NYMEX Light Sweet Crude Oil Future June 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 |
90.17 |
90.80 |
0.63 |
0.7% |
86.00 |
High |
90.60 |
90.96 |
0.36 |
0.4% |
90.36 |
Low |
89.03 |
89.47 |
0.44 |
0.5% |
85.31 |
Close |
90.09 |
90.08 |
-0.01 |
0.0% |
90.13 |
Range |
1.57 |
1.49 |
-0.08 |
-5.1% |
5.05 |
ATR |
1.86 |
1.83 |
-0.03 |
-1.4% |
0.00 |
Volume |
50,976 |
43,807 |
-7,169 |
-14.1% |
136,223 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.64 |
93.85 |
90.90 |
|
R3 |
93.15 |
92.36 |
90.49 |
|
R2 |
91.66 |
91.66 |
90.35 |
|
R1 |
90.87 |
90.87 |
90.22 |
90.52 |
PP |
90.17 |
90.17 |
90.17 |
90.00 |
S1 |
89.38 |
89.38 |
89.94 |
89.03 |
S2 |
88.68 |
88.68 |
89.81 |
|
S3 |
87.19 |
87.89 |
89.67 |
|
S4 |
85.70 |
86.40 |
89.26 |
|
|
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 |
88.48 |
3.34 |
3.7% |
1.65 |
1.8% |
48% |
False |
False |
48,871 |
10 |
91.82 |
84.81 |
7.01 |
7.8% |
1.84 |
2.0% |
75% |
False |
False |
35,624 |
20 |
91.82 |
82.46 |
9.36 |
10.4% |
1.87 |
2.1% |
81% |
False |
False |
29,697 |
40 |
91.82 |
82.46 |
9.36 |
10.4% |
1.79 |
2.0% |
81% |
False |
False |
24,037 |
60 |
91.82 |
79.39 |
12.43 |
13.8% |
1.76 |
2.0% |
86% |
False |
False |
23,140 |
80 |
91.82 |
75.70 |
16.12 |
17.9% |
1.69 |
1.9% |
89% |
False |
False |
20,503 |
100 |
91.82 |
75.70 |
16.12 |
17.9% |
1.67 |
1.9% |
89% |
False |
False |
17,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.29 |
2.618 |
94.86 |
1.618 |
93.37 |
1.000 |
92.45 |
0.618 |
91.88 |
HIGH |
90.96 |
0.618 |
90.39 |
0.500 |
90.22 |
0.382 |
90.04 |
LOW |
89.47 |
0.618 |
88.55 |
1.000 |
87.98 |
1.618 |
87.06 |
2.618 |
85.57 |
4.250 |
83.14 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.22 |
90.43 |
PP |
90.17 |
90.31 |
S1 |
90.13 |
90.20 |
|