NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.97 |
82.86 |
-2.11 |
-2.5% |
88.04 |
| High |
85.20 |
83.17 |
-2.03 |
-2.4% |
89.10 |
| Low |
82.56 |
80.65 |
-1.91 |
-2.3% |
85.00 |
| Close |
82.84 |
81.04 |
-1.80 |
-2.2% |
85.34 |
| Range |
2.64 |
2.52 |
-0.12 |
-4.5% |
4.10 |
| ATR |
1.97 |
2.01 |
0.04 |
2.0% |
0.00 |
| Volume |
149,117 |
224,785 |
75,668 |
50.7% |
738,526 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.18 |
87.63 |
82.43 |
|
| R3 |
86.66 |
85.11 |
81.73 |
|
| R2 |
84.14 |
84.14 |
81.50 |
|
| R1 |
82.59 |
82.59 |
81.27 |
82.11 |
| PP |
81.62 |
81.62 |
81.62 |
81.38 |
| S1 |
80.07 |
80.07 |
80.81 |
79.59 |
| S2 |
79.10 |
79.10 |
80.58 |
|
| S3 |
76.58 |
77.55 |
80.35 |
|
| S4 |
74.06 |
75.03 |
79.65 |
|
|
| 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 |
80.65 |
8.45 |
10.4% |
2.17 |
2.7% |
5% |
False |
True |
187,660 |
| 10 |
89.10 |
80.65 |
8.45 |
10.4% |
1.99 |
2.5% |
5% |
False |
True |
150,754 |
| 20 |
89.10 |
80.65 |
8.45 |
10.4% |
1.86 |
2.3% |
5% |
False |
True |
113,422 |
| 40 |
89.10 |
76.41 |
12.69 |
15.7% |
1.99 |
2.5% |
36% |
False |
False |
91,544 |
| 60 |
89.10 |
73.12 |
15.98 |
19.7% |
1.95 |
2.4% |
50% |
False |
False |
73,608 |
| 80 |
89.10 |
73.12 |
15.98 |
19.7% |
1.86 |
2.3% |
50% |
False |
False |
58,017 |
| 100 |
89.10 |
73.12 |
15.98 |
19.7% |
1.85 |
2.3% |
50% |
False |
False |
47,597 |
| 120 |
89.10 |
73.12 |
15.98 |
19.7% |
1.81 |
2.2% |
50% |
False |
False |
40,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.88 |
|
2.618 |
89.77 |
|
1.618 |
87.25 |
|
1.000 |
85.69 |
|
0.618 |
84.73 |
|
HIGH |
83.17 |
|
0.618 |
82.21 |
|
0.500 |
81.91 |
|
0.382 |
81.61 |
|
LOW |
80.65 |
|
0.618 |
79.09 |
|
1.000 |
78.13 |
|
1.618 |
76.57 |
|
2.618 |
74.05 |
|
4.250 |
69.94 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.91 |
83.44 |
| PP |
81.62 |
82.64 |
| S1 |
81.33 |
81.84 |
|