NYMEX Light Sweet Crude Oil Future June 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 |
87.46 |
85.73 |
-1.73 |
-2.0% |
84.10 |
| High |
87.50 |
88.47 |
0.97 |
1.1% |
86.51 |
| Low |
85.31 |
85.73 |
0.42 |
0.5% |
82.46 |
| Close |
85.85 |
88.35 |
2.50 |
2.9% |
85.80 |
| Range |
2.19 |
2.74 |
0.55 |
25.1% |
4.05 |
| ATR |
1.89 |
1.95 |
0.06 |
3.2% |
0.00 |
| Volume |
23,670 |
25,989 |
2,319 |
9.8% |
82,703 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.74 |
94.78 |
89.86 |
|
| R3 |
93.00 |
92.04 |
89.10 |
|
| R2 |
90.26 |
90.26 |
88.85 |
|
| R1 |
89.30 |
89.30 |
88.60 |
89.78 |
| PP |
87.52 |
87.52 |
87.52 |
87.76 |
| S1 |
86.56 |
86.56 |
88.10 |
87.04 |
| S2 |
84.78 |
84.78 |
87.85 |
|
| S3 |
82.04 |
83.82 |
87.60 |
|
| S4 |
79.30 |
81.08 |
86.84 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.07 |
95.49 |
88.03 |
|
| R3 |
93.02 |
91.44 |
86.91 |
|
| R2 |
88.97 |
88.97 |
86.54 |
|
| R1 |
87.39 |
87.39 |
86.17 |
88.18 |
| PP |
84.92 |
84.92 |
84.92 |
85.32 |
| S1 |
83.34 |
83.34 |
85.43 |
84.13 |
| S2 |
80.87 |
80.87 |
85.06 |
|
| S3 |
76.82 |
79.29 |
84.69 |
|
| S4 |
72.77 |
75.24 |
83.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.47 |
83.20 |
5.27 |
6.0% |
2.34 |
2.6% |
98% |
True |
False |
21,598 |
| 10 |
88.47 |
82.46 |
6.01 |
6.8% |
2.09 |
2.4% |
98% |
True |
False |
23,029 |
| 20 |
90.47 |
82.46 |
8.01 |
9.1% |
1.84 |
2.1% |
74% |
False |
False |
22,769 |
| 40 |
90.47 |
82.46 |
8.01 |
9.1% |
1.83 |
2.1% |
74% |
False |
False |
20,596 |
| 60 |
90.47 |
79.39 |
11.08 |
12.5% |
1.71 |
1.9% |
81% |
False |
False |
20,262 |
| 80 |
90.47 |
75.70 |
14.77 |
16.7% |
1.71 |
1.9% |
86% |
False |
False |
17,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.12 |
|
2.618 |
95.64 |
|
1.618 |
92.90 |
|
1.000 |
91.21 |
|
0.618 |
90.16 |
|
HIGH |
88.47 |
|
0.618 |
87.42 |
|
0.500 |
87.10 |
|
0.382 |
86.78 |
|
LOW |
85.73 |
|
0.618 |
84.04 |
|
1.000 |
82.99 |
|
1.618 |
81.30 |
|
2.618 |
78.56 |
|
4.250 |
74.09 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.93 |
87.86 |
| PP |
87.52 |
87.38 |
| S1 |
87.10 |
86.89 |
|