NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
83.90 |
85.81 |
1.91 |
2.3% |
82.15 |
| High |
85.90 |
85.90 |
0.00 |
0.0% |
84.53 |
| Low |
83.59 |
83.55 |
-0.04 |
0.0% |
80.28 |
| Close |
85.73 |
84.11 |
-1.62 |
-1.9% |
83.76 |
| Range |
2.31 |
2.35 |
0.04 |
1.7% |
4.25 |
| ATR |
2.10 |
2.11 |
0.02 |
0.9% |
0.00 |
| Volume |
315,606 |
315,147 |
-459 |
-0.1% |
1,072,525 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.57 |
90.19 |
85.40 |
|
| R3 |
89.22 |
87.84 |
84.76 |
|
| R2 |
86.87 |
86.87 |
84.54 |
|
| R1 |
85.49 |
85.49 |
84.33 |
85.01 |
| PP |
84.52 |
84.52 |
84.52 |
84.28 |
| S1 |
83.14 |
83.14 |
83.89 |
82.66 |
| S2 |
82.17 |
82.17 |
83.68 |
|
| S3 |
79.82 |
80.79 |
83.46 |
|
| S4 |
77.47 |
78.44 |
82.82 |
|
|
| 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 |
6.7% |
2.29 |
2.7% |
68% |
True |
False |
285,821 |
| 10 |
85.90 |
80.28 |
5.62 |
6.7% |
2.31 |
2.7% |
68% |
True |
False |
273,641 |
| 20 |
89.10 |
80.28 |
8.82 |
10.5% |
2.05 |
2.4% |
43% |
False |
False |
201,923 |
| 40 |
89.10 |
80.28 |
8.82 |
10.5% |
2.08 |
2.5% |
43% |
False |
False |
138,425 |
| 60 |
89.10 |
76.41 |
12.69 |
15.1% |
1.97 |
2.3% |
61% |
False |
False |
109,044 |
| 80 |
89.10 |
73.12 |
15.98 |
19.0% |
1.92 |
2.3% |
69% |
False |
False |
86,705 |
| 100 |
89.10 |
73.12 |
15.98 |
19.0% |
1.87 |
2.2% |
69% |
False |
False |
70,778 |
| 120 |
89.10 |
73.12 |
15.98 |
19.0% |
1.83 |
2.2% |
69% |
False |
False |
59,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.89 |
|
2.618 |
92.05 |
|
1.618 |
89.70 |
|
1.000 |
88.25 |
|
0.618 |
87.35 |
|
HIGH |
85.90 |
|
0.618 |
85.00 |
|
0.500 |
84.73 |
|
0.382 |
84.45 |
|
LOW |
83.55 |
|
0.618 |
82.10 |
|
1.000 |
81.20 |
|
1.618 |
79.75 |
|
2.618 |
77.40 |
|
4.250 |
73.56 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.73 |
84.34 |
| PP |
84.52 |
84.26 |
| S1 |
84.32 |
84.19 |
|