NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
81.04 |
82.76 |
1.72 |
2.1% |
85.22 |
| High |
82.92 |
83.32 |
0.40 |
0.5% |
86.22 |
| Low |
80.92 |
81.08 |
0.16 |
0.2% |
80.65 |
| Close |
82.42 |
81.98 |
-0.44 |
-0.5% |
81.98 |
| Range |
2.00 |
2.24 |
0.24 |
12.0% |
5.57 |
| ATR |
2.01 |
2.02 |
0.02 |
0.8% |
0.00 |
| Volume |
347,608 |
311,630 |
-35,978 |
-10.4% |
1,217,056 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.85 |
87.65 |
83.21 |
|
| R3 |
86.61 |
85.41 |
82.60 |
|
| R2 |
84.37 |
84.37 |
82.39 |
|
| R1 |
83.17 |
83.17 |
82.19 |
82.65 |
| PP |
82.13 |
82.13 |
82.13 |
81.87 |
| S1 |
80.93 |
80.93 |
81.77 |
80.41 |
| S2 |
79.89 |
79.89 |
81.57 |
|
| S3 |
77.65 |
78.69 |
81.36 |
|
| S4 |
75.41 |
76.45 |
80.75 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.66 |
96.39 |
85.04 |
|
| R3 |
94.09 |
90.82 |
83.51 |
|
| R2 |
88.52 |
88.52 |
83.00 |
|
| R1 |
85.25 |
85.25 |
82.49 |
84.10 |
| PP |
82.95 |
82.95 |
82.95 |
82.38 |
| S1 |
79.68 |
79.68 |
81.47 |
78.53 |
| S2 |
77.38 |
77.38 |
80.96 |
|
| S3 |
71.81 |
74.11 |
80.45 |
|
| S4 |
66.24 |
68.54 |
78.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.22 |
80.65 |
5.57 |
6.8% |
2.14 |
2.6% |
24% |
False |
False |
243,411 |
| 10 |
89.10 |
80.65 |
8.45 |
10.3% |
2.08 |
2.5% |
16% |
False |
False |
195,558 |
| 20 |
89.10 |
80.65 |
8.45 |
10.3% |
1.87 |
2.3% |
16% |
False |
False |
137,164 |
| 40 |
89.10 |
77.36 |
11.74 |
14.3% |
2.00 |
2.4% |
39% |
False |
False |
104,934 |
| 60 |
89.10 |
75.52 |
13.58 |
16.6% |
1.95 |
2.4% |
48% |
False |
False |
83,926 |
| 80 |
89.10 |
73.12 |
15.98 |
19.5% |
1.87 |
2.3% |
55% |
False |
False |
66,008 |
| 100 |
89.10 |
73.12 |
15.98 |
19.5% |
1.85 |
2.3% |
55% |
False |
False |
54,105 |
| 120 |
89.10 |
73.12 |
15.98 |
19.5% |
1.81 |
2.2% |
55% |
False |
False |
45,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.84 |
|
2.618 |
89.18 |
|
1.618 |
86.94 |
|
1.000 |
85.56 |
|
0.618 |
84.70 |
|
HIGH |
83.32 |
|
0.618 |
82.46 |
|
0.500 |
82.20 |
|
0.382 |
81.94 |
|
LOW |
81.08 |
|
0.618 |
79.70 |
|
1.000 |
78.84 |
|
1.618 |
77.46 |
|
2.618 |
75.22 |
|
4.250 |
71.56 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.20 |
81.99 |
| PP |
82.13 |
81.98 |
| S1 |
82.05 |
81.98 |
|