NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.30 |
90.29 |
0.99 |
1.1% |
86.07 |
High |
90.34 |
90.48 |
0.14 |
0.2% |
90.34 |
Low |
89.01 |
89.66 |
0.65 |
0.7% |
85.92 |
Close |
90.14 |
90.13 |
-0.01 |
0.0% |
90.14 |
Range |
1.33 |
0.82 |
-0.51 |
-38.3% |
4.42 |
ATR |
1.55 |
1.50 |
-0.05 |
-3.4% |
0.00 |
Volume |
8,718 |
10,380 |
1,662 |
19.1% |
22,997 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.55 |
92.16 |
90.58 |
|
R3 |
91.73 |
91.34 |
90.36 |
|
R2 |
90.91 |
90.91 |
90.28 |
|
R1 |
90.52 |
90.52 |
90.21 |
90.31 |
PP |
90.09 |
90.09 |
90.09 |
89.98 |
S1 |
89.70 |
89.70 |
90.05 |
89.49 |
S2 |
89.27 |
89.27 |
89.98 |
|
S3 |
88.45 |
88.88 |
89.90 |
|
S4 |
87.63 |
88.06 |
89.68 |
|
|
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 |
93.97 |
2.618 |
92.63 |
1.618 |
91.81 |
1.000 |
91.30 |
0.618 |
90.99 |
HIGH |
90.48 |
0.618 |
90.17 |
0.500 |
90.07 |
0.382 |
89.97 |
LOW |
89.66 |
0.618 |
89.15 |
1.000 |
88.84 |
1.618 |
88.33 |
2.618 |
87.51 |
4.250 |
86.18 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.11 |
89.88 |
PP |
90.09 |
89.63 |
S1 |
90.07 |
89.38 |
|