NYMEX Light Sweet Crude Oil Future January 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 |
88.35 |
88.55 |
0.20 |
0.2% |
83.90 |
| High |
88.99 |
89.42 |
0.43 |
0.5% |
89.49 |
| Low |
87.33 |
87.71 |
0.38 |
0.4% |
83.55 |
| Close |
88.28 |
88.37 |
0.09 |
0.1% |
89.19 |
| Range |
1.66 |
1.71 |
0.05 |
3.0% |
5.94 |
| ATR |
2.13 |
2.10 |
-0.03 |
-1.4% |
0.00 |
| Volume |
343,028 |
323,790 |
-19,238 |
-5.6% |
1,588,794 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.63 |
92.71 |
89.31 |
|
| R3 |
91.92 |
91.00 |
88.84 |
|
| R2 |
90.21 |
90.21 |
88.68 |
|
| R1 |
89.29 |
89.29 |
88.53 |
88.90 |
| PP |
88.50 |
88.50 |
88.50 |
88.30 |
| S1 |
87.58 |
87.58 |
88.21 |
87.19 |
| S2 |
86.79 |
86.79 |
88.06 |
|
| S3 |
85.08 |
85.87 |
87.90 |
|
| S4 |
83.37 |
84.16 |
87.43 |
|
|
| 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 |
87.14 |
3.62 |
4.1% |
1.93 |
2.2% |
34% |
False |
False |
340,388 |
| 10 |
90.76 |
82.78 |
7.98 |
9.0% |
2.12 |
2.4% |
70% |
False |
False |
311,600 |
| 20 |
90.76 |
80.28 |
10.48 |
11.9% |
2.18 |
2.5% |
77% |
False |
False |
281,320 |
| 40 |
90.76 |
80.28 |
10.48 |
11.9% |
2.10 |
2.4% |
77% |
False |
False |
182,393 |
| 60 |
90.76 |
76.41 |
14.35 |
16.2% |
2.03 |
2.3% |
83% |
False |
False |
143,056 |
| 80 |
90.76 |
73.12 |
17.64 |
20.0% |
1.97 |
2.2% |
86% |
False |
False |
114,828 |
| 100 |
90.76 |
73.12 |
17.64 |
20.0% |
1.90 |
2.2% |
86% |
False |
False |
93,702 |
| 120 |
90.76 |
73.12 |
17.64 |
20.0% |
1.87 |
2.1% |
86% |
False |
False |
78,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.69 |
|
2.618 |
93.90 |
|
1.618 |
92.19 |
|
1.000 |
91.13 |
|
0.618 |
90.48 |
|
HIGH |
89.42 |
|
0.618 |
88.77 |
|
0.500 |
88.57 |
|
0.382 |
88.36 |
|
LOW |
87.71 |
|
0.618 |
86.65 |
|
1.000 |
86.00 |
|
1.618 |
84.94 |
|
2.618 |
83.23 |
|
4.250 |
80.44 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.57 |
89.05 |
| PP |
88.50 |
88.82 |
| S1 |
88.44 |
88.60 |
|