NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
87.94 |
89.44 |
1.50 |
1.7% |
83.90 |
| High |
89.49 |
89.76 |
0.27 |
0.3% |
89.49 |
| Low |
87.14 |
88.56 |
1.42 |
1.6% |
83.55 |
| Close |
89.19 |
89.38 |
0.19 |
0.2% |
89.19 |
| Range |
2.35 |
1.20 |
-1.15 |
-48.9% |
5.94 |
| ATR |
2.19 |
2.12 |
-0.07 |
-3.2% |
0.00 |
| Volume |
334,386 |
271,146 |
-63,240 |
-18.9% |
1,588,794 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.83 |
92.31 |
90.04 |
|
| R3 |
91.63 |
91.11 |
89.71 |
|
| R2 |
90.43 |
90.43 |
89.60 |
|
| R1 |
89.91 |
89.91 |
89.49 |
89.57 |
| PP |
89.23 |
89.23 |
89.23 |
89.07 |
| S1 |
88.71 |
88.71 |
89.27 |
88.37 |
| S2 |
88.03 |
88.03 |
89.16 |
|
| S3 |
86.83 |
87.51 |
89.05 |
|
| S4 |
85.63 |
86.31 |
88.72 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.23 |
103.15 |
92.46 |
|
| R3 |
99.29 |
97.21 |
90.82 |
|
| R2 |
93.35 |
93.35 |
90.28 |
|
| R1 |
91.27 |
91.27 |
89.73 |
92.31 |
| PP |
87.41 |
87.41 |
87.41 |
87.93 |
| S1 |
85.33 |
85.33 |
88.65 |
86.37 |
| S2 |
81.47 |
81.47 |
88.10 |
|
| S3 |
75.53 |
79.39 |
87.56 |
|
| S4 |
69.59 |
73.45 |
85.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.76 |
83.55 |
6.21 |
6.9% |
2.22 |
2.5% |
94% |
True |
False |
308,866 |
| 10 |
89.76 |
80.28 |
9.48 |
10.6% |
2.24 |
2.5% |
96% |
True |
False |
293,246 |
| 20 |
89.76 |
80.28 |
9.48 |
10.6% |
2.16 |
2.4% |
96% |
True |
False |
244,402 |
| 40 |
89.76 |
80.28 |
9.48 |
10.6% |
2.05 |
2.3% |
96% |
True |
False |
160,531 |
| 60 |
89.76 |
76.41 |
13.35 |
14.9% |
1.99 |
2.2% |
97% |
True |
False |
127,368 |
| 80 |
89.76 |
73.12 |
16.64 |
18.6% |
1.94 |
2.2% |
98% |
True |
False |
101,542 |
| 100 |
89.76 |
73.12 |
16.64 |
18.6% |
1.88 |
2.1% |
98% |
True |
False |
82,845 |
| 120 |
89.76 |
73.12 |
16.64 |
18.6% |
1.85 |
2.1% |
98% |
True |
False |
69,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.86 |
|
2.618 |
92.90 |
|
1.618 |
91.70 |
|
1.000 |
90.96 |
|
0.618 |
90.50 |
|
HIGH |
89.76 |
|
0.618 |
89.30 |
|
0.500 |
89.16 |
|
0.382 |
89.02 |
|
LOW |
88.56 |
|
0.618 |
87.82 |
|
1.000 |
87.36 |
|
1.618 |
86.62 |
|
2.618 |
85.42 |
|
4.250 |
83.46 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.31 |
88.93 |
| PP |
89.23 |
88.47 |
| S1 |
89.16 |
88.02 |
|