NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
82.72 |
82.29 |
-0.43 |
-0.5% |
85.80 |
| High |
83.43 |
82.66 |
-0.77 |
-0.9% |
86.69 |
| Low |
81.30 |
80.89 |
-0.41 |
-0.5% |
81.35 |
| Close |
82.33 |
81.83 |
-0.50 |
-0.6% |
82.58 |
| Range |
2.13 |
1.77 |
-0.36 |
-16.9% |
5.34 |
| ATR |
1.96 |
1.94 |
-0.01 |
-0.7% |
0.00 |
| Volume |
68,210 |
56,471 |
-11,739 |
-17.2% |
306,743 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.10 |
86.24 |
82.80 |
|
| R3 |
85.33 |
84.47 |
82.32 |
|
| R2 |
83.56 |
83.56 |
82.15 |
|
| R1 |
82.70 |
82.70 |
81.99 |
82.25 |
| PP |
81.79 |
81.79 |
81.79 |
81.57 |
| S1 |
80.93 |
80.93 |
81.67 |
80.48 |
| S2 |
80.02 |
80.02 |
81.51 |
|
| S3 |
78.25 |
79.16 |
81.34 |
|
| S4 |
76.48 |
77.39 |
80.86 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.56 |
96.41 |
85.52 |
|
| R3 |
94.22 |
91.07 |
84.05 |
|
| R2 |
88.88 |
88.88 |
83.56 |
|
| R1 |
85.73 |
85.73 |
83.07 |
84.64 |
| PP |
83.54 |
83.54 |
83.54 |
82.99 |
| S1 |
80.39 |
80.39 |
82.09 |
79.30 |
| S2 |
78.20 |
78.20 |
81.60 |
|
| S3 |
72.86 |
75.05 |
81.11 |
|
| S4 |
67.52 |
69.71 |
79.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.95 |
80.89 |
3.06 |
3.7% |
2.05 |
2.5% |
31% |
False |
True |
66,858 |
| 10 |
89.44 |
80.89 |
8.55 |
10.4% |
2.00 |
2.4% |
11% |
False |
True |
60,796 |
| 20 |
89.44 |
80.89 |
8.55 |
10.4% |
1.82 |
2.2% |
11% |
False |
True |
48,667 |
| 40 |
89.44 |
78.83 |
10.61 |
13.0% |
1.93 |
2.4% |
28% |
False |
False |
39,007 |
| 60 |
89.44 |
76.61 |
12.83 |
15.7% |
1.84 |
2.2% |
41% |
False |
False |
31,963 |
| 80 |
89.44 |
73.76 |
15.68 |
19.2% |
1.73 |
2.1% |
51% |
False |
False |
25,742 |
| 100 |
89.44 |
73.76 |
15.68 |
19.2% |
1.65 |
2.0% |
51% |
False |
False |
21,265 |
| 120 |
89.44 |
73.76 |
15.68 |
19.2% |
1.55 |
1.9% |
51% |
False |
False |
18,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.18 |
|
2.618 |
87.29 |
|
1.618 |
85.52 |
|
1.000 |
84.43 |
|
0.618 |
83.75 |
|
HIGH |
82.66 |
|
0.618 |
81.98 |
|
0.500 |
81.78 |
|
0.382 |
81.57 |
|
LOW |
80.89 |
|
0.618 |
79.80 |
|
1.000 |
79.12 |
|
1.618 |
78.03 |
|
2.618 |
76.26 |
|
4.250 |
73.37 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.81 |
82.42 |
| PP |
81.79 |
82.22 |
| S1 |
81.78 |
82.03 |
|