NYMEX Light Sweet Crude Oil Future June 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 |
88.15 |
89.03 |
0.88 |
1.0% |
86.00 |
High |
89.38 |
90.36 |
0.98 |
1.1% |
90.36 |
Low |
87.93 |
88.48 |
0.55 |
0.6% |
85.31 |
Close |
89.26 |
90.13 |
0.87 |
1.0% |
90.13 |
Range |
1.45 |
1.88 |
0.43 |
29.7% |
5.05 |
ATR |
1.92 |
1.91 |
0.00 |
-0.1% |
0.00 |
Volume |
28,562 |
44,138 |
15,576 |
54.5% |
136,223 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.30 |
94.59 |
91.16 |
|
R3 |
93.42 |
92.71 |
90.65 |
|
R2 |
91.54 |
91.54 |
90.47 |
|
R1 |
90.83 |
90.83 |
90.30 |
91.19 |
PP |
89.66 |
89.66 |
89.66 |
89.83 |
S1 |
88.95 |
88.95 |
89.96 |
89.31 |
S2 |
87.78 |
87.78 |
89.79 |
|
S3 |
85.90 |
87.07 |
89.61 |
|
S4 |
84.02 |
85.19 |
89.10 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.75 |
101.99 |
92.91 |
|
R3 |
98.70 |
96.94 |
91.52 |
|
R2 |
93.65 |
93.65 |
91.06 |
|
R1 |
91.89 |
91.89 |
90.59 |
92.77 |
PP |
88.60 |
88.60 |
88.60 |
89.04 |
S1 |
86.84 |
86.84 |
89.67 |
87.72 |
S2 |
83.55 |
83.55 |
89.20 |
|
S3 |
78.50 |
81.79 |
88.74 |
|
S4 |
73.45 |
76.74 |
87.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.36 |
85.31 |
5.05 |
5.6% |
2.06 |
2.3% |
95% |
True |
False |
27,244 |
10 |
90.36 |
82.46 |
7.90 |
8.8% |
2.07 |
2.3% |
97% |
True |
False |
23,942 |
20 |
90.47 |
82.46 |
8.01 |
8.9% |
1.85 |
2.0% |
96% |
False |
False |
24,702 |
40 |
90.47 |
82.46 |
8.01 |
8.9% |
1.79 |
2.0% |
96% |
False |
False |
20,853 |
60 |
90.47 |
79.39 |
11.08 |
12.3% |
1.72 |
1.9% |
97% |
False |
False |
21,062 |
80 |
90.47 |
75.70 |
14.77 |
16.4% |
1.69 |
1.9% |
98% |
False |
False |
18,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.35 |
2.618 |
95.28 |
1.618 |
93.40 |
1.000 |
92.24 |
0.618 |
91.52 |
HIGH |
90.36 |
0.618 |
89.64 |
0.500 |
89.42 |
0.382 |
89.20 |
LOW |
88.48 |
0.618 |
87.32 |
1.000 |
86.60 |
1.618 |
85.44 |
2.618 |
83.56 |
4.250 |
80.49 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.89 |
89.44 |
PP |
89.66 |
88.74 |
S1 |
89.42 |
88.05 |
|