NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
86.78 |
88.41 |
1.63 |
1.9% |
84.32 |
High |
88.63 |
89.45 |
0.82 |
0.9% |
86.38 |
Low |
86.78 |
88.27 |
1.49 |
1.7% |
83.16 |
Close |
88.52 |
89.36 |
0.84 |
0.9% |
86.03 |
Range |
1.85 |
1.18 |
-0.67 |
-36.2% |
3.22 |
ATR |
1.60 |
1.57 |
-0.03 |
-1.9% |
0.00 |
Volume |
3,276 |
4,677 |
1,401 |
42.8% |
14,432 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.57 |
92.14 |
90.01 |
|
R3 |
91.39 |
90.96 |
89.68 |
|
R2 |
90.21 |
90.21 |
89.58 |
|
R1 |
89.78 |
89.78 |
89.47 |
90.00 |
PP |
89.03 |
89.03 |
89.03 |
89.13 |
S1 |
88.60 |
88.60 |
89.25 |
88.82 |
S2 |
87.85 |
87.85 |
89.14 |
|
S3 |
86.67 |
87.42 |
89.04 |
|
S4 |
85.49 |
86.24 |
88.71 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.85 |
93.66 |
87.80 |
|
R3 |
91.63 |
90.44 |
86.92 |
|
R2 |
88.41 |
88.41 |
86.62 |
|
R1 |
87.22 |
87.22 |
86.33 |
87.82 |
PP |
85.19 |
85.19 |
85.19 |
85.49 |
S1 |
84.00 |
84.00 |
85.73 |
84.60 |
S2 |
81.97 |
81.97 |
85.44 |
|
S3 |
78.75 |
80.78 |
85.14 |
|
S4 |
75.53 |
77.56 |
84.26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.47 |
2.618 |
92.54 |
1.618 |
91.36 |
1.000 |
90.63 |
0.618 |
90.18 |
HIGH |
89.45 |
0.618 |
89.00 |
0.500 |
88.86 |
0.382 |
88.72 |
LOW |
88.27 |
0.618 |
87.54 |
1.000 |
87.09 |
1.618 |
86.36 |
2.618 |
85.18 |
4.250 |
83.26 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.19 |
88.80 |
PP |
89.03 |
88.24 |
S1 |
88.86 |
87.69 |
|