NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
86.75 |
86.45 |
-0.30 |
-0.3% |
81.45 |
| High |
87.63 |
88.21 |
0.58 |
0.7% |
87.43 |
| Low |
85.48 |
86.10 |
0.62 |
0.7% |
81.32 |
| Close |
86.72 |
87.81 |
1.09 |
1.3% |
86.85 |
| Range |
2.15 |
2.11 |
-0.04 |
-1.9% |
6.11 |
| ATR |
1.96 |
1.97 |
0.01 |
0.5% |
0.00 |
| Volume |
331,982 |
437,806 |
105,824 |
31.9% |
1,543,280 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.70 |
92.87 |
88.97 |
|
| R3 |
91.59 |
90.76 |
88.39 |
|
| R2 |
89.48 |
89.48 |
88.20 |
|
| R1 |
88.65 |
88.65 |
88.00 |
89.07 |
| PP |
87.37 |
87.37 |
87.37 |
87.58 |
| S1 |
86.54 |
86.54 |
87.62 |
86.96 |
| S2 |
85.26 |
85.26 |
87.42 |
|
| S3 |
83.15 |
84.43 |
87.23 |
|
| S4 |
81.04 |
82.32 |
86.65 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.53 |
101.30 |
90.21 |
|
| R3 |
97.42 |
95.19 |
88.53 |
|
| R2 |
91.31 |
91.31 |
87.97 |
|
| R1 |
89.08 |
89.08 |
87.41 |
90.20 |
| PP |
85.20 |
85.20 |
85.20 |
85.76 |
| S1 |
82.97 |
82.97 |
86.29 |
84.09 |
| S2 |
79.09 |
79.09 |
85.73 |
|
| S3 |
72.98 |
76.86 |
85.17 |
|
| S4 |
66.87 |
70.75 |
83.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.21 |
84.92 |
3.29 |
3.7% |
1.83 |
2.1% |
88% |
True |
False |
323,776 |
| 10 |
88.21 |
80.56 |
7.65 |
8.7% |
1.78 |
2.0% |
95% |
True |
False |
315,696 |
| 20 |
88.21 |
79.84 |
8.37 |
9.5% |
2.07 |
2.4% |
95% |
True |
False |
306,851 |
| 40 |
88.21 |
75.10 |
13.11 |
14.9% |
2.02 |
2.3% |
97% |
True |
False |
239,845 |
| 60 |
88.21 |
72.35 |
15.86 |
18.1% |
1.98 |
2.3% |
97% |
True |
False |
196,048 |
| 80 |
88.21 |
72.35 |
15.86 |
18.1% |
1.97 |
2.2% |
97% |
True |
False |
161,143 |
| 100 |
88.21 |
72.35 |
15.86 |
18.1% |
2.01 |
2.3% |
97% |
True |
False |
136,490 |
| 120 |
88.21 |
71.50 |
16.71 |
19.0% |
2.07 |
2.4% |
98% |
True |
False |
121,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.18 |
|
2.618 |
93.73 |
|
1.618 |
91.62 |
|
1.000 |
90.32 |
|
0.618 |
89.51 |
|
HIGH |
88.21 |
|
0.618 |
87.40 |
|
0.500 |
87.16 |
|
0.382 |
86.91 |
|
LOW |
86.10 |
|
0.618 |
84.80 |
|
1.000 |
83.99 |
|
1.618 |
82.69 |
|
2.618 |
80.58 |
|
4.250 |
77.13 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.59 |
87.49 |
| PP |
87.37 |
87.17 |
| S1 |
87.16 |
86.85 |
|