NYMEX Light Sweet Crude Oil Future April 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 |
87.90 |
88.84 |
0.94 |
1.1% |
85.43 |
High |
89.07 |
90.50 |
1.43 |
1.6% |
90.50 |
Low |
87.57 |
88.24 |
0.67 |
0.8% |
84.86 |
Close |
88.96 |
90.02 |
1.06 |
1.2% |
90.02 |
Range |
1.50 |
2.26 |
0.76 |
50.7% |
5.64 |
ATR |
1.90 |
1.92 |
0.03 |
1.4% |
0.00 |
Volume |
27,216 |
30,997 |
3,781 |
13.9% |
93,475 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.37 |
95.45 |
91.26 |
|
R3 |
94.11 |
93.19 |
90.64 |
|
R2 |
91.85 |
91.85 |
90.43 |
|
R1 |
90.93 |
90.93 |
90.23 |
91.39 |
PP |
89.59 |
89.59 |
89.59 |
89.82 |
S1 |
88.67 |
88.67 |
89.81 |
89.13 |
S2 |
87.33 |
87.33 |
89.61 |
|
S3 |
85.07 |
86.41 |
89.40 |
|
S4 |
82.81 |
84.15 |
88.78 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.38 |
103.34 |
93.12 |
|
R3 |
99.74 |
97.70 |
91.57 |
|
R2 |
94.10 |
94.10 |
91.05 |
|
R1 |
92.06 |
92.06 |
90.54 |
93.08 |
PP |
88.46 |
88.46 |
88.46 |
88.97 |
S1 |
86.42 |
86.42 |
89.50 |
87.44 |
S2 |
82.82 |
82.82 |
88.99 |
|
S3 |
77.18 |
80.78 |
88.47 |
|
S4 |
71.54 |
75.14 |
86.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.50 |
84.86 |
5.64 |
6.3% |
2.20 |
2.4% |
91% |
True |
False |
18,695 |
10 |
90.50 |
81.81 |
8.69 |
9.7% |
2.13 |
2.4% |
94% |
True |
False |
16,096 |
20 |
90.50 |
81.81 |
8.69 |
9.7% |
1.84 |
2.0% |
94% |
True |
False |
15,641 |
40 |
90.50 |
81.81 |
8.69 |
9.7% |
1.68 |
1.9% |
94% |
True |
False |
12,714 |
60 |
90.50 |
78.63 |
11.87 |
13.2% |
1.60 |
1.8% |
96% |
True |
False |
11,667 |
80 |
90.50 |
74.98 |
15.52 |
17.2% |
1.49 |
1.7% |
97% |
True |
False |
9,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.11 |
2.618 |
96.42 |
1.618 |
94.16 |
1.000 |
92.76 |
0.618 |
91.90 |
HIGH |
90.50 |
0.618 |
89.64 |
0.500 |
89.37 |
0.382 |
89.10 |
LOW |
88.24 |
0.618 |
86.84 |
1.000 |
85.98 |
1.618 |
84.58 |
2.618 |
82.32 |
4.250 |
78.64 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.80 |
89.28 |
PP |
89.59 |
88.55 |
S1 |
89.37 |
87.81 |
|