NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.48 |
89.88 |
-0.60 |
-0.7% |
86.00 |
High |
90.75 |
91.82 |
1.07 |
1.2% |
90.36 |
Low |
89.55 |
89.73 |
0.18 |
0.2% |
85.31 |
Close |
90.18 |
90.32 |
0.14 |
0.2% |
90.13 |
Range |
1.20 |
2.09 |
0.89 |
74.2% |
5.05 |
ATR |
1.86 |
1.88 |
0.02 |
0.9% |
0.00 |
Volume |
52,468 |
52,970 |
502 |
1.0% |
136,223 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.89 |
95.70 |
91.47 |
|
R3 |
94.80 |
93.61 |
90.89 |
|
R2 |
92.71 |
92.71 |
90.70 |
|
R1 |
91.52 |
91.52 |
90.51 |
92.12 |
PP |
90.62 |
90.62 |
90.62 |
90.92 |
S1 |
89.43 |
89.43 |
90.13 |
90.03 |
S2 |
88.53 |
88.53 |
89.94 |
|
S3 |
86.44 |
87.34 |
89.75 |
|
S4 |
84.35 |
85.25 |
89.17 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.75 |
101.99 |
92.91 |
|
R3 |
98.70 |
96.94 |
91.52 |
|
R2 |
93.65 |
93.65 |
91.06 |
|
R1 |
91.89 |
91.89 |
90.59 |
92.77 |
PP |
88.60 |
88.60 |
88.60 |
89.04 |
S1 |
86.84 |
86.84 |
89.67 |
87.72 |
S2 |
83.55 |
83.55 |
89.20 |
|
S3 |
78.50 |
81.79 |
88.74 |
|
S4 |
73.45 |
76.74 |
87.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.82 |
85.73 |
6.09 |
6.7% |
1.87 |
2.1% |
75% |
True |
False |
40,825 |
10 |
91.82 |
82.46 |
9.36 |
10.4% |
1.99 |
2.2% |
84% |
True |
False |
30,414 |
20 |
91.82 |
82.46 |
9.36 |
10.4% |
1.89 |
2.1% |
84% |
True |
False |
27,102 |
40 |
91.82 |
82.46 |
9.36 |
10.4% |
1.78 |
2.0% |
84% |
True |
False |
22,479 |
60 |
91.82 |
79.39 |
12.43 |
13.8% |
1.74 |
1.9% |
88% |
True |
False |
22,271 |
80 |
91.82 |
75.70 |
16.12 |
17.8% |
1.69 |
1.9% |
91% |
True |
False |
19,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.70 |
2.618 |
97.29 |
1.618 |
95.20 |
1.000 |
93.91 |
0.618 |
93.11 |
HIGH |
91.82 |
0.618 |
91.02 |
0.500 |
90.78 |
0.382 |
90.53 |
LOW |
89.73 |
0.618 |
88.44 |
1.000 |
87.64 |
1.618 |
86.35 |
2.618 |
84.26 |
4.250 |
80.85 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.78 |
90.26 |
PP |
90.62 |
90.21 |
S1 |
90.47 |
90.15 |
|