NYMEX Light Sweet Crude Oil Future May 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 |
86.86 |
86.45 |
-0.41 |
-0.5% |
83.90 |
| High |
87.28 |
88.18 |
0.90 |
1.0% |
86.22 |
| Low |
85.11 |
86.45 |
1.34 |
1.6% |
82.22 |
| Close |
85.63 |
88.14 |
2.51 |
2.9% |
85.52 |
| Range |
2.17 |
1.73 |
-0.44 |
-20.3% |
4.00 |
| ATR |
1.71 |
1.77 |
0.06 |
3.5% |
0.00 |
| Volume |
9,622 |
9,546 |
-76 |
-0.8% |
37,353 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.78 |
92.19 |
89.09 |
|
| R3 |
91.05 |
90.46 |
88.62 |
|
| R2 |
89.32 |
89.32 |
88.46 |
|
| R1 |
88.73 |
88.73 |
88.30 |
89.03 |
| PP |
87.59 |
87.59 |
87.59 |
87.74 |
| S1 |
87.00 |
87.00 |
87.98 |
87.30 |
| S2 |
85.86 |
85.86 |
87.82 |
|
| S3 |
84.13 |
85.27 |
87.66 |
|
| S4 |
82.40 |
83.54 |
87.19 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.65 |
95.09 |
87.72 |
|
| R3 |
92.65 |
91.09 |
86.62 |
|
| R2 |
88.65 |
88.65 |
86.25 |
|
| R1 |
87.09 |
87.09 |
85.89 |
87.87 |
| PP |
84.65 |
84.65 |
84.65 |
85.05 |
| S1 |
83.09 |
83.09 |
85.15 |
83.87 |
| S2 |
80.65 |
80.65 |
84.79 |
|
| S3 |
76.65 |
79.09 |
84.42 |
|
| S4 |
72.65 |
75.09 |
83.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.18 |
83.21 |
4.97 |
5.6% |
2.01 |
2.3% |
99% |
True |
False |
9,338 |
| 10 |
88.18 |
82.22 |
5.96 |
6.8% |
1.81 |
2.1% |
99% |
True |
False |
9,051 |
| 20 |
90.26 |
82.22 |
8.04 |
9.1% |
1.58 |
1.8% |
74% |
False |
False |
9,894 |
| 40 |
90.26 |
82.22 |
8.04 |
9.1% |
1.47 |
1.7% |
74% |
False |
False |
8,066 |
| 60 |
90.26 |
79.39 |
10.87 |
12.3% |
1.23 |
1.4% |
80% |
False |
False |
7,318 |
| 80 |
90.26 |
75.91 |
14.35 |
16.3% |
1.14 |
1.3% |
85% |
False |
False |
6,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.53 |
|
2.618 |
92.71 |
|
1.618 |
90.98 |
|
1.000 |
89.91 |
|
0.618 |
89.25 |
|
HIGH |
88.18 |
|
0.618 |
87.52 |
|
0.500 |
87.32 |
|
0.382 |
87.11 |
|
LOW |
86.45 |
|
0.618 |
85.38 |
|
1.000 |
84.72 |
|
1.618 |
83.65 |
|
2.618 |
81.92 |
|
4.250 |
79.10 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.87 |
87.64 |
| PP |
87.59 |
87.14 |
| S1 |
87.32 |
86.65 |
|