NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.22 |
83.08 |
-1.14 |
-1.4% |
86.22 |
| High |
84.50 |
83.91 |
-0.59 |
-0.7% |
87.10 |
| Low |
82.29 |
81.82 |
-0.47 |
-0.6% |
81.93 |
| Close |
83.07 |
82.83 |
-0.24 |
-0.3% |
83.07 |
| Range |
2.21 |
2.09 |
-0.12 |
-5.4% |
5.17 |
| ATR |
1.88 |
1.90 |
0.01 |
0.8% |
0.00 |
| Volume |
33,580 |
37,651 |
4,071 |
12.1% |
162,321 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.12 |
88.07 |
83.98 |
|
| R3 |
87.03 |
85.98 |
83.40 |
|
| R2 |
84.94 |
84.94 |
83.21 |
|
| R1 |
83.89 |
83.89 |
83.02 |
83.37 |
| PP |
82.85 |
82.85 |
82.85 |
82.60 |
| S1 |
81.80 |
81.80 |
82.64 |
81.28 |
| S2 |
80.76 |
80.76 |
82.45 |
|
| S3 |
78.67 |
79.71 |
82.26 |
|
| S4 |
76.58 |
77.62 |
81.68 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.54 |
96.48 |
85.91 |
|
| R3 |
94.37 |
91.31 |
84.49 |
|
| R2 |
89.20 |
89.20 |
84.02 |
|
| R1 |
86.14 |
86.14 |
83.54 |
85.09 |
| PP |
84.03 |
84.03 |
84.03 |
83.51 |
| S1 |
80.97 |
80.97 |
82.60 |
79.92 |
| S2 |
78.86 |
78.86 |
82.12 |
|
| S3 |
73.69 |
75.80 |
81.65 |
|
| S4 |
68.52 |
70.63 |
80.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.16 |
81.82 |
4.34 |
5.2% |
2.12 |
2.6% |
23% |
False |
True |
33,770 |
| 10 |
89.76 |
81.82 |
7.94 |
9.6% |
1.95 |
2.3% |
13% |
False |
True |
32,527 |
| 20 |
89.76 |
81.82 |
7.94 |
9.6% |
1.72 |
2.1% |
13% |
False |
True |
28,213 |
| 40 |
89.76 |
78.97 |
10.79 |
13.0% |
1.83 |
2.2% |
36% |
False |
False |
24,772 |
| 60 |
89.76 |
77.26 |
12.50 |
15.1% |
1.76 |
2.1% |
45% |
False |
False |
21,525 |
| 80 |
89.76 |
74.29 |
15.47 |
18.7% |
1.67 |
2.0% |
55% |
False |
False |
17,572 |
| 100 |
89.76 |
74.29 |
15.47 |
18.7% |
1.62 |
2.0% |
55% |
False |
False |
14,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.79 |
|
2.618 |
89.38 |
|
1.618 |
87.29 |
|
1.000 |
86.00 |
|
0.618 |
85.20 |
|
HIGH |
83.91 |
|
0.618 |
83.11 |
|
0.500 |
82.87 |
|
0.382 |
82.62 |
|
LOW |
81.82 |
|
0.618 |
80.53 |
|
1.000 |
79.73 |
|
1.618 |
78.44 |
|
2.618 |
76.35 |
|
4.250 |
72.94 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.87 |
83.16 |
| PP |
82.85 |
83.05 |
| S1 |
82.84 |
82.94 |
|