NYMEX Light Sweet Crude Oil Future January 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 |
88.92 |
88.35 |
-0.57 |
-0.6% |
83.90 |
| High |
90.76 |
88.99 |
-1.77 |
-2.0% |
89.49 |
| Low |
88.04 |
87.33 |
-0.71 |
-0.8% |
83.55 |
| Close |
88.69 |
88.28 |
-0.41 |
-0.5% |
89.19 |
| Range |
2.72 |
1.66 |
-1.06 |
-39.0% |
5.94 |
| ATR |
2.16 |
2.13 |
-0.04 |
-1.7% |
0.00 |
| Volume |
429,593 |
343,028 |
-86,565 |
-20.2% |
1,588,794 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.18 |
92.39 |
89.19 |
|
| R3 |
91.52 |
90.73 |
88.74 |
|
| R2 |
89.86 |
89.86 |
88.58 |
|
| R1 |
89.07 |
89.07 |
88.43 |
88.64 |
| PP |
88.20 |
88.20 |
88.20 |
87.98 |
| S1 |
87.41 |
87.41 |
88.13 |
86.98 |
| S2 |
86.54 |
86.54 |
87.98 |
|
| S3 |
84.88 |
85.75 |
87.82 |
|
| S4 |
83.22 |
84.09 |
87.37 |
|
|
| 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 |
90.76 |
86.27 |
4.49 |
5.1% |
1.96 |
2.2% |
45% |
False |
False |
337,873 |
| 10 |
90.76 |
80.97 |
9.79 |
11.1% |
2.28 |
2.6% |
75% |
False |
False |
309,819 |
| 20 |
90.76 |
80.28 |
10.48 |
11.9% |
2.19 |
2.5% |
76% |
False |
False |
272,265 |
| 40 |
90.76 |
80.28 |
10.48 |
11.9% |
2.09 |
2.4% |
76% |
False |
False |
175,878 |
| 60 |
90.76 |
76.41 |
14.35 |
16.3% |
2.02 |
2.3% |
83% |
False |
False |
138,341 |
| 80 |
90.76 |
73.12 |
17.64 |
20.0% |
1.97 |
2.2% |
86% |
False |
False |
110,876 |
| 100 |
90.76 |
73.12 |
17.64 |
20.0% |
1.90 |
2.1% |
86% |
False |
False |
90,494 |
| 120 |
90.76 |
73.12 |
17.64 |
20.0% |
1.87 |
2.1% |
86% |
False |
False |
76,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.05 |
|
2.618 |
93.34 |
|
1.618 |
91.68 |
|
1.000 |
90.65 |
|
0.618 |
90.02 |
|
HIGH |
88.99 |
|
0.618 |
88.36 |
|
0.500 |
88.16 |
|
0.382 |
87.96 |
|
LOW |
87.33 |
|
0.618 |
86.30 |
|
1.000 |
85.67 |
|
1.618 |
84.64 |
|
2.618 |
82.98 |
|
4.250 |
80.28 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.24 |
89.05 |
| PP |
88.20 |
88.79 |
| S1 |
88.16 |
88.54 |
|