIGH |
90.17 |
0.618 |
89.51 |
0.500 |
89.30 |
0.382 |
89.09 |
LOW |
88.43 |
0.618 |
87.35 |
1.000 |
86.69 |
1.618 |
85.61 |
2.618 |
83.87 |
4.250 |
81.04 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.30 |
89.51 |
PP |
89.26 |
89.39 |
S1 |
89.21 |
89.28 |
|