NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
90.45 |
89.93 |
-0.52 |
-0.6% |
86.13 |
| High |
90.55 |
91.78 |
1.23 |
1.4% |
90.33 |
| Low |
89.51 |
89.75 |
0.24 |
0.3% |
85.11 |
| Close |
90.17 |
90.17 |
0.00 |
0.0% |
90.08 |
| Range |
1.04 |
2.03 |
0.99 |
95.2% |
5.22 |
| ATR |
1.71 |
1.73 |
0.02 |
1.4% |
0.00 |
| Volume |
21,552 |
22,323 |
771 |
3.6% |
54,689 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.66 |
95.44 |
91.29 |
|
| R3 |
94.63 |
93.41 |
90.73 |
|
| R2 |
92.60 |
92.60 |
90.54 |
|
| R1 |
91.38 |
91.38 |
90.36 |
91.99 |
| PP |
90.57 |
90.57 |
90.57 |
90.87 |
| S1 |
89.35 |
89.35 |
89.98 |
89.96 |
| S2 |
88.54 |
88.54 |
89.80 |
|
| S3 |
86.51 |
87.32 |
89.61 |
|
| S4 |
84.48 |
85.29 |
89.05 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.17 |
102.34 |
92.95 |
|
| R3 |
98.95 |
97.12 |
91.52 |
|
| R2 |
93.73 |
93.73 |
91.04 |
|
| R1 |
91.90 |
91.90 |
90.56 |
92.82 |
| PP |
88.51 |
88.51 |
88.51 |
88.96 |
| S1 |
86.68 |
86.68 |
89.60 |
87.60 |
| S2 |
83.29 |
83.29 |
89.12 |
|
| S3 |
78.07 |
81.46 |
88.64 |
|
| S4 |
72.85 |
76.24 |
87.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.78 |
86.45 |
5.33 |
5.9% |
1.63 |
1.8% |
70% |
True |
False |
16,768 |
| 10 |
91.78 |
82.22 |
9.56 |
10.6% |
1.78 |
2.0% |
83% |
True |
False |
12,860 |
| 20 |
91.78 |
82.22 |
9.56 |
10.6% |
1.66 |
1.8% |
83% |
True |
False |
11,218 |
| 40 |
91.78 |
82.22 |
9.56 |
10.6% |
1.48 |
1.6% |
83% |
True |
False |
9,150 |
| 60 |
91.78 |
79.39 |
12.39 |
13.7% |
1.31 |
1.5% |
87% |
True |
False |
8,254 |
| 80 |
91.78 |
75.91 |
15.87 |
17.6% |
1.17 |
1.3% |
90% |
True |
False |
7,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.41 |
|
2.618 |
97.09 |
|
1.618 |
95.06 |
|
1.000 |
93.81 |
|
0.618 |
93.03 |
|
HIGH |
91.78 |
|
0.618 |
91.00 |
|
0.500 |
90.77 |
|
0.382 |
90.53 |
|
LOW |
89.75 |
|
0.618 |
88.50 |
|
1.000 |
87.72 |
|
1.618 |
86.47 |
|
2.618 |
84.44 |
|
4.250 |
81.12 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.77 |
90.14 |
| PP |
90.57 |
90.12 |
| S1 |
90.37 |
90.09 |
|