NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
85.50 |
83.48 |
-2.02 |
-2.4% |
88.32 |
| High |
85.72 |
83.75 |
-1.97 |
-2.3% |
89.44 |
| Low |
83.17 |
81.35 |
-1.82 |
-2.2% |
85.47 |
| Close |
83.44 |
81.71 |
-1.73 |
-2.1% |
85.80 |
| Range |
2.55 |
2.40 |
-0.15 |
-5.9% |
3.97 |
| ATR |
1.89 |
1.93 |
0.04 |
1.9% |
0.00 |
| Volume |
39,732 |
54,714 |
14,982 |
37.7% |
254,532 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.47 |
87.99 |
83.03 |
|
| R3 |
87.07 |
85.59 |
82.37 |
|
| R2 |
84.67 |
84.67 |
82.15 |
|
| R1 |
83.19 |
83.19 |
81.93 |
82.73 |
| PP |
82.27 |
82.27 |
82.27 |
82.04 |
| S1 |
80.79 |
80.79 |
81.49 |
80.33 |
| S2 |
79.87 |
79.87 |
81.27 |
|
| S3 |
77.47 |
78.39 |
81.05 |
|
| S4 |
75.07 |
75.99 |
80.39 |
|
|
| 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 |
81.35 |
8.09 |
9.9% |
2.07 |
2.5% |
4% |
False |
True |
58,178 |
| 10 |
89.44 |
81.35 |
8.09 |
9.9% |
1.90 |
2.3% |
4% |
False |
True |
51,513 |
| 20 |
89.44 |
81.35 |
8.09 |
9.9% |
1.77 |
2.2% |
4% |
False |
True |
40,575 |
| 40 |
89.44 |
77.34 |
12.10 |
14.8% |
1.90 |
2.3% |
36% |
False |
False |
34,386 |
| 60 |
89.44 |
73.76 |
15.68 |
19.2% |
1.82 |
2.2% |
51% |
False |
False |
28,051 |
| 80 |
89.44 |
73.76 |
15.68 |
19.2% |
1.71 |
2.1% |
51% |
False |
False |
22,505 |
| 100 |
89.44 |
73.76 |
15.68 |
19.2% |
1.62 |
2.0% |
51% |
False |
False |
18,556 |
| 120 |
89.44 |
73.76 |
15.68 |
19.2% |
1.51 |
1.8% |
51% |
False |
False |
15,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.95 |
|
2.618 |
90.03 |
|
1.618 |
87.63 |
|
1.000 |
86.15 |
|
0.618 |
85.23 |
|
HIGH |
83.75 |
|
0.618 |
82.83 |
|
0.500 |
82.55 |
|
0.382 |
82.27 |
|
LOW |
81.35 |
|
0.618 |
79.87 |
|
1.000 |
78.95 |
|
1.618 |
77.47 |
|
2.618 |
75.07 |
|
4.250 |
71.15 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.55 |
84.02 |
| PP |
82.27 |
83.25 |
| S1 |
81.99 |
82.48 |
|