NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
86.80 |
87.94 |
1.14 |
1.3% |
83.90 |
| High |
88.13 |
89.49 |
1.36 |
1.5% |
89.49 |
| Low |
86.27 |
87.14 |
0.87 |
1.0% |
83.55 |
| Close |
88.00 |
89.19 |
1.19 |
1.4% |
89.19 |
| Range |
1.86 |
2.35 |
0.49 |
26.3% |
5.94 |
| ATR |
2.18 |
2.19 |
0.01 |
0.6% |
0.00 |
| Volume |
311,216 |
334,386 |
23,170 |
7.4% |
1,588,794 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.66 |
94.77 |
90.48 |
|
| R3 |
93.31 |
92.42 |
89.84 |
|
| R2 |
90.96 |
90.96 |
89.62 |
|
| R1 |
90.07 |
90.07 |
89.41 |
90.52 |
| PP |
88.61 |
88.61 |
88.61 |
88.83 |
| S1 |
87.72 |
87.72 |
88.97 |
88.17 |
| S2 |
86.26 |
86.26 |
88.76 |
|
| S3 |
83.91 |
85.37 |
88.54 |
|
| S4 |
81.56 |
83.02 |
87.90 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.23 |
103.15 |
92.46 |
|
| R3 |
99.29 |
97.21 |
90.82 |
|
| R2 |
93.35 |
93.35 |
90.28 |
|
| R1 |
91.27 |
91.27 |
89.73 |
92.31 |
| PP |
87.41 |
87.41 |
87.41 |
87.93 |
| S1 |
85.33 |
85.33 |
88.65 |
86.37 |
| S2 |
81.47 |
81.47 |
88.10 |
|
| S3 |
75.53 |
79.39 |
87.56 |
|
| S4 |
69.59 |
73.45 |
85.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.49 |
83.55 |
5.94 |
6.7% |
2.44 |
2.7% |
95% |
True |
False |
317,758 |
| 10 |
89.49 |
80.28 |
9.21 |
10.3% |
2.34 |
2.6% |
97% |
True |
False |
297,294 |
| 20 |
89.49 |
80.28 |
9.21 |
10.3% |
2.17 |
2.4% |
97% |
True |
False |
235,880 |
| 40 |
89.49 |
80.28 |
9.21 |
10.3% |
2.09 |
2.3% |
97% |
True |
False |
156,323 |
| 60 |
89.49 |
76.41 |
13.08 |
14.7% |
2.00 |
2.2% |
98% |
True |
False |
123,374 |
| 80 |
89.49 |
73.12 |
16.37 |
18.4% |
1.96 |
2.2% |
98% |
True |
False |
98,329 |
| 100 |
89.49 |
73.12 |
16.37 |
18.4% |
1.89 |
2.1% |
98% |
True |
False |
80,188 |
| 120 |
89.49 |
73.12 |
16.37 |
18.4% |
1.85 |
2.1% |
98% |
True |
False |
67,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.48 |
|
2.618 |
95.64 |
|
1.618 |
93.29 |
|
1.000 |
91.84 |
|
0.618 |
90.94 |
|
HIGH |
89.49 |
|
0.618 |
88.59 |
|
0.500 |
88.32 |
|
0.382 |
88.04 |
|
LOW |
87.14 |
|
0.618 |
85.69 |
|
1.000 |
84.79 |
|
1.618 |
83.34 |
|
2.618 |
80.99 |
|
4.250 |
77.15 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.90 |
88.31 |
| PP |
88.61 |
87.44 |
| S1 |
88.32 |
86.56 |
|