NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
83.70 |
83.90 |
0.20 |
0.2% |
82.15 |
| High |
84.53 |
85.90 |
1.37 |
1.6% |
84.53 |
| Low |
82.78 |
83.59 |
0.81 |
1.0% |
80.28 |
| Close |
83.76 |
85.73 |
1.97 |
2.4% |
83.76 |
| Range |
1.75 |
2.31 |
0.56 |
32.0% |
4.25 |
| ATR |
2.08 |
2.10 |
0.02 |
0.8% |
0.00 |
| Volume |
159,650 |
315,606 |
155,956 |
97.7% |
1,072,525 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.00 |
91.18 |
87.00 |
|
| R3 |
89.69 |
88.87 |
86.37 |
|
| R2 |
87.38 |
87.38 |
86.15 |
|
| R1 |
86.56 |
86.56 |
85.94 |
86.97 |
| PP |
85.07 |
85.07 |
85.07 |
85.28 |
| S1 |
84.25 |
84.25 |
85.52 |
84.66 |
| S2 |
82.76 |
82.76 |
85.31 |
|
| S3 |
80.45 |
81.94 |
85.09 |
|
| S4 |
78.14 |
79.63 |
84.46 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.61 |
93.93 |
86.10 |
|
| R3 |
91.36 |
89.68 |
84.93 |
|
| R2 |
87.11 |
87.11 |
84.54 |
|
| R1 |
85.43 |
85.43 |
84.15 |
86.27 |
| PP |
82.86 |
82.86 |
82.86 |
83.28 |
| S1 |
81.18 |
81.18 |
83.37 |
82.02 |
| S2 |
78.61 |
78.61 |
82.98 |
|
| S3 |
74.36 |
76.93 |
82.59 |
|
| S4 |
70.11 |
72.68 |
81.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.90 |
80.28 |
5.62 |
6.6% |
2.26 |
2.6% |
97% |
True |
False |
277,626 |
| 10 |
86.22 |
80.28 |
5.94 |
6.9% |
2.20 |
2.6% |
92% |
False |
False |
260,518 |
| 20 |
89.10 |
80.28 |
8.82 |
10.3% |
2.06 |
2.4% |
62% |
False |
False |
190,104 |
| 40 |
89.10 |
80.28 |
8.82 |
10.3% |
2.05 |
2.4% |
62% |
False |
False |
132,123 |
| 60 |
89.10 |
76.41 |
12.69 |
14.8% |
1.97 |
2.3% |
73% |
False |
False |
104,259 |
| 80 |
89.10 |
73.12 |
15.98 |
18.6% |
1.92 |
2.2% |
79% |
False |
False |
82,877 |
| 100 |
89.10 |
73.12 |
15.98 |
18.6% |
1.86 |
2.2% |
79% |
False |
False |
67,696 |
| 120 |
89.10 |
73.12 |
15.98 |
18.6% |
1.82 |
2.1% |
79% |
False |
False |
57,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.72 |
|
2.618 |
91.95 |
|
1.618 |
89.64 |
|
1.000 |
88.21 |
|
0.618 |
87.33 |
|
HIGH |
85.90 |
|
0.618 |
85.02 |
|
0.500 |
84.75 |
|
0.382 |
84.47 |
|
LOW |
83.59 |
|
0.618 |
82.16 |
|
1.000 |
81.28 |
|
1.618 |
79.85 |
|
2.618 |
77.54 |
|
4.250 |
73.77 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.40 |
84.97 |
| PP |
85.07 |
84.20 |
| S1 |
84.75 |
83.44 |
|