NYMEX Light Sweet Crude Oil Future March 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 |
87.59 |
88.64 |
1.05 |
1.2% |
85.00 |
High |
88.88 |
90.13 |
1.25 |
1.4% |
90.13 |
Low |
87.20 |
88.00 |
0.80 |
0.9% |
84.52 |
Close |
88.75 |
89.87 |
1.12 |
1.3% |
89.87 |
Range |
1.68 |
2.13 |
0.45 |
26.8% |
5.61 |
ATR |
2.04 |
2.05 |
0.01 |
0.3% |
0.00 |
Volume |
52,973 |
62,181 |
9,208 |
17.4% |
209,423 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.72 |
94.93 |
91.04 |
|
R3 |
93.59 |
92.80 |
90.46 |
|
R2 |
91.46 |
91.46 |
90.26 |
|
R1 |
90.67 |
90.67 |
90.07 |
91.07 |
PP |
89.33 |
89.33 |
89.33 |
89.53 |
S1 |
88.54 |
88.54 |
89.67 |
88.94 |
S2 |
87.20 |
87.20 |
89.48 |
|
S3 |
85.07 |
86.41 |
89.28 |
|
S4 |
82.94 |
84.28 |
88.70 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.00 |
103.05 |
92.96 |
|
R3 |
99.39 |
97.44 |
91.41 |
|
R2 |
93.78 |
93.78 |
90.90 |
|
R1 |
91.83 |
91.83 |
90.38 |
92.81 |
PP |
88.17 |
88.17 |
88.17 |
88.66 |
S1 |
86.22 |
86.22 |
89.36 |
87.20 |
S2 |
82.56 |
82.56 |
88.84 |
|
S3 |
76.95 |
80.61 |
88.33 |
|
S4 |
71.34 |
75.00 |
86.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.13 |
84.52 |
5.61 |
6.2% |
2.28 |
2.5% |
95% |
True |
False |
41,884 |
10 |
90.13 |
81.41 |
8.72 |
9.7% |
2.22 |
2.5% |
97% |
True |
False |
37,867 |
20 |
90.13 |
81.41 |
8.72 |
9.7% |
2.01 |
2.2% |
97% |
True |
False |
34,800 |
40 |
90.13 |
81.41 |
8.72 |
9.7% |
1.92 |
2.1% |
97% |
True |
False |
27,947 |
60 |
90.13 |
78.05 |
12.08 |
13.4% |
1.82 |
2.0% |
98% |
True |
False |
25,054 |
80 |
90.13 |
74.29 |
15.84 |
17.6% |
1.77 |
2.0% |
98% |
True |
False |
20,917 |
100 |
90.13 |
74.29 |
15.84 |
17.6% |
1.70 |
1.9% |
98% |
True |
False |
17,487 |
120 |
90.13 |
74.29 |
15.84 |
17.6% |
1.63 |
1.8% |
98% |
True |
False |
15,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.18 |
2.618 |
95.71 |
1.618 |
93.58 |
1.000 |
92.26 |
0.618 |
91.45 |
HIGH |
90.13 |
0.618 |
89.32 |
0.500 |
89.07 |
0.382 |
88.81 |
LOW |
88.00 |
0.618 |
86.68 |
1.000 |
85.87 |
1.618 |
84.55 |
2.618 |
82.42 |
4.250 |
78.95 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.60 |
89.05 |
PP |
89.33 |
88.22 |
S1 |
89.07 |
87.40 |
|