NYMEX Light Sweet Crude Oil Future May 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 |
88.05 |
89.06 |
1.01 |
1.1% |
86.13 |
High |
89.23 |
90.33 |
1.10 |
1.2% |
90.33 |
Low |
87.81 |
88.40 |
0.59 |
0.7% |
85.11 |
Close |
89.12 |
90.08 |
0.96 |
1.1% |
90.08 |
Range |
1.42 |
1.93 |
0.51 |
35.9% |
5.22 |
ATR |
1.75 |
1.76 |
0.01 |
0.8% |
0.00 |
Volume |
13,232 |
17,187 |
3,955 |
29.9% |
54,689 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.39 |
94.67 |
91.14 |
|
R3 |
93.46 |
92.74 |
90.61 |
|
R2 |
91.53 |
91.53 |
90.43 |
|
R1 |
90.81 |
90.81 |
90.26 |
91.17 |
PP |
89.60 |
89.60 |
89.60 |
89.79 |
S1 |
88.88 |
88.88 |
89.90 |
89.24 |
S2 |
87.67 |
87.67 |
89.73 |
|
S3 |
85.74 |
86.95 |
89.55 |
|
S4 |
83.81 |
85.02 |
89.02 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.17 |
102.34 |
92.95 |
|
R3 |
98.95 |
97.12 |
91.52 |
|
R2 |
93.73 |
93.73 |
91.04 |
|
R1 |
91.90 |
91.90 |
90.56 |
92.82 |
PP |
88.51 |
88.51 |
88.51 |
88.96 |
S1 |
86.68 |
86.68 |
89.60 |
87.60 |
S2 |
83.29 |
83.29 |
89.12 |
|
S3 |
78.07 |
81.46 |
88.64 |
|
S4 |
72.85 |
76.24 |
87.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.33 |
85.11 |
5.22 |
5.8% |
1.83 |
2.0% |
95% |
True |
False |
10,937 |
10 |
90.33 |
82.22 |
8.11 |
9.0% |
1.84 |
2.0% |
97% |
True |
False |
9,741 |
20 |
90.33 |
82.22 |
8.11 |
9.0% |
1.61 |
1.8% |
97% |
True |
False |
10,546 |
40 |
90.33 |
82.22 |
8.11 |
9.0% |
1.46 |
1.6% |
97% |
True |
False |
8,366 |
60 |
90.33 |
79.39 |
10.94 |
12.1% |
1.29 |
1.4% |
98% |
True |
False |
7,717 |
80 |
90.33 |
75.91 |
14.42 |
16.0% |
1.16 |
1.3% |
98% |
True |
False |
6,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.53 |
2.618 |
95.38 |
1.618 |
93.45 |
1.000 |
92.26 |
0.618 |
91.52 |
HIGH |
90.33 |
0.618 |
89.59 |
0.500 |
89.37 |
0.382 |
89.14 |
LOW |
88.40 |
0.618 |
87.21 |
1.000 |
86.47 |
1.618 |
85.28 |
2.618 |
83.35 |
4.250 |
80.20 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.84 |
89.52 |
PP |
89.60 |
88.95 |
S1 |
89.37 |
88.39 |
|