NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
87.21 |
88.30 |
1.09 |
1.2% |
84.61 |
High |
88.55 |
89.87 |
1.32 |
1.5% |
89.87 |
Low |
86.80 |
87.60 |
0.80 |
0.9% |
84.09 |
Close |
88.42 |
89.59 |
1.17 |
1.3% |
89.59 |
Range |
1.75 |
2.27 |
0.52 |
29.7% |
5.78 |
ATR |
2.10 |
2.11 |
0.01 |
0.6% |
0.00 |
Volume |
90,418 |
106,465 |
16,047 |
17.7% |
367,508 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.83 |
94.98 |
90.84 |
|
R3 |
93.56 |
92.71 |
90.21 |
|
R2 |
91.29 |
91.29 |
90.01 |
|
R1 |
90.44 |
90.44 |
89.80 |
90.87 |
PP |
89.02 |
89.02 |
89.02 |
89.23 |
S1 |
88.17 |
88.17 |
89.38 |
88.60 |
S2 |
86.75 |
86.75 |
89.17 |
|
S3 |
84.48 |
85.90 |
88.97 |
|
S4 |
82.21 |
83.63 |
88.34 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.19 |
103.17 |
92.77 |
|
R3 |
99.41 |
97.39 |
91.18 |
|
R2 |
93.63 |
93.63 |
90.65 |
|
R1 |
91.61 |
91.61 |
90.12 |
92.62 |
PP |
87.85 |
87.85 |
87.85 |
88.36 |
S1 |
85.83 |
85.83 |
89.06 |
86.84 |
S2 |
82.07 |
82.07 |
88.53 |
|
S3 |
76.29 |
80.05 |
88.00 |
|
S4 |
70.51 |
74.27 |
86.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.87 |
84.09 |
5.78 |
6.5% |
2.36 |
2.6% |
95% |
True |
False |
73,501 |
10 |
89.87 |
80.89 |
8.98 |
10.0% |
2.28 |
2.5% |
97% |
True |
False |
69,317 |
20 |
89.87 |
80.89 |
8.98 |
10.0% |
2.08 |
2.3% |
97% |
True |
False |
61,223 |
40 |
89.87 |
80.89 |
8.98 |
10.0% |
2.00 |
2.2% |
97% |
True |
False |
46,052 |
60 |
89.87 |
77.34 |
12.53 |
14.0% |
1.90 |
2.1% |
98% |
True |
False |
38,590 |
80 |
89.87 |
73.76 |
16.11 |
18.0% |
1.84 |
2.0% |
98% |
True |
False |
31,373 |
100 |
89.87 |
73.76 |
16.11 |
18.0% |
1.73 |
1.9% |
98% |
True |
False |
26,020 |
120 |
89.87 |
73.76 |
16.11 |
18.0% |
1.61 |
1.8% |
98% |
True |
False |
22,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.52 |
2.618 |
95.81 |
1.618 |
93.54 |
1.000 |
92.14 |
0.618 |
91.27 |
HIGH |
89.87 |
0.618 |
89.00 |
0.500 |
88.74 |
0.382 |
88.47 |
LOW |
87.60 |
0.618 |
86.20 |
1.000 |
85.33 |
1.618 |
83.93 |
2.618 |
81.66 |
4.250 |
77.95 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.31 |
88.74 |
PP |
89.02 |
87.89 |
S1 |
88.74 |
87.04 |
|