NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
88.27 |
88.25 |
-0.02 |
0.0% |
88.04 |
| High |
89.10 |
88.32 |
-0.78 |
-0.9% |
89.10 |
| Low |
88.01 |
85.00 |
-3.01 |
-3.4% |
85.00 |
| Close |
88.28 |
85.34 |
-2.94 |
-3.3% |
85.34 |
| Range |
1.09 |
3.32 |
2.23 |
204.6% |
4.10 |
| ATR |
1.85 |
1.96 |
0.10 |
5.7% |
0.00 |
| Volume |
202,436 |
178,046 |
-24,390 |
-12.0% |
738,526 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.18 |
94.08 |
87.17 |
|
| R3 |
92.86 |
90.76 |
86.25 |
|
| R2 |
89.54 |
89.54 |
85.95 |
|
| R1 |
87.44 |
87.44 |
85.64 |
86.83 |
| PP |
86.22 |
86.22 |
86.22 |
85.92 |
| S1 |
84.12 |
84.12 |
85.04 |
83.51 |
| S2 |
82.90 |
82.90 |
84.73 |
|
| S3 |
79.58 |
80.80 |
84.43 |
|
| S4 |
76.26 |
77.48 |
83.51 |
|
|
| 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 |
85.00 |
4.10 |
4.8% |
2.01 |
2.4% |
8% |
False |
True |
147,705 |
| 10 |
89.10 |
82.14 |
6.96 |
8.2% |
1.92 |
2.2% |
46% |
False |
False |
119,690 |
| 20 |
89.10 |
80.63 |
8.47 |
9.9% |
2.01 |
2.4% |
56% |
False |
False |
96,186 |
| 40 |
89.10 |
76.41 |
12.69 |
14.9% |
1.97 |
2.3% |
70% |
False |
False |
81,115 |
| 60 |
89.10 |
73.12 |
15.98 |
18.7% |
1.91 |
2.2% |
76% |
False |
False |
64,917 |
| 80 |
89.10 |
73.12 |
15.98 |
18.7% |
1.84 |
2.2% |
76% |
False |
False |
51,302 |
| 100 |
89.10 |
73.12 |
15.98 |
18.7% |
1.82 |
2.1% |
76% |
False |
False |
42,162 |
| 120 |
89.10 |
73.12 |
15.98 |
18.7% |
1.80 |
2.1% |
76% |
False |
False |
35,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.43 |
|
2.618 |
97.01 |
|
1.618 |
93.69 |
|
1.000 |
91.64 |
|
0.618 |
90.37 |
|
HIGH |
88.32 |
|
0.618 |
87.05 |
|
0.500 |
86.66 |
|
0.382 |
86.27 |
|
LOW |
85.00 |
|
0.618 |
82.95 |
|
1.000 |
81.68 |
|
1.618 |
79.63 |
|
2.618 |
76.31 |
|
4.250 |
70.89 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.66 |
87.05 |
| PP |
86.22 |
86.48 |
| S1 |
85.78 |
85.91 |
|