NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
86.46 |
86.45 |
-0.01 |
0.0% |
83.45 |
| High |
86.78 |
87.78 |
1.00 |
1.2% |
86.78 |
| Low |
85.65 |
86.41 |
0.76 |
0.9% |
83.43 |
| Close |
86.21 |
87.96 |
1.75 |
2.0% |
86.21 |
| Range |
1.13 |
1.37 |
0.24 |
21.2% |
3.35 |
| ATR |
|
|
|
|
|
| Volume |
1,727 |
934 |
-793 |
-45.9% |
8,866 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.49 |
91.10 |
88.71 |
|
| R3 |
90.12 |
89.73 |
88.34 |
|
| R2 |
88.75 |
88.75 |
88.21 |
|
| R1 |
88.36 |
88.36 |
88.09 |
88.56 |
| PP |
87.38 |
87.38 |
87.38 |
87.48 |
| S1 |
86.99 |
86.99 |
87.83 |
87.19 |
| S2 |
86.01 |
86.01 |
87.71 |
|
| S3 |
84.64 |
85.62 |
87.58 |
|
| S4 |
83.27 |
84.25 |
87.21 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.52 |
94.22 |
88.05 |
|
| R3 |
92.17 |
90.87 |
87.13 |
|
| R2 |
88.82 |
88.82 |
86.82 |
|
| R1 |
87.52 |
87.52 |
86.52 |
88.17 |
| PP |
85.47 |
85.47 |
85.47 |
85.80 |
| S1 |
84.17 |
84.17 |
85.90 |
84.82 |
| S2 |
82.12 |
82.12 |
85.60 |
|
| S3 |
78.77 |
80.82 |
85.29 |
|
| S4 |
75.42 |
77.47 |
84.37 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.60 |
|
2.618 |
91.37 |
|
1.618 |
90.00 |
|
1.000 |
89.15 |
|
0.618 |
88.63 |
|
HIGH |
87.78 |
|
0.618 |
87.26 |
|
0.500 |
87.10 |
|
0.382 |
86.93 |
|
LOW |
86.41 |
|
0.618 |
85.56 |
|
1.000 |
85.04 |
|
1.618 |
84.19 |
|
2.618 |
82.82 |
|
4.250 |
80.59 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.67 |
87.30 |
| PP |
87.38 |
86.65 |
| S1 |
87.10 |
85.99 |
|