NYMEX Light Sweet Crude Oil Future August 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 |
88.53 |
89.34 |
0.81 |
0.9% |
86.45 |
High |
89.45 |
90.31 |
0.86 |
1.0% |
90.31 |
Low |
88.53 |
89.34 |
0.81 |
0.9% |
86.20 |
Close |
89.46 |
90.12 |
0.66 |
0.7% |
90.12 |
Range |
0.92 |
0.97 |
0.05 |
5.4% |
4.11 |
ATR |
1.31 |
1.28 |
-0.02 |
-1.8% |
0.00 |
Volume |
2,951 |
5,043 |
2,092 |
70.9% |
12,734 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.83 |
92.45 |
90.65 |
|
R3 |
91.86 |
91.48 |
90.39 |
|
R2 |
90.89 |
90.89 |
90.30 |
|
R1 |
90.51 |
90.51 |
90.21 |
90.70 |
PP |
89.92 |
89.92 |
89.92 |
90.02 |
S1 |
89.54 |
89.54 |
90.03 |
89.73 |
S2 |
88.95 |
88.95 |
89.94 |
|
S3 |
87.98 |
88.57 |
89.85 |
|
S4 |
87.01 |
87.60 |
89.59 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.21 |
99.77 |
92.38 |
|
R3 |
97.10 |
95.66 |
91.25 |
|
R2 |
92.99 |
92.99 |
90.87 |
|
R1 |
91.55 |
91.55 |
90.50 |
92.27 |
PP |
88.88 |
88.88 |
88.88 |
89.24 |
S1 |
87.44 |
87.44 |
89.74 |
88.16 |
S2 |
84.77 |
84.77 |
89.37 |
|
S3 |
80.66 |
83.33 |
88.99 |
|
S4 |
76.55 |
79.22 |
87.86 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.43 |
2.618 |
92.85 |
1.618 |
91.88 |
1.000 |
91.28 |
0.618 |
90.91 |
HIGH |
90.31 |
0.618 |
89.94 |
0.500 |
89.83 |
0.382 |
89.71 |
LOW |
89.34 |
0.618 |
88.74 |
1.000 |
88.37 |
1.618 |
87.77 |
2.618 |
86.80 |
4.250 |
85.22 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.02 |
89.50 |
PP |
89.92 |
88.89 |
S1 |
89.83 |
88.27 |
|