NYMEX Light Sweet Crude Oil Future April 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 |
85.12 |
87.90 |
2.78 |
3.3% |
83.67 |
| High |
88.04 |
89.07 |
1.03 |
1.2% |
85.93 |
| Low |
85.12 |
87.57 |
2.45 |
2.9% |
81.81 |
| Close |
87.91 |
88.96 |
1.05 |
1.2% |
85.22 |
| Range |
2.92 |
1.50 |
-1.42 |
-48.6% |
4.12 |
| ATR |
1.93 |
1.90 |
-0.03 |
-1.6% |
0.00 |
| Volume |
13,778 |
27,216 |
13,438 |
97.5% |
56,759 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.03 |
92.50 |
89.79 |
|
| R3 |
91.53 |
91.00 |
89.37 |
|
| R2 |
90.03 |
90.03 |
89.24 |
|
| R1 |
89.50 |
89.50 |
89.10 |
89.77 |
| PP |
88.53 |
88.53 |
88.53 |
88.67 |
| S1 |
88.00 |
88.00 |
88.82 |
88.27 |
| S2 |
87.03 |
87.03 |
88.69 |
|
| S3 |
85.53 |
86.50 |
88.55 |
|
| S4 |
84.03 |
85.00 |
88.14 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.68 |
95.07 |
87.49 |
|
| R3 |
92.56 |
90.95 |
86.35 |
|
| R2 |
88.44 |
88.44 |
85.98 |
|
| R1 |
86.83 |
86.83 |
85.60 |
87.64 |
| PP |
84.32 |
84.32 |
84.32 |
84.72 |
| S1 |
82.71 |
82.71 |
84.84 |
83.52 |
| S2 |
80.20 |
80.20 |
84.46 |
|
| S3 |
76.08 |
78.59 |
84.09 |
|
| S4 |
71.96 |
74.47 |
82.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.07 |
84.25 |
4.82 |
5.4% |
2.08 |
2.3% |
98% |
True |
False |
15,697 |
| 10 |
89.07 |
81.81 |
7.26 |
8.2% |
2.05 |
2.3% |
98% |
True |
False |
14,623 |
| 20 |
90.00 |
81.81 |
8.19 |
9.2% |
1.77 |
2.0% |
87% |
False |
False |
14,805 |
| 40 |
90.00 |
81.81 |
8.19 |
9.2% |
1.69 |
1.9% |
87% |
False |
False |
12,230 |
| 60 |
90.00 |
78.63 |
11.37 |
12.8% |
1.58 |
1.8% |
91% |
False |
False |
11,242 |
| 80 |
90.00 |
74.98 |
15.02 |
16.9% |
1.47 |
1.7% |
93% |
False |
False |
9,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.45 |
|
2.618 |
93.00 |
|
1.618 |
91.50 |
|
1.000 |
90.57 |
|
0.618 |
90.00 |
|
HIGH |
89.07 |
|
0.618 |
88.50 |
|
0.500 |
88.32 |
|
0.382 |
88.14 |
|
LOW |
87.57 |
|
0.618 |
86.64 |
|
1.000 |
86.07 |
|
1.618 |
85.14 |
|
2.618 |
83.64 |
|
4.250 |
81.20 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.75 |
88.30 |
| PP |
88.53 |
87.63 |
| S1 |
88.32 |
86.97 |
|