NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.88 |
90.17 |
0.29 |
0.3% |
86.00 |
High |
91.82 |
90.60 |
-1.22 |
-1.3% |
90.36 |
Low |
89.73 |
89.03 |
-0.70 |
-0.8% |
85.31 |
Close |
90.32 |
90.09 |
-0.23 |
-0.3% |
90.13 |
Range |
2.09 |
1.57 |
-0.52 |
-24.9% |
5.05 |
ATR |
1.88 |
1.86 |
-0.02 |
-1.2% |
0.00 |
Volume |
52,970 |
50,976 |
-1,994 |
-3.8% |
136,223 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.62 |
93.92 |
90.95 |
|
R3 |
93.05 |
92.35 |
90.52 |
|
R2 |
91.48 |
91.48 |
90.38 |
|
R1 |
90.78 |
90.78 |
90.23 |
90.35 |
PP |
89.91 |
89.91 |
89.91 |
89.69 |
S1 |
89.21 |
89.21 |
89.95 |
88.78 |
S2 |
88.34 |
88.34 |
89.80 |
|
S3 |
86.77 |
87.64 |
89.66 |
|
S4 |
85.20 |
86.07 |
89.23 |
|
|
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 |
87.93 |
3.89 |
4.3% |
1.64 |
1.8% |
56% |
False |
False |
45,822 |
10 |
91.82 |
83.20 |
8.62 |
9.6% |
1.99 |
2.2% |
80% |
False |
False |
33,710 |
20 |
91.82 |
82.46 |
9.36 |
10.4% |
1.87 |
2.1% |
82% |
False |
False |
28,686 |
40 |
91.82 |
82.46 |
9.36 |
10.4% |
1.79 |
2.0% |
82% |
False |
False |
23,365 |
60 |
91.82 |
79.39 |
12.43 |
13.8% |
1.75 |
1.9% |
86% |
False |
False |
22,732 |
80 |
91.82 |
75.70 |
16.12 |
17.9% |
1.70 |
1.9% |
89% |
False |
False |
20,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.27 |
2.618 |
94.71 |
1.618 |
93.14 |
1.000 |
92.17 |
0.618 |
91.57 |
HIGH |
90.60 |
0.618 |
90.00 |
0.500 |
89.82 |
0.382 |
89.63 |
LOW |
89.03 |
0.618 |
88.06 |
1.000 |
87.46 |
1.618 |
86.49 |
2.618 |
84.92 |
4.250 |
82.36 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.00 |
90.43 |
PP |
89.91 |
90.31 |
S1 |
89.82 |
90.20 |
|