NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
85.22 |
84.97 |
-0.25 |
-0.3% |
88.04 |
| High |
86.22 |
85.20 |
-1.02 |
-1.2% |
89.10 |
| Low |
84.92 |
82.56 |
-2.36 |
-2.8% |
85.00 |
| Close |
85.29 |
82.84 |
-2.45 |
-2.9% |
85.34 |
| Range |
1.30 |
2.64 |
1.34 |
103.1% |
4.10 |
| ATR |
1.91 |
1.97 |
0.06 |
3.1% |
0.00 |
| Volume |
183,916 |
149,117 |
-34,799 |
-18.9% |
738,526 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.45 |
89.79 |
84.29 |
|
| R3 |
88.81 |
87.15 |
83.57 |
|
| R2 |
86.17 |
86.17 |
83.32 |
|
| R1 |
84.51 |
84.51 |
83.08 |
84.02 |
| PP |
83.53 |
83.53 |
83.53 |
83.29 |
| S1 |
81.87 |
81.87 |
82.60 |
81.38 |
| S2 |
80.89 |
80.89 |
82.36 |
|
| S3 |
78.25 |
79.23 |
82.11 |
|
| S4 |
75.61 |
76.59 |
81.39 |
|
|
| 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 |
82.56 |
6.54 |
7.9% |
2.06 |
2.5% |
4% |
False |
True |
171,241 |
| 10 |
89.10 |
82.56 |
6.54 |
7.9% |
1.91 |
2.3% |
4% |
False |
True |
135,590 |
| 20 |
89.10 |
80.63 |
8.47 |
10.2% |
1.87 |
2.3% |
26% |
False |
False |
106,722 |
| 40 |
89.10 |
76.41 |
12.69 |
15.3% |
1.97 |
2.4% |
51% |
False |
False |
87,465 |
| 60 |
89.10 |
73.12 |
15.98 |
19.3% |
1.93 |
2.3% |
61% |
False |
False |
70,085 |
| 80 |
89.10 |
73.12 |
15.98 |
19.3% |
1.86 |
2.2% |
61% |
False |
False |
55,268 |
| 100 |
89.10 |
73.12 |
15.98 |
19.3% |
1.83 |
2.2% |
61% |
False |
False |
45,416 |
| 120 |
89.10 |
73.12 |
15.98 |
19.3% |
1.81 |
2.2% |
61% |
False |
False |
38,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.42 |
|
2.618 |
92.11 |
|
1.618 |
89.47 |
|
1.000 |
87.84 |
|
0.618 |
86.83 |
|
HIGH |
85.20 |
|
0.618 |
84.19 |
|
0.500 |
83.88 |
|
0.382 |
83.57 |
|
LOW |
82.56 |
|
0.618 |
80.93 |
|
1.000 |
79.92 |
|
1.618 |
78.29 |
|
2.618 |
75.65 |
|
4.250 |
71.34 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.88 |
85.44 |
| PP |
83.53 |
84.57 |
| S1 |
83.19 |
83.71 |
|