NYMEX Light Sweet Crude Oil Future May 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 |
89.93 |
89.30 |
-0.63 |
-0.7% |
86.13 |
| High |
91.78 |
90.40 |
-1.38 |
-1.5% |
90.33 |
| Low |
89.75 |
88.97 |
-0.78 |
-0.9% |
85.11 |
| Close |
90.17 |
89.89 |
-0.28 |
-0.3% |
90.08 |
| Range |
2.03 |
1.43 |
-0.60 |
-29.6% |
5.22 |
| ATR |
1.73 |
1.71 |
-0.02 |
-1.2% |
0.00 |
| Volume |
22,323 |
23,223 |
900 |
4.0% |
54,689 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.04 |
93.40 |
90.68 |
|
| R3 |
92.61 |
91.97 |
90.28 |
|
| R2 |
91.18 |
91.18 |
90.15 |
|
| R1 |
90.54 |
90.54 |
90.02 |
90.86 |
| PP |
89.75 |
89.75 |
89.75 |
89.92 |
| S1 |
89.11 |
89.11 |
89.76 |
89.43 |
| S2 |
88.32 |
88.32 |
89.63 |
|
| S3 |
86.89 |
87.68 |
89.50 |
|
| S4 |
85.46 |
86.25 |
89.10 |
|
|
| 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 |
87.81 |
3.97 |
4.4% |
1.57 |
1.7% |
52% |
False |
False |
19,503 |
| 10 |
91.78 |
83.21 |
8.57 |
9.5% |
1.79 |
2.0% |
78% |
False |
False |
14,420 |
| 20 |
91.78 |
82.22 |
9.56 |
10.6% |
1.65 |
1.8% |
80% |
False |
False |
11,881 |
| 40 |
91.78 |
82.22 |
9.56 |
10.6% |
1.50 |
1.7% |
80% |
False |
False |
9,595 |
| 60 |
91.78 |
79.39 |
12.39 |
13.8% |
1.33 |
1.5% |
85% |
False |
False |
8,491 |
| 80 |
91.78 |
75.91 |
15.87 |
17.7% |
1.19 |
1.3% |
88% |
False |
False |
7,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.48 |
|
2.618 |
94.14 |
|
1.618 |
92.71 |
|
1.000 |
91.83 |
|
0.618 |
91.28 |
|
HIGH |
90.40 |
|
0.618 |
89.85 |
|
0.500 |
89.69 |
|
0.382 |
89.52 |
|
LOW |
88.97 |
|
0.618 |
88.09 |
|
1.000 |
87.54 |
|
1.618 |
86.66 |
|
2.618 |
85.23 |
|
4.250 |
82.89 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.82 |
90.38 |
| PP |
89.75 |
90.21 |
| S1 |
89.69 |
90.05 |
|