NYMEX Light Sweet Crude Oil Future August 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 |
89.34 |
90.31 |
0.97 |
1.1% |
86.45 |
High |
90.31 |
90.35 |
0.04 |
0.0% |
90.31 |
Low |
89.34 |
89.50 |
0.16 |
0.2% |
86.20 |
Close |
90.12 |
90.03 |
-0.09 |
-0.1% |
90.12 |
Range |
0.97 |
0.85 |
-0.12 |
-12.4% |
4.11 |
ATR |
1.28 |
1.25 |
-0.03 |
-2.4% |
0.00 |
Volume |
5,043 |
7,178 |
2,135 |
42.3% |
12,734 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.51 |
92.12 |
90.50 |
|
R3 |
91.66 |
91.27 |
90.26 |
|
R2 |
90.81 |
90.81 |
90.19 |
|
R1 |
90.42 |
90.42 |
90.11 |
90.19 |
PP |
89.96 |
89.96 |
89.96 |
89.85 |
S1 |
89.57 |
89.57 |
89.95 |
89.34 |
S2 |
89.11 |
89.11 |
89.87 |
|
S3 |
88.26 |
88.72 |
89.80 |
|
S4 |
87.41 |
87.87 |
89.56 |
|
|
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 |
93.96 |
2.618 |
92.58 |
1.618 |
91.73 |
1.000 |
91.20 |
0.618 |
90.88 |
HIGH |
90.35 |
0.618 |
90.03 |
0.500 |
89.93 |
0.382 |
89.82 |
LOW |
89.50 |
0.618 |
88.97 |
1.000 |
88.65 |
1.618 |
88.12 |
2.618 |
87.27 |
4.250 |
85.89 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.00 |
89.83 |
PP |
89.96 |
89.64 |
S1 |
89.93 |
89.44 |
|