NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
88.25 |
85.22 |
-3.03 |
-3.4% |
88.04 |
| High |
88.32 |
86.22 |
-2.10 |
-2.4% |
89.10 |
| Low |
85.00 |
84.92 |
-0.08 |
-0.1% |
85.00 |
| Close |
85.34 |
85.29 |
-0.05 |
-0.1% |
85.34 |
| Range |
3.32 |
1.30 |
-2.02 |
-60.8% |
4.10 |
| ATR |
1.96 |
1.91 |
-0.05 |
-2.4% |
0.00 |
| Volume |
178,046 |
183,916 |
5,870 |
3.3% |
738,526 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.38 |
88.63 |
86.01 |
|
| R3 |
88.08 |
87.33 |
85.65 |
|
| R2 |
86.78 |
86.78 |
85.53 |
|
| R1 |
86.03 |
86.03 |
85.41 |
86.41 |
| PP |
85.48 |
85.48 |
85.48 |
85.66 |
| S1 |
84.73 |
84.73 |
85.17 |
85.11 |
| S2 |
84.18 |
84.18 |
85.05 |
|
| S3 |
82.88 |
83.43 |
84.93 |
|
| S4 |
81.58 |
82.13 |
84.58 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.78 |
96.16 |
87.60 |
|
| R3 |
94.68 |
92.06 |
86.47 |
|
| R2 |
90.58 |
90.58 |
86.09 |
|
| R1 |
87.96 |
87.96 |
85.72 |
87.22 |
| PP |
86.48 |
86.48 |
86.48 |
86.11 |
| S1 |
83.86 |
83.86 |
84.96 |
83.12 |
| S2 |
82.38 |
82.38 |
84.59 |
|
| S3 |
78.28 |
79.76 |
84.21 |
|
| S4 |
74.18 |
75.66 |
83.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.10 |
84.92 |
4.18 |
4.9% |
1.97 |
2.3% |
9% |
False |
True |
164,347 |
| 10 |
89.10 |
83.54 |
5.56 |
6.5% |
1.80 |
2.1% |
31% |
False |
False |
130,205 |
| 20 |
89.10 |
80.63 |
8.47 |
9.9% |
1.93 |
2.3% |
55% |
False |
False |
102,239 |
| 40 |
89.10 |
76.41 |
12.69 |
14.9% |
1.95 |
2.3% |
70% |
False |
False |
84,642 |
| 60 |
89.10 |
73.12 |
15.98 |
18.7% |
1.91 |
2.2% |
76% |
False |
False |
67,771 |
| 80 |
89.10 |
73.12 |
15.98 |
18.7% |
1.84 |
2.2% |
76% |
False |
False |
53,505 |
| 100 |
89.10 |
73.12 |
15.98 |
18.7% |
1.82 |
2.1% |
76% |
False |
False |
43,962 |
| 120 |
89.10 |
73.12 |
15.98 |
18.7% |
1.80 |
2.1% |
76% |
False |
False |
37,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.75 |
|
2.618 |
89.62 |
|
1.618 |
88.32 |
|
1.000 |
87.52 |
|
0.618 |
87.02 |
|
HIGH |
86.22 |
|
0.618 |
85.72 |
|
0.500 |
85.57 |
|
0.382 |
85.42 |
|
LOW |
84.92 |
|
0.618 |
84.12 |
|
1.000 |
83.62 |
|
1.618 |
82.82 |
|
2.618 |
81.52 |
|
4.250 |
79.40 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.57 |
87.01 |
| PP |
85.48 |
86.44 |
| S1 |
85.38 |
85.86 |
|