NYMEX Light Sweet Crude Oil Future May 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 |
89.30 |
90.60 |
1.30 |
1.5% |
86.13 |
High |
90.40 |
90.79 |
0.39 |
0.4% |
90.33 |
Low |
88.97 |
89.31 |
0.34 |
0.4% |
85.11 |
Close |
89.89 |
89.92 |
0.03 |
0.0% |
90.08 |
Range |
1.43 |
1.48 |
0.05 |
3.5% |
5.22 |
ATR |
1.71 |
1.69 |
-0.02 |
-1.0% |
0.00 |
Volume |
23,223 |
19,547 |
-3,676 |
-15.8% |
54,689 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.45 |
93.66 |
90.73 |
|
R3 |
92.97 |
92.18 |
90.33 |
|
R2 |
91.49 |
91.49 |
90.19 |
|
R1 |
90.70 |
90.70 |
90.06 |
90.36 |
PP |
90.01 |
90.01 |
90.01 |
89.83 |
S1 |
89.22 |
89.22 |
89.78 |
88.88 |
S2 |
88.53 |
88.53 |
89.65 |
|
S3 |
87.05 |
87.74 |
89.51 |
|
S4 |
85.57 |
86.26 |
89.11 |
|
|
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 |
91.78 |
88.40 |
3.38 |
3.8% |
1.58 |
1.8% |
45% |
False |
False |
20,766 |
10 |
91.78 |
84.57 |
7.21 |
8.0% |
1.68 |
1.9% |
74% |
False |
False |
15,197 |
20 |
91.78 |
82.22 |
9.56 |
10.6% |
1.65 |
1.8% |
81% |
False |
False |
12,389 |
40 |
91.78 |
82.22 |
9.56 |
10.6% |
1.51 |
1.7% |
81% |
False |
False |
9,961 |
60 |
91.78 |
79.39 |
12.39 |
13.8% |
1.35 |
1.5% |
85% |
False |
False |
8,733 |
80 |
91.78 |
75.91 |
15.87 |
17.6% |
1.19 |
1.3% |
88% |
False |
False |
7,529 |
100 |
91.78 |
75.91 |
15.87 |
17.6% |
1.05 |
1.2% |
88% |
False |
False |
6,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.08 |
2.618 |
94.66 |
1.618 |
93.18 |
1.000 |
92.27 |
0.618 |
91.70 |
HIGH |
90.79 |
0.618 |
90.22 |
0.500 |
90.05 |
0.382 |
89.88 |
LOW |
89.31 |
0.618 |
88.40 |
1.000 |
87.83 |
1.618 |
86.92 |
2.618 |
85.44 |
4.250 |
83.02 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.05 |
90.38 |
PP |
90.01 |
90.22 |
S1 |
89.96 |
90.07 |
|