NYMEX Light Sweet Crude Oil Future May 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 |
89.06 |
90.45 |
1.39 |
1.6% |
86.13 |
High |
90.33 |
90.55 |
0.22 |
0.2% |
90.33 |
Low |
88.40 |
89.51 |
1.11 |
1.3% |
85.11 |
Close |
90.08 |
90.17 |
0.09 |
0.1% |
90.08 |
Range |
1.93 |
1.04 |
-0.89 |
-46.1% |
5.22 |
ATR |
1.76 |
1.71 |
-0.05 |
-2.9% |
0.00 |
Volume |
17,187 |
21,552 |
4,365 |
25.4% |
54,689 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.20 |
92.72 |
90.74 |
|
R3 |
92.16 |
91.68 |
90.46 |
|
R2 |
91.12 |
91.12 |
90.36 |
|
R1 |
90.64 |
90.64 |
90.27 |
90.36 |
PP |
90.08 |
90.08 |
90.08 |
89.94 |
S1 |
89.60 |
89.60 |
90.07 |
89.32 |
S2 |
89.04 |
89.04 |
89.98 |
|
S3 |
88.00 |
88.56 |
89.88 |
|
S4 |
86.96 |
87.52 |
89.60 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.17 |
102.34 |
92.95 |
|
R3 |
98.95 |
97.12 |
91.52 |
|
R2 |
93.73 |
93.73 |
91.04 |
|
R1 |
91.90 |
91.90 |
90.56 |
92.82 |
PP |
88.51 |
88.51 |
88.51 |
88.96 |
S1 |
86.68 |
86.68 |
89.60 |
87.60 |
S2 |
83.29 |
83.29 |
89.12 |
|
S3 |
78.07 |
81.46 |
88.64 |
|
S4 |
72.85 |
76.24 |
87.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.55 |
85.11 |
5.44 |
6.0% |
1.66 |
1.8% |
93% |
True |
False |
14,227 |
10 |
90.55 |
82.22 |
8.33 |
9.2% |
1.76 |
2.0% |
95% |
True |
False |
11,359 |
20 |
90.55 |
82.22 |
8.33 |
9.2% |
1.61 |
1.8% |
95% |
True |
False |
10,863 |
40 |
90.55 |
82.22 |
8.33 |
9.2% |
1.45 |
1.6% |
95% |
True |
False |
8,740 |
60 |
90.55 |
79.39 |
11.16 |
12.4% |
1.29 |
1.4% |
97% |
True |
False |
8,007 |
80 |
90.55 |
75.91 |
14.64 |
16.2% |
1.16 |
1.3% |
97% |
True |
False |
6,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.97 |
2.618 |
93.27 |
1.618 |
92.23 |
1.000 |
91.59 |
0.618 |
91.19 |
HIGH |
90.55 |
0.618 |
90.15 |
0.500 |
90.03 |
0.382 |
89.91 |
LOW |
89.51 |
0.618 |
88.87 |
1.000 |
88.47 |
1.618 |
87.83 |
2.618 |
86.79 |
4.250 |
85.09 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.12 |
89.84 |
PP |
90.08 |
89.51 |
S1 |
90.03 |
89.18 |
|