NYMEX Light Sweet Crude Oil Future June 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 |
85.73 |
88.15 |
2.42 |
2.8% |
84.10 |
| High |
88.47 |
89.38 |
0.91 |
1.0% |
86.51 |
| Low |
85.73 |
87.93 |
2.20 |
2.6% |
82.46 |
| Close |
88.35 |
89.26 |
0.91 |
1.0% |
85.80 |
| Range |
2.74 |
1.45 |
-1.29 |
-47.1% |
4.05 |
| ATR |
1.95 |
1.92 |
-0.04 |
-1.8% |
0.00 |
| Volume |
25,989 |
28,562 |
2,573 |
9.9% |
82,703 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.21 |
92.68 |
90.06 |
|
| R3 |
91.76 |
91.23 |
89.66 |
|
| R2 |
90.31 |
90.31 |
89.53 |
|
| R1 |
89.78 |
89.78 |
89.39 |
90.05 |
| PP |
88.86 |
88.86 |
88.86 |
88.99 |
| S1 |
88.33 |
88.33 |
89.13 |
88.60 |
| S2 |
87.41 |
87.41 |
88.99 |
|
| S3 |
85.96 |
86.88 |
88.86 |
|
| S4 |
84.51 |
85.43 |
88.46 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.07 |
95.49 |
88.03 |
|
| R3 |
93.02 |
91.44 |
86.91 |
|
| R2 |
88.97 |
88.97 |
86.54 |
|
| R1 |
87.39 |
87.39 |
86.17 |
88.18 |
| PP |
84.92 |
84.92 |
84.92 |
85.32 |
| S1 |
83.34 |
83.34 |
85.43 |
84.13 |
| S2 |
80.87 |
80.87 |
85.06 |
|
| S3 |
76.82 |
79.29 |
84.69 |
|
| S4 |
72.77 |
75.24 |
83.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.38 |
84.81 |
4.57 |
5.1% |
2.03 |
2.3% |
97% |
True |
False |
22,376 |
| 10 |
89.38 |
82.46 |
6.92 |
7.8% |
2.04 |
2.3% |
98% |
True |
False |
22,991 |
| 20 |
90.47 |
82.46 |
8.01 |
9.0% |
1.84 |
2.1% |
85% |
False |
False |
23,480 |
| 40 |
90.47 |
82.46 |
8.01 |
9.0% |
1.82 |
2.0% |
85% |
False |
False |
20,459 |
| 60 |
90.47 |
79.39 |
11.08 |
12.4% |
1.71 |
1.9% |
89% |
False |
False |
20,531 |
| 80 |
90.47 |
75.70 |
14.77 |
16.5% |
1.70 |
1.9% |
92% |
False |
False |
17,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.54 |
|
2.618 |
93.18 |
|
1.618 |
91.73 |
|
1.000 |
90.83 |
|
0.618 |
90.28 |
|
HIGH |
89.38 |
|
0.618 |
88.83 |
|
0.500 |
88.66 |
|
0.382 |
88.48 |
|
LOW |
87.93 |
|
0.618 |
87.03 |
|
1.000 |
86.48 |
|
1.618 |
85.58 |
|
2.618 |
84.13 |
|
4.250 |
81.77 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.06 |
88.62 |
| PP |
88.86 |
87.98 |
| S1 |
88.66 |
87.35 |
|