NYMEX Light Sweet Crude Oil Future February 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 |
89.40 |
88.82 |
-0.58 |
-0.6% |
84.61 |
| High |
91.17 |
89.49 |
-1.68 |
-1.8% |
89.87 |
| Low |
88.62 |
87.87 |
-0.75 |
-0.8% |
84.09 |
| Close |
89.22 |
88.82 |
-0.40 |
-0.4% |
89.59 |
| Range |
2.55 |
1.62 |
-0.93 |
-36.5% |
5.78 |
| ATR |
2.08 |
2.05 |
-0.03 |
-1.6% |
0.00 |
| Volume |
118,234 |
187,767 |
69,533 |
58.8% |
367,508 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.59 |
92.82 |
89.71 |
|
| R3 |
91.97 |
91.20 |
89.27 |
|
| R2 |
90.35 |
90.35 |
89.12 |
|
| R1 |
89.58 |
89.58 |
88.97 |
89.63 |
| PP |
88.73 |
88.73 |
88.73 |
88.75 |
| S1 |
87.96 |
87.96 |
88.67 |
88.01 |
| S2 |
87.11 |
87.11 |
88.52 |
|
| S3 |
85.49 |
86.34 |
88.37 |
|
| S4 |
83.87 |
84.72 |
87.93 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.19 |
103.17 |
92.77 |
|
| R3 |
99.41 |
97.39 |
91.18 |
|
| R2 |
93.63 |
93.63 |
90.65 |
|
| R1 |
91.61 |
91.61 |
90.12 |
92.62 |
| PP |
87.85 |
87.85 |
87.85 |
88.36 |
| S1 |
85.83 |
85.83 |
89.06 |
86.84 |
| S2 |
82.07 |
82.07 |
88.53 |
|
| S3 |
76.29 |
80.05 |
88.00 |
|
| S4 |
70.51 |
74.27 |
86.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.17 |
86.80 |
4.37 |
4.9% |
1.88 |
2.1% |
46% |
False |
False |
122,676 |
| 10 |
91.17 |
81.60 |
9.57 |
10.8% |
2.20 |
2.5% |
75% |
False |
False |
90,819 |
| 20 |
91.17 |
80.89 |
10.28 |
11.6% |
2.10 |
2.4% |
77% |
False |
False |
75,808 |
| 40 |
91.17 |
80.89 |
10.28 |
11.6% |
2.00 |
2.3% |
77% |
False |
False |
54,196 |
| 60 |
91.17 |
77.34 |
13.83 |
15.6% |
1.93 |
2.2% |
83% |
False |
False |
44,608 |
| 80 |
91.17 |
73.76 |
17.41 |
19.6% |
1.84 |
2.1% |
87% |
False |
False |
36,382 |
| 100 |
91.17 |
73.76 |
17.41 |
19.6% |
1.75 |
2.0% |
87% |
False |
False |
30,129 |
| 120 |
91.17 |
73.76 |
17.41 |
19.6% |
1.65 |
1.9% |
87% |
False |
False |
25,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.38 |
|
2.618 |
93.73 |
|
1.618 |
92.11 |
|
1.000 |
91.11 |
|
0.618 |
90.49 |
|
HIGH |
89.49 |
|
0.618 |
88.87 |
|
0.500 |
88.68 |
|
0.382 |
88.49 |
|
LOW |
87.87 |
|
0.618 |
86.87 |
|
1.000 |
86.25 |
|
1.618 |
85.25 |
|
2.618 |
83.63 |
|
4.250 |
80.99 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.77 |
89.52 |
| PP |
88.73 |
89.29 |
| S1 |
88.68 |
89.05 |
|