NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
88.56 |
88.62 |
0.06 |
0.1% |
88.32 |
| High |
89.44 |
88.65 |
-0.79 |
-0.9% |
89.44 |
| Low |
88.44 |
85.47 |
-2.97 |
-3.4% |
85.47 |
| Close |
88.69 |
85.80 |
-2.89 |
-3.3% |
85.80 |
| Range |
1.00 |
3.18 |
2.18 |
218.0% |
3.97 |
| ATR |
1.77 |
1.88 |
0.10 |
5.8% |
0.00 |
| Volume |
71,683 |
67,365 |
-4,318 |
-6.0% |
254,532 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.18 |
94.17 |
87.55 |
|
| R3 |
93.00 |
90.99 |
86.67 |
|
| R2 |
89.82 |
89.82 |
86.38 |
|
| R1 |
87.81 |
87.81 |
86.09 |
87.23 |
| PP |
86.64 |
86.64 |
86.64 |
86.35 |
| S1 |
84.63 |
84.63 |
85.51 |
84.05 |
| S2 |
83.46 |
83.46 |
85.22 |
|
| S3 |
80.28 |
81.45 |
84.93 |
|
| S4 |
77.10 |
78.27 |
84.05 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.81 |
96.28 |
87.98 |
|
| R3 |
94.84 |
92.31 |
86.89 |
|
| R2 |
90.87 |
90.87 |
86.53 |
|
| R1 |
88.34 |
88.34 |
86.16 |
87.62 |
| PP |
86.90 |
86.90 |
86.90 |
86.55 |
| S1 |
84.37 |
84.37 |
85.44 |
83.65 |
| S2 |
82.93 |
82.93 |
85.07 |
|
| S3 |
78.96 |
80.40 |
84.71 |
|
| S4 |
74.99 |
76.43 |
83.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.44 |
85.47 |
3.97 |
4.6% |
1.92 |
2.2% |
8% |
False |
True |
50,906 |
| 10 |
89.44 |
82.92 |
6.52 |
7.6% |
1.79 |
2.1% |
44% |
False |
False |
45,428 |
| 20 |
89.44 |
81.32 |
8.12 |
9.5% |
1.92 |
2.2% |
55% |
False |
False |
37,559 |
| 40 |
89.44 |
77.34 |
12.10 |
14.1% |
1.88 |
2.2% |
70% |
False |
False |
32,006 |
| 60 |
89.44 |
73.76 |
15.68 |
18.3% |
1.78 |
2.1% |
77% |
False |
False |
25,820 |
| 80 |
89.44 |
73.76 |
15.68 |
18.3% |
1.68 |
2.0% |
77% |
False |
False |
20,748 |
| 100 |
89.44 |
73.76 |
15.68 |
18.3% |
1.58 |
1.8% |
77% |
False |
False |
17,102 |
| 120 |
89.44 |
73.76 |
15.68 |
18.3% |
1.50 |
1.7% |
77% |
False |
False |
14,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.17 |
|
2.618 |
96.98 |
|
1.618 |
93.80 |
|
1.000 |
91.83 |
|
0.618 |
90.62 |
|
HIGH |
88.65 |
|
0.618 |
87.44 |
|
0.500 |
87.06 |
|
0.382 |
86.68 |
|
LOW |
85.47 |
|
0.618 |
83.50 |
|
1.000 |
82.29 |
|
1.618 |
80.32 |
|
2.618 |
77.14 |
|
4.250 |
71.96 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.06 |
87.46 |
| PP |
86.64 |
86.90 |
| S1 |
86.22 |
86.35 |
|