NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
82.15 |
81.61 |
-0.54 |
-0.7% |
85.22 |
| High |
82.87 |
82.10 |
-0.77 |
-0.9% |
86.22 |
| Low |
80.68 |
80.28 |
-0.40 |
-0.5% |
80.65 |
| Close |
81.74 |
81.25 |
-0.49 |
-0.6% |
81.98 |
| Range |
2.19 |
1.82 |
-0.37 |
-16.9% |
5.57 |
| ATR |
2.03 |
2.02 |
-0.02 |
-0.8% |
0.00 |
| Volume |
274,173 |
332,717 |
58,544 |
21.4% |
1,217,056 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.67 |
85.78 |
82.25 |
|
| R3 |
84.85 |
83.96 |
81.75 |
|
| R2 |
83.03 |
83.03 |
81.58 |
|
| R1 |
82.14 |
82.14 |
81.42 |
81.68 |
| PP |
81.21 |
81.21 |
81.21 |
80.98 |
| S1 |
80.32 |
80.32 |
81.08 |
79.86 |
| S2 |
79.39 |
79.39 |
80.92 |
|
| S3 |
77.57 |
78.50 |
80.75 |
|
| S4 |
75.75 |
76.68 |
80.25 |
|
|
| 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 |
83.32 |
80.28 |
3.04 |
3.7% |
2.15 |
2.7% |
32% |
False |
True |
298,182 |
| 10 |
89.10 |
80.28 |
8.82 |
10.9% |
2.11 |
2.6% |
11% |
False |
True |
234,711 |
| 20 |
89.10 |
80.28 |
8.82 |
10.9% |
1.93 |
2.4% |
11% |
False |
True |
161,826 |
| 40 |
89.10 |
77.98 |
11.12 |
13.7% |
2.02 |
2.5% |
29% |
False |
False |
117,420 |
| 60 |
89.10 |
75.74 |
13.36 |
16.4% |
1.95 |
2.4% |
41% |
False |
False |
92,920 |
| 80 |
89.10 |
73.12 |
15.98 |
19.7% |
1.86 |
2.3% |
51% |
False |
False |
73,415 |
| 100 |
89.10 |
73.12 |
15.98 |
19.7% |
1.84 |
2.3% |
51% |
False |
False |
60,049 |
| 120 |
89.10 |
73.12 |
15.98 |
19.7% |
1.80 |
2.2% |
51% |
False |
False |
50,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.84 |
|
2.618 |
86.86 |
|
1.618 |
85.04 |
|
1.000 |
83.92 |
|
0.618 |
83.22 |
|
HIGH |
82.10 |
|
0.618 |
81.40 |
|
0.500 |
81.19 |
|
0.382 |
80.98 |
|
LOW |
80.28 |
|
0.618 |
79.16 |
|
1.000 |
78.46 |
|
1.618 |
77.34 |
|
2.618 |
75.52 |
|
4.250 |
72.55 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.23 |
81.80 |
| PP |
81.21 |
81.62 |
| S1 |
81.19 |
81.43 |
|