NYMEX Light Sweet Crude Oil Future August 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 |
87.28 |
86.23 |
-1.05 |
-1.2% |
83.45 |
| High |
87.28 |
88.58 |
1.30 |
1.5% |
86.78 |
| Low |
86.20 |
86.23 |
0.03 |
0.0% |
83.43 |
| Close |
86.23 |
88.67 |
2.44 |
2.8% |
86.21 |
| Range |
1.08 |
2.35 |
1.27 |
117.6% |
3.35 |
| ATR |
0.00 |
1.34 |
1.34 |
|
0.00 |
| Volume |
2,230 |
1,576 |
-654 |
-29.3% |
8,866 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.88 |
94.12 |
89.96 |
|
| R3 |
92.53 |
91.77 |
89.32 |
|
| R2 |
90.18 |
90.18 |
89.10 |
|
| R1 |
89.42 |
89.42 |
88.89 |
89.80 |
| PP |
87.83 |
87.83 |
87.83 |
88.02 |
| S1 |
87.07 |
87.07 |
88.45 |
87.45 |
| S2 |
85.48 |
85.48 |
88.24 |
|
| S3 |
83.13 |
84.72 |
88.02 |
|
| S4 |
80.78 |
82.37 |
87.38 |
|
|
| 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 |
98.57 |
|
2.618 |
94.73 |
|
1.618 |
92.38 |
|
1.000 |
90.93 |
|
0.618 |
90.03 |
|
HIGH |
88.58 |
|
0.618 |
87.68 |
|
0.500 |
87.41 |
|
0.382 |
87.13 |
|
LOW |
86.23 |
|
0.618 |
84.78 |
|
1.000 |
83.88 |
|
1.618 |
82.43 |
|
2.618 |
80.08 |
|
4.250 |
76.24 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.25 |
88.24 |
| PP |
87.83 |
87.82 |
| S1 |
87.41 |
87.39 |
|