NYMEX Light Sweet Crude Oil Future February 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 |
86.42 |
84.32 |
-2.10 |
-2.4% |
82.72 |
| High |
86.42 |
87.42 |
1.00 |
1.2% |
85.08 |
| Low |
84.09 |
84.20 |
0.11 |
0.1% |
80.89 |
| Close |
84.65 |
87.25 |
2.60 |
3.1% |
84.35 |
| Range |
2.33 |
3.22 |
0.89 |
38.2% |
4.19 |
| ATR |
2.04 |
2.13 |
0.08 |
4.1% |
0.00 |
| Volume |
66,499 |
70,920 |
4,421 |
6.6% |
248,873 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.95 |
94.82 |
89.02 |
|
| R3 |
92.73 |
91.60 |
88.14 |
|
| R2 |
89.51 |
89.51 |
87.84 |
|
| R1 |
88.38 |
88.38 |
87.55 |
88.95 |
| PP |
86.29 |
86.29 |
86.29 |
86.57 |
| S1 |
85.16 |
85.16 |
86.95 |
85.73 |
| S2 |
83.07 |
83.07 |
86.66 |
|
| S3 |
79.85 |
81.94 |
86.36 |
|
| S4 |
76.63 |
78.72 |
85.48 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.01 |
94.37 |
86.65 |
|
| R3 |
91.82 |
90.18 |
85.50 |
|
| R2 |
87.63 |
87.63 |
85.12 |
|
| R1 |
85.99 |
85.99 |
84.73 |
86.81 |
| PP |
83.44 |
83.44 |
83.44 |
83.85 |
| S1 |
81.80 |
81.80 |
83.97 |
82.62 |
| S2 |
79.25 |
79.25 |
83.58 |
|
| S3 |
75.06 |
77.61 |
83.20 |
|
| S4 |
70.87 |
73.42 |
82.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.42 |
81.60 |
5.82 |
6.7% |
2.53 |
2.9% |
97% |
True |
False |
58,963 |
| 10 |
87.42 |
80.89 |
6.53 |
7.5% |
2.29 |
2.6% |
97% |
True |
False |
62,911 |
| 20 |
89.44 |
80.89 |
8.55 |
9.8% |
2.05 |
2.4% |
74% |
False |
False |
56,110 |
| 40 |
89.44 |
80.89 |
8.55 |
9.8% |
2.02 |
2.3% |
74% |
False |
False |
42,955 |
| 60 |
89.44 |
77.34 |
12.10 |
13.9% |
1.88 |
2.2% |
82% |
False |
False |
35,858 |
| 80 |
89.44 |
73.76 |
15.68 |
18.0% |
1.82 |
2.1% |
86% |
False |
False |
29,083 |
| 100 |
89.44 |
73.76 |
15.68 |
18.0% |
1.72 |
2.0% |
86% |
False |
False |
24,100 |
| 120 |
89.44 |
73.76 |
15.68 |
18.0% |
1.60 |
1.8% |
86% |
False |
False |
20,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.11 |
|
2.618 |
95.85 |
|
1.618 |
92.63 |
|
1.000 |
90.64 |
|
0.618 |
89.41 |
|
HIGH |
87.42 |
|
0.618 |
86.19 |
|
0.500 |
85.81 |
|
0.382 |
85.43 |
|
LOW |
84.20 |
|
0.618 |
82.21 |
|
1.000 |
80.98 |
|
1.618 |
78.99 |
|
2.618 |
75.77 |
|
4.250 |
70.52 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.77 |
86.75 |
| PP |
86.29 |
86.25 |
| S1 |
85.81 |
85.76 |
|