NYMEX Light Sweet Crude Oil Future July 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 |
88.41 |
89.30 |
0.89 |
1.0% |
86.07 |
High |
89.45 |
90.34 |
0.89 |
1.0% |
90.34 |
Low |
88.27 |
89.01 |
0.74 |
0.8% |
85.92 |
Close |
89.36 |
90.14 |
0.78 |
0.9% |
90.14 |
Range |
1.18 |
1.33 |
0.15 |
12.7% |
4.42 |
ATR |
1.57 |
1.55 |
-0.02 |
-1.1% |
0.00 |
Volume |
4,677 |
8,718 |
4,041 |
86.4% |
22,997 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.82 |
93.31 |
90.87 |
|
R3 |
92.49 |
91.98 |
90.51 |
|
R2 |
91.16 |
91.16 |
90.38 |
|
R1 |
90.65 |
90.65 |
90.26 |
90.91 |
PP |
89.83 |
89.83 |
89.83 |
89.96 |
S1 |
89.32 |
89.32 |
90.02 |
89.58 |
S2 |
88.50 |
88.50 |
89.90 |
|
S3 |
87.17 |
87.99 |
89.77 |
|
S4 |
85.84 |
86.66 |
89.41 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.06 |
100.52 |
92.57 |
|
R3 |
97.64 |
96.10 |
91.36 |
|
R2 |
93.22 |
93.22 |
90.95 |
|
R1 |
91.68 |
91.68 |
90.55 |
92.45 |
PP |
88.80 |
88.80 |
88.80 |
89.19 |
S1 |
87.26 |
87.26 |
89.73 |
88.03 |
S2 |
84.38 |
84.38 |
89.33 |
|
S3 |
79.96 |
82.84 |
88.92 |
|
S4 |
75.54 |
78.42 |
87.71 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.99 |
2.618 |
93.82 |
1.618 |
92.49 |
1.000 |
91.67 |
0.618 |
91.16 |
HIGH |
90.34 |
0.618 |
89.83 |
0.500 |
89.68 |
0.382 |
89.52 |
LOW |
89.01 |
0.618 |
88.19 |
1.000 |
87.68 |
1.618 |
86.86 |
2.618 |
85.53 |
4.250 |
83.36 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.99 |
89.61 |
PP |
89.83 |
89.09 |
S1 |
89.68 |
88.56 |
|