NYMEX Light Sweet Crude Oil Future March 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 |
84.91 |
87.59 |
2.68 |
3.2% |
83.08 |
| High |
87.79 |
88.88 |
1.09 |
1.2% |
85.57 |
| Low |
84.67 |
87.20 |
2.53 |
3.0% |
81.41 |
| Close |
87.63 |
88.75 |
1.12 |
1.3% |
84.87 |
| Range |
3.12 |
1.68 |
-1.44 |
-46.2% |
4.16 |
| ATR |
2.07 |
2.04 |
-0.03 |
-1.4% |
0.00 |
| Volume |
38,804 |
52,973 |
14,169 |
36.5% |
135,676 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.32 |
92.71 |
89.67 |
|
| R3 |
91.64 |
91.03 |
89.21 |
|
| R2 |
89.96 |
89.96 |
89.06 |
|
| R1 |
89.35 |
89.35 |
88.90 |
89.66 |
| PP |
88.28 |
88.28 |
88.28 |
88.43 |
| S1 |
87.67 |
87.67 |
88.60 |
87.98 |
| S2 |
86.60 |
86.60 |
88.44 |
|
| S3 |
84.92 |
85.99 |
88.29 |
|
| S4 |
83.24 |
84.31 |
87.83 |
|
|
| 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 |
88.88 |
83.84 |
5.04 |
5.7% |
2.20 |
2.5% |
97% |
True |
False |
35,988 |
| 10 |
88.88 |
81.41 |
7.47 |
8.4% |
2.16 |
2.4% |
98% |
True |
False |
35,619 |
| 20 |
89.76 |
81.41 |
8.35 |
9.4% |
1.99 |
2.2% |
88% |
False |
False |
33,709 |
| 40 |
89.76 |
81.41 |
8.35 |
9.4% |
1.95 |
2.2% |
88% |
False |
False |
27,074 |
| 60 |
89.76 |
78.05 |
11.71 |
13.2% |
1.81 |
2.0% |
91% |
False |
False |
24,250 |
| 80 |
89.76 |
74.29 |
15.47 |
17.4% |
1.76 |
2.0% |
93% |
False |
False |
20,207 |
| 100 |
89.76 |
74.29 |
15.47 |
17.4% |
1.69 |
1.9% |
93% |
False |
False |
16,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.02 |
|
2.618 |
93.28 |
|
1.618 |
91.60 |
|
1.000 |
90.56 |
|
0.618 |
89.92 |
|
HIGH |
88.88 |
|
0.618 |
88.24 |
|
0.500 |
88.04 |
|
0.382 |
87.84 |
|
LOW |
87.20 |
|
0.618 |
86.16 |
|
1.000 |
85.52 |
|
1.618 |
84.48 |
|
2.618 |
82.80 |
|
4.250 |
80.06 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.51 |
88.07 |
| PP |
88.28 |
87.38 |
| S1 |
88.04 |
86.70 |
|