NYMEX Light Sweet Crude Oil Future August 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 |
86.23 |
88.53 |
2.30 |
2.7% |
83.45 |
High |
88.58 |
89.45 |
0.87 |
1.0% |
86.78 |
Low |
86.23 |
88.53 |
2.30 |
2.7% |
83.43 |
Close |
88.67 |
89.46 |
0.79 |
0.9% |
86.21 |
Range |
2.35 |
0.92 |
-1.43 |
-60.9% |
3.35 |
ATR |
1.34 |
1.31 |
-0.03 |
-2.2% |
0.00 |
Volume |
1,576 |
2,951 |
1,375 |
87.2% |
8,866 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.91 |
91.60 |
89.97 |
|
R3 |
90.99 |
90.68 |
89.71 |
|
R2 |
90.07 |
90.07 |
89.63 |
|
R1 |
89.76 |
89.76 |
89.54 |
89.92 |
PP |
89.15 |
89.15 |
89.15 |
89.22 |
S1 |
88.84 |
88.84 |
89.38 |
89.00 |
S2 |
88.23 |
88.23 |
89.29 |
|
S3 |
87.31 |
87.92 |
89.21 |
|
S4 |
86.39 |
87.00 |
88.95 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.52 |
94.22 |
88.05 |
|
R3 |
92.17 |
90.87 |
87.13 |
|
R2 |
88.82 |
88.82 |
86.82 |
|
R1 |
87.52 |
87.52 |
86.52 |
88.17 |
PP |
85.47 |
85.47 |
85.47 |
85.80 |
S1 |
84.17 |
84.17 |
85.90 |
84.82 |
S2 |
82.12 |
82.12 |
85.60 |
|
S3 |
78.77 |
80.82 |
85.29 |
|
S4 |
75.42 |
77.47 |
84.37 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.36 |
2.618 |
91.86 |
1.618 |
90.94 |
1.000 |
90.37 |
0.618 |
90.02 |
HIGH |
89.45 |
0.618 |
89.10 |
0.500 |
88.99 |
0.382 |
88.88 |
LOW |
88.53 |
0.618 |
87.96 |
1.000 |
87.61 |
1.618 |
87.04 |
2.618 |
86.12 |
4.250 |
84.62 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
89.30 |
88.92 |
PP |
89.15 |
88.37 |
S1 |
88.99 |
87.83 |
|