NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
89.03 |
90.48 |
1.45 |
1.6% |
86.00 |
| High |
90.36 |
90.75 |
0.39 |
0.4% |
90.36 |
| Low |
88.48 |
89.55 |
1.07 |
1.2% |
85.31 |
| Close |
90.13 |
90.18 |
0.05 |
0.1% |
90.13 |
| Range |
1.88 |
1.20 |
-0.68 |
-36.2% |
5.05 |
| ATR |
1.91 |
1.86 |
-0.05 |
-2.7% |
0.00 |
| Volume |
44,138 |
52,468 |
8,330 |
18.9% |
136,223 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.76 |
93.17 |
90.84 |
|
| R3 |
92.56 |
91.97 |
90.51 |
|
| R2 |
91.36 |
91.36 |
90.40 |
|
| R1 |
90.77 |
90.77 |
90.29 |
90.47 |
| PP |
90.16 |
90.16 |
90.16 |
90.01 |
| S1 |
89.57 |
89.57 |
90.07 |
89.27 |
| S2 |
88.96 |
88.96 |
89.96 |
|
| S3 |
87.76 |
88.37 |
89.85 |
|
| S4 |
86.56 |
87.17 |
89.52 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.75 |
101.99 |
92.91 |
|
| R3 |
98.70 |
96.94 |
91.52 |
|
| R2 |
93.65 |
93.65 |
91.06 |
|
| R1 |
91.89 |
91.89 |
90.59 |
92.77 |
| PP |
88.60 |
88.60 |
88.60 |
89.04 |
| S1 |
86.84 |
86.84 |
89.67 |
87.72 |
| S2 |
83.55 |
83.55 |
89.20 |
|
| S3 |
78.50 |
81.79 |
88.74 |
|
| S4 |
73.45 |
76.74 |
87.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.75 |
85.31 |
5.44 |
6.0% |
1.89 |
2.1% |
90% |
True |
False |
34,965 |
| 10 |
90.75 |
82.46 |
8.29 |
9.2% |
1.97 |
2.2% |
93% |
True |
False |
27,139 |
| 20 |
90.75 |
82.46 |
8.29 |
9.2% |
1.84 |
2.0% |
93% |
True |
False |
25,890 |
| 40 |
90.75 |
82.46 |
8.29 |
9.2% |
1.76 |
2.0% |
93% |
True |
False |
21,572 |
| 60 |
90.75 |
79.39 |
11.36 |
12.6% |
1.72 |
1.9% |
95% |
True |
False |
21,738 |
| 80 |
90.75 |
75.70 |
15.05 |
16.7% |
1.68 |
1.9% |
96% |
True |
False |
18,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.85 |
|
2.618 |
93.89 |
|
1.618 |
92.69 |
|
1.000 |
91.95 |
|
0.618 |
91.49 |
|
HIGH |
90.75 |
|
0.618 |
90.29 |
|
0.500 |
90.15 |
|
0.382 |
90.01 |
|
LOW |
89.55 |
|
0.618 |
88.81 |
|
1.000 |
88.35 |
|
1.618 |
87.61 |
|
2.618 |
86.41 |
|
4.250 |
84.45 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.17 |
89.90 |
| PP |
90.16 |
89.62 |
| S1 |
90.15 |
89.34 |
|