NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
83.66 |
86.80 |
3.14 |
3.8% |
82.15 |
| High |
86.95 |
88.13 |
1.18 |
1.4% |
84.53 |
| Low |
83.63 |
86.27 |
2.64 |
3.2% |
80.28 |
| Close |
86.75 |
88.00 |
1.25 |
1.4% |
83.76 |
| Range |
3.32 |
1.86 |
-1.46 |
-44.0% |
4.25 |
| ATR |
2.20 |
2.18 |
-0.02 |
-1.1% |
0.00 |
| Volume |
312,439 |
311,216 |
-1,223 |
-0.4% |
1,072,525 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.05 |
92.38 |
89.02 |
|
| R3 |
91.19 |
90.52 |
88.51 |
|
| R2 |
89.33 |
89.33 |
88.34 |
|
| R1 |
88.66 |
88.66 |
88.17 |
89.00 |
| PP |
87.47 |
87.47 |
87.47 |
87.63 |
| S1 |
86.80 |
86.80 |
87.83 |
87.14 |
| S2 |
85.61 |
85.61 |
87.66 |
|
| S3 |
83.75 |
84.94 |
87.49 |
|
| S4 |
81.89 |
83.08 |
86.98 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.61 |
93.93 |
86.10 |
|
| R3 |
91.36 |
89.68 |
84.93 |
|
| R2 |
87.11 |
87.11 |
84.54 |
|
| R1 |
85.43 |
85.43 |
84.15 |
86.27 |
| PP |
82.86 |
82.86 |
82.86 |
83.28 |
| S1 |
81.18 |
81.18 |
83.37 |
82.02 |
| S2 |
78.61 |
78.61 |
82.98 |
|
| S3 |
74.36 |
76.93 |
82.59 |
|
| S4 |
70.11 |
72.68 |
81.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.13 |
82.78 |
5.35 |
6.1% |
2.32 |
2.6% |
98% |
True |
False |
282,811 |
| 10 |
88.13 |
80.28 |
7.85 |
8.9% |
2.31 |
2.6% |
98% |
True |
False |
298,617 |
| 20 |
89.10 |
80.28 |
8.82 |
10.0% |
2.15 |
2.4% |
88% |
False |
False |
224,685 |
| 40 |
89.10 |
80.28 |
8.82 |
10.0% |
2.11 |
2.4% |
88% |
False |
False |
149,941 |
| 60 |
89.10 |
76.41 |
12.69 |
14.4% |
1.99 |
2.3% |
91% |
False |
False |
118,322 |
| 80 |
89.10 |
73.12 |
15.98 |
18.2% |
1.95 |
2.2% |
93% |
False |
False |
94,259 |
| 100 |
89.10 |
73.12 |
15.98 |
18.2% |
1.88 |
2.1% |
93% |
False |
False |
76,907 |
| 120 |
89.10 |
73.12 |
15.98 |
18.2% |
1.84 |
2.1% |
93% |
False |
False |
64,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.04 |
|
2.618 |
93.00 |
|
1.618 |
91.14 |
|
1.000 |
89.99 |
|
0.618 |
89.28 |
|
HIGH |
88.13 |
|
0.618 |
87.42 |
|
0.500 |
87.20 |
|
0.382 |
86.98 |
|
LOW |
86.27 |
|
0.618 |
85.12 |
|
1.000 |
84.41 |
|
1.618 |
83.26 |
|
2.618 |
81.40 |
|
4.250 |
78.37 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.73 |
87.28 |
| PP |
87.47 |
86.56 |
| S1 |
87.20 |
85.84 |
|