NYMEX Light Sweet Crude Oil Future December 2010
| 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 |
87.73 |
84.87 |
-2.86 |
-3.3% |
87.39 |
| High |
87.85 |
85.77 |
-2.08 |
-2.4% |
88.63 |
| Low |
84.52 |
84.48 |
-0.04 |
0.0% |
84.52 |
| Close |
84.88 |
84.86 |
-0.02 |
0.0% |
84.88 |
| Range |
3.33 |
1.29 |
-2.04 |
-61.3% |
4.11 |
| ATR |
2.01 |
1.96 |
-0.05 |
-2.6% |
0.00 |
| Volume |
434,542 |
264,907 |
-169,635 |
-39.0% |
1,792,197 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.91 |
88.17 |
85.57 |
|
| R3 |
87.62 |
86.88 |
85.21 |
|
| R2 |
86.33 |
86.33 |
85.10 |
|
| R1 |
85.59 |
85.59 |
84.98 |
85.32 |
| PP |
85.04 |
85.04 |
85.04 |
84.90 |
| S1 |
84.30 |
84.30 |
84.74 |
84.03 |
| S2 |
83.75 |
83.75 |
84.62 |
|
| S3 |
82.46 |
83.01 |
84.51 |
|
| S4 |
81.17 |
81.72 |
84.15 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.34 |
95.72 |
87.14 |
|
| R3 |
94.23 |
91.61 |
86.01 |
|
| R2 |
90.12 |
90.12 |
85.63 |
|
| R1 |
87.50 |
87.50 |
85.26 |
86.76 |
| PP |
86.01 |
86.01 |
86.01 |
85.64 |
| S1 |
83.39 |
83.39 |
84.50 |
82.65 |
| S2 |
81.90 |
81.90 |
84.13 |
|
| S3 |
77.79 |
79.28 |
83.75 |
|
| S4 |
73.68 |
75.17 |
82.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.63 |
84.48 |
4.15 |
4.9% |
1.99 |
2.3% |
9% |
False |
True |
356,087 |
| 10 |
88.63 |
82.83 |
5.80 |
6.8% |
1.83 |
2.2% |
35% |
False |
False |
326,480 |
| 20 |
88.63 |
79.84 |
8.79 |
10.4% |
1.98 |
2.3% |
57% |
False |
False |
323,884 |
| 40 |
88.63 |
75.10 |
13.53 |
15.9% |
2.01 |
2.4% |
72% |
False |
False |
255,295 |
| 60 |
88.63 |
72.35 |
16.28 |
19.2% |
1.98 |
2.3% |
77% |
False |
False |
208,421 |
| 80 |
88.63 |
72.35 |
16.28 |
19.2% |
1.97 |
2.3% |
77% |
False |
False |
171,867 |
| 100 |
88.63 |
72.35 |
16.28 |
19.2% |
2.02 |
2.4% |
77% |
False |
False |
145,414 |
| 120 |
88.63 |
72.35 |
16.28 |
19.2% |
2.07 |
2.4% |
77% |
False |
False |
128,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.25 |
|
2.618 |
89.15 |
|
1.618 |
87.86 |
|
1.000 |
87.06 |
|
0.618 |
86.57 |
|
HIGH |
85.77 |
|
0.618 |
85.28 |
|
0.500 |
85.13 |
|
0.382 |
84.97 |
|
LOW |
84.48 |
|
0.618 |
83.68 |
|
1.000 |
83.19 |
|
1.618 |
82.39 |
|
2.618 |
81.10 |
|
4.250 |
79.00 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.13 |
86.56 |
| PP |
85.04 |
85.99 |
| S1 |
84.95 |
85.43 |
|