NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
86.80 |
84.91 |
-1.89 |
-2.2% |
83.08 |
| High |
86.82 |
87.79 |
0.97 |
1.1% |
85.57 |
| Low |
84.52 |
84.67 |
0.15 |
0.2% |
81.41 |
| Close |
85.08 |
87.63 |
2.55 |
3.0% |
84.87 |
| Range |
2.30 |
3.12 |
0.82 |
35.7% |
4.16 |
| ATR |
1.99 |
2.07 |
0.08 |
4.0% |
0.00 |
| Volume |
38,285 |
38,804 |
519 |
1.4% |
135,676 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.06 |
94.96 |
89.35 |
|
| R3 |
92.94 |
91.84 |
88.49 |
|
| R2 |
89.82 |
89.82 |
88.20 |
|
| R1 |
88.72 |
88.72 |
87.92 |
89.27 |
| PP |
86.70 |
86.70 |
86.70 |
86.97 |
| S1 |
85.60 |
85.60 |
87.34 |
86.15 |
| S2 |
83.58 |
83.58 |
87.06 |
|
| S3 |
80.46 |
82.48 |
86.77 |
|
| S4 |
77.34 |
79.36 |
85.91 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.43 |
94.81 |
87.16 |
|
| R3 |
92.27 |
90.65 |
86.01 |
|
| R2 |
88.11 |
88.11 |
85.63 |
|
| R1 |
86.49 |
86.49 |
85.25 |
87.30 |
| PP |
83.95 |
83.95 |
83.95 |
84.36 |
| S1 |
82.33 |
82.33 |
84.49 |
83.14 |
| S2 |
79.79 |
79.79 |
84.11 |
|
| S3 |
75.63 |
78.17 |
83.73 |
|
| S4 |
71.47 |
74.01 |
82.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.79 |
82.11 |
5.68 |
6.5% |
2.49 |
2.8% |
97% |
True |
False |
32,407 |
| 10 |
87.79 |
81.41 |
6.38 |
7.3% |
2.23 |
2.5% |
97% |
True |
False |
33,829 |
| 20 |
89.76 |
81.41 |
8.35 |
9.5% |
1.99 |
2.3% |
74% |
False |
False |
31,998 |
| 40 |
89.76 |
81.41 |
8.35 |
9.5% |
1.95 |
2.2% |
74% |
False |
False |
26,535 |
| 60 |
89.76 |
78.05 |
11.71 |
13.4% |
1.81 |
2.1% |
82% |
False |
False |
23,573 |
| 80 |
89.76 |
74.29 |
15.47 |
17.7% |
1.75 |
2.0% |
86% |
False |
False |
19,641 |
| 100 |
89.76 |
74.29 |
15.47 |
17.7% |
1.68 |
1.9% |
86% |
False |
False |
16,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.05 |
|
2.618 |
95.96 |
|
1.618 |
92.84 |
|
1.000 |
90.91 |
|
0.618 |
89.72 |
|
HIGH |
87.79 |
|
0.618 |
86.60 |
|
0.500 |
86.23 |
|
0.382 |
85.86 |
|
LOW |
84.67 |
|
0.618 |
82.74 |
|
1.000 |
81.55 |
|
1.618 |
79.62 |
|
2.618 |
76.50 |
|
4.250 |
71.41 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.16 |
87.14 |
| PP |
86.70 |
86.65 |
| S1 |
86.23 |
86.16 |
|