NYMEX Light Sweet Crude Oil Future March 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 |
89.19 |
88.80 |
-0.39 |
-0.4% |
88.91 |
| High |
89.76 |
88.86 |
-0.90 |
-1.0% |
89.76 |
| Low |
88.81 |
85.90 |
-2.91 |
-3.3% |
85.90 |
| Close |
89.07 |
86.22 |
-2.85 |
-3.2% |
86.22 |
| Range |
0.95 |
2.96 |
2.01 |
211.6% |
3.86 |
| ATR |
1.71 |
1.81 |
0.10 |
6.1% |
0.00 |
| Volume |
40,581 |
39,722 |
-859 |
-2.1% |
156,944 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.87 |
94.01 |
87.85 |
|
| R3 |
92.91 |
91.05 |
87.03 |
|
| R2 |
89.95 |
89.95 |
86.76 |
|
| R1 |
88.09 |
88.09 |
86.49 |
87.54 |
| PP |
86.99 |
86.99 |
86.99 |
86.72 |
| S1 |
85.13 |
85.13 |
85.95 |
84.58 |
| S2 |
84.03 |
84.03 |
85.68 |
|
| S3 |
81.07 |
82.17 |
85.41 |
|
| S4 |
78.11 |
79.21 |
84.59 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.87 |
96.41 |
88.34 |
|
| R3 |
95.01 |
92.55 |
87.28 |
|
| R2 |
91.15 |
91.15 |
86.93 |
|
| R1 |
88.69 |
88.69 |
86.57 |
87.99 |
| PP |
87.29 |
87.29 |
87.29 |
86.95 |
| S1 |
84.83 |
84.83 |
85.87 |
84.13 |
| S2 |
83.43 |
83.43 |
85.51 |
|
| S3 |
79.57 |
80.97 |
85.16 |
|
| S4 |
75.71 |
77.11 |
84.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.76 |
85.90 |
3.86 |
4.5% |
1.83 |
2.1% |
8% |
False |
True |
31,388 |
| 10 |
89.76 |
83.39 |
6.37 |
7.4% |
1.72 |
2.0% |
44% |
False |
False |
28,812 |
| 20 |
89.76 |
81.91 |
7.85 |
9.1% |
1.85 |
2.1% |
55% |
False |
False |
24,877 |
| 40 |
89.76 |
78.05 |
11.71 |
13.6% |
1.79 |
2.1% |
70% |
False |
False |
22,185 |
| 60 |
89.76 |
74.29 |
15.47 |
17.9% |
1.71 |
2.0% |
77% |
False |
False |
18,847 |
| 80 |
89.76 |
74.29 |
15.47 |
17.9% |
1.63 |
1.9% |
77% |
False |
False |
15,349 |
| 100 |
89.76 |
74.29 |
15.47 |
17.9% |
1.60 |
1.9% |
77% |
False |
False |
12,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.44 |
|
2.618 |
96.61 |
|
1.618 |
93.65 |
|
1.000 |
91.82 |
|
0.618 |
90.69 |
|
HIGH |
88.86 |
|
0.618 |
87.73 |
|
0.500 |
87.38 |
|
0.382 |
87.03 |
|
LOW |
85.90 |
|
0.618 |
84.07 |
|
1.000 |
82.94 |
|
1.618 |
81.11 |
|
2.618 |
78.15 |
|
4.250 |
73.32 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.38 |
87.83 |
| PP |
86.99 |
87.29 |
| S1 |
86.61 |
86.76 |
|