NYMEX Light Sweet Crude Oil Future February 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 |
84.61 |
86.42 |
1.81 |
2.1% |
82.72 |
| High |
86.38 |
86.42 |
0.04 |
0.0% |
85.08 |
| Low |
84.17 |
84.09 |
-0.08 |
-0.1% |
80.89 |
| Close |
86.27 |
84.65 |
-1.62 |
-1.9% |
84.35 |
| Range |
2.21 |
2.33 |
0.12 |
5.4% |
4.19 |
| ATR |
2.02 |
2.04 |
0.02 |
1.1% |
0.00 |
| Volume |
33,206 |
66,499 |
33,293 |
100.3% |
248,873 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.04 |
90.68 |
85.93 |
|
| R3 |
89.71 |
88.35 |
85.29 |
|
| R2 |
87.38 |
87.38 |
85.08 |
|
| R1 |
86.02 |
86.02 |
84.86 |
85.54 |
| PP |
85.05 |
85.05 |
85.05 |
84.81 |
| S1 |
83.69 |
83.69 |
84.44 |
83.21 |
| S2 |
82.72 |
82.72 |
84.22 |
|
| S3 |
80.39 |
81.36 |
84.01 |
|
| S4 |
78.06 |
79.03 |
83.37 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.01 |
94.37 |
86.65 |
|
| R3 |
91.82 |
90.18 |
85.50 |
|
| R2 |
87.63 |
87.63 |
85.12 |
|
| R1 |
85.99 |
85.99 |
84.73 |
86.81 |
| PP |
83.44 |
83.44 |
83.44 |
83.85 |
| S1 |
81.80 |
81.80 |
83.97 |
82.62 |
| S2 |
79.25 |
79.25 |
83.58 |
|
| S3 |
75.06 |
77.61 |
83.20 |
|
| S4 |
70.87 |
73.42 |
82.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.42 |
80.89 |
5.53 |
6.5% |
2.24 |
2.6% |
68% |
True |
False |
56,073 |
| 10 |
86.42 |
80.89 |
5.53 |
6.5% |
2.22 |
2.6% |
68% |
True |
False |
59,792 |
| 20 |
89.44 |
80.89 |
8.55 |
10.1% |
1.96 |
2.3% |
44% |
False |
False |
54,079 |
| 40 |
89.44 |
80.89 |
8.55 |
10.1% |
1.99 |
2.4% |
44% |
False |
False |
41,823 |
| 60 |
89.44 |
77.34 |
12.10 |
14.3% |
1.87 |
2.2% |
60% |
False |
False |
34,822 |
| 80 |
89.44 |
73.76 |
15.68 |
18.5% |
1.79 |
2.1% |
69% |
False |
False |
28,269 |
| 100 |
89.44 |
73.76 |
15.68 |
18.5% |
1.69 |
2.0% |
69% |
False |
False |
23,407 |
| 120 |
89.44 |
73.76 |
15.68 |
18.5% |
1.59 |
1.9% |
69% |
False |
False |
19,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.32 |
|
2.618 |
92.52 |
|
1.618 |
90.19 |
|
1.000 |
88.75 |
|
0.618 |
87.86 |
|
HIGH |
86.42 |
|
0.618 |
85.53 |
|
0.500 |
85.26 |
|
0.382 |
84.98 |
|
LOW |
84.09 |
|
0.618 |
82.65 |
|
1.000 |
81.76 |
|
1.618 |
80.32 |
|
2.618 |
77.99 |
|
4.250 |
74.19 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.26 |
84.88 |
| PP |
85.05 |
84.80 |
| S1 |
84.85 |
84.73 |
|