NYMEX Light Sweet Crude Oil Future May 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 |
90.60 |
89.96 |
-0.64 |
-0.7% |
90.45 |
High |
90.79 |
90.37 |
-0.42 |
-0.5% |
91.78 |
Low |
89.31 |
88.68 |
-0.63 |
-0.7% |
88.68 |
Close |
89.92 |
89.42 |
-0.50 |
-0.6% |
89.42 |
Range |
1.48 |
1.69 |
0.21 |
14.2% |
3.10 |
ATR |
1.69 |
1.69 |
0.00 |
0.0% |
0.00 |
Volume |
19,547 |
16,394 |
-3,153 |
-16.1% |
103,039 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.56 |
93.68 |
90.35 |
|
R3 |
92.87 |
91.99 |
89.88 |
|
R2 |
91.18 |
91.18 |
89.73 |
|
R1 |
90.30 |
90.30 |
89.57 |
89.90 |
PP |
89.49 |
89.49 |
89.49 |
89.29 |
S1 |
88.61 |
88.61 |
89.27 |
88.21 |
S2 |
87.80 |
87.80 |
89.11 |
|
S3 |
86.11 |
86.92 |
88.96 |
|
S4 |
84.42 |
85.23 |
88.49 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.26 |
97.44 |
91.13 |
|
R3 |
96.16 |
94.34 |
90.27 |
|
R2 |
93.06 |
93.06 |
89.99 |
|
R1 |
91.24 |
91.24 |
89.70 |
90.60 |
PP |
89.96 |
89.96 |
89.96 |
89.64 |
S1 |
88.14 |
88.14 |
89.14 |
87.50 |
S2 |
86.86 |
86.86 |
88.85 |
|
S3 |
83.76 |
85.04 |
88.57 |
|
S4 |
80.66 |
81.94 |
87.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.78 |
88.68 |
3.10 |
3.5% |
1.53 |
1.7% |
24% |
False |
True |
20,607 |
10 |
91.78 |
85.11 |
6.67 |
7.5% |
1.68 |
1.9% |
65% |
False |
False |
15,772 |
20 |
91.78 |
82.22 |
9.56 |
10.7% |
1.70 |
1.9% |
75% |
False |
False |
12,461 |
40 |
91.78 |
82.22 |
9.56 |
10.7% |
1.53 |
1.7% |
75% |
False |
False |
10,240 |
60 |
91.78 |
79.39 |
12.39 |
13.9% |
1.38 |
1.5% |
81% |
False |
False |
8,878 |
80 |
91.78 |
75.91 |
15.87 |
17.7% |
1.20 |
1.3% |
85% |
False |
False |
7,633 |
100 |
91.78 |
75.91 |
15.87 |
17.7% |
1.07 |
1.2% |
85% |
False |
False |
6,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.55 |
2.618 |
94.79 |
1.618 |
93.10 |
1.000 |
92.06 |
0.618 |
91.41 |
HIGH |
90.37 |
0.618 |
89.72 |
0.500 |
89.53 |
0.382 |
89.33 |
LOW |
88.68 |
0.618 |
87.64 |
1.000 |
86.99 |
1.618 |
85.95 |
2.618 |
84.26 |
4.250 |
81.50 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.53 |
89.74 |
PP |
89.49 |
89.63 |
S1 |
89.46 |
89.53 |
|