NYMEX Light Sweet Crude Oil Future June 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 |
90.80 |
90.12 |
-0.68 |
-0.7% |
90.48 |
High |
90.96 |
90.51 |
-0.45 |
-0.5% |
91.82 |
Low |
89.47 |
88.86 |
-0.61 |
-0.7% |
88.86 |
Close |
90.08 |
89.59 |
-0.49 |
-0.5% |
89.59 |
Range |
1.49 |
1.65 |
0.16 |
10.7% |
2.96 |
ATR |
1.83 |
1.82 |
-0.01 |
-0.7% |
0.00 |
Volume |
43,807 |
30,859 |
-12,948 |
-29.6% |
231,080 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.60 |
93.75 |
90.50 |
|
R3 |
92.95 |
92.10 |
90.04 |
|
R2 |
91.30 |
91.30 |
89.89 |
|
R1 |
90.45 |
90.45 |
89.74 |
90.05 |
PP |
89.65 |
89.65 |
89.65 |
89.46 |
S1 |
88.80 |
88.80 |
89.44 |
88.40 |
S2 |
88.00 |
88.00 |
89.29 |
|
S3 |
86.35 |
87.15 |
89.14 |
|
S4 |
84.70 |
85.50 |
88.68 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.97 |
97.24 |
91.22 |
|
R3 |
96.01 |
94.28 |
90.40 |
|
R2 |
93.05 |
93.05 |
90.13 |
|
R1 |
91.32 |
91.32 |
89.86 |
90.71 |
PP |
90.09 |
90.09 |
90.09 |
89.78 |
S1 |
88.36 |
88.36 |
89.32 |
87.75 |
S2 |
87.13 |
87.13 |
89.05 |
|
S3 |
84.17 |
85.40 |
88.78 |
|
S4 |
81.21 |
82.44 |
87.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.82 |
88.86 |
2.96 |
3.3% |
1.60 |
1.8% |
25% |
False |
True |
46,216 |
10 |
91.82 |
85.31 |
6.51 |
7.3% |
1.83 |
2.0% |
66% |
False |
False |
36,730 |
20 |
91.82 |
82.46 |
9.36 |
10.4% |
1.91 |
2.1% |
76% |
False |
False |
29,754 |
40 |
91.82 |
82.46 |
9.36 |
10.4% |
1.79 |
2.0% |
76% |
False |
False |
24,261 |
60 |
91.82 |
79.39 |
12.43 |
13.9% |
1.76 |
2.0% |
82% |
False |
False |
23,280 |
80 |
91.82 |
75.70 |
16.12 |
18.0% |
1.70 |
1.9% |
86% |
False |
False |
20,713 |
100 |
91.82 |
75.70 |
16.12 |
18.0% |
1.68 |
1.9% |
86% |
False |
False |
18,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.52 |
2.618 |
94.83 |
1.618 |
93.18 |
1.000 |
92.16 |
0.618 |
91.53 |
HIGH |
90.51 |
0.618 |
89.88 |
0.500 |
89.69 |
0.382 |
89.49 |
LOW |
88.86 |
0.618 |
87.84 |
1.000 |
87.21 |
1.618 |
86.19 |
2.618 |
84.54 |
4.250 |
81.85 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.69 |
89.91 |
PP |
89.65 |
89.80 |
S1 |
89.62 |
89.70 |
|