NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
85.80 |
85.50 |
-0.30 |
-0.3% |
88.32 |
| High |
86.69 |
85.72 |
-0.97 |
-1.1% |
89.44 |
| Low |
85.49 |
83.17 |
-2.32 |
-2.7% |
85.47 |
| Close |
85.84 |
83.44 |
-2.40 |
-2.8% |
85.80 |
| Range |
1.20 |
2.55 |
1.35 |
112.5% |
3.97 |
| ATR |
1.83 |
1.89 |
0.06 |
3.3% |
0.00 |
| Volume |
57,398 |
39,732 |
-17,666 |
-30.8% |
254,532 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.76 |
90.15 |
84.84 |
|
| R3 |
89.21 |
87.60 |
84.14 |
|
| R2 |
86.66 |
86.66 |
83.91 |
|
| R1 |
85.05 |
85.05 |
83.67 |
84.58 |
| PP |
84.11 |
84.11 |
84.11 |
83.88 |
| S1 |
82.50 |
82.50 |
83.21 |
82.03 |
| S2 |
81.56 |
81.56 |
82.97 |
|
| S3 |
79.01 |
79.95 |
82.74 |
|
| S4 |
76.46 |
77.40 |
82.04 |
|
|
| 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 |
83.17 |
6.27 |
7.5% |
1.95 |
2.3% |
4% |
False |
True |
54,734 |
| 10 |
89.44 |
83.17 |
6.27 |
7.5% |
1.82 |
2.2% |
4% |
False |
True |
49,310 |
| 20 |
89.44 |
81.32 |
8.12 |
9.7% |
1.77 |
2.1% |
26% |
False |
False |
39,820 |
| 40 |
89.44 |
77.34 |
12.10 |
14.5% |
1.88 |
2.3% |
50% |
False |
False |
33,631 |
| 60 |
89.44 |
73.76 |
15.68 |
18.8% |
1.80 |
2.2% |
62% |
False |
False |
27,239 |
| 80 |
89.44 |
73.76 |
15.68 |
18.8% |
1.71 |
2.0% |
62% |
False |
False |
21,863 |
| 100 |
89.44 |
73.76 |
15.68 |
18.8% |
1.60 |
1.9% |
62% |
False |
False |
18,036 |
| 120 |
89.44 |
73.76 |
15.68 |
18.8% |
1.50 |
1.8% |
62% |
False |
False |
15,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.56 |
|
2.618 |
92.40 |
|
1.618 |
89.85 |
|
1.000 |
88.27 |
|
0.618 |
87.30 |
|
HIGH |
85.72 |
|
0.618 |
84.75 |
|
0.500 |
84.45 |
|
0.382 |
84.14 |
|
LOW |
83.17 |
|
0.618 |
81.59 |
|
1.000 |
80.62 |
|
1.618 |
79.04 |
|
2.618 |
76.49 |
|
4.250 |
72.33 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.45 |
85.91 |
| PP |
84.11 |
85.09 |
| S1 |
83.78 |
84.26 |
|