NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
86.45 |
87.85 |
1.40 |
1.6% |
81.45 |
| High |
88.21 |
88.63 |
0.42 |
0.5% |
87.43 |
| Low |
86.10 |
87.54 |
1.44 |
1.7% |
81.32 |
| Close |
87.81 |
87.81 |
0.00 |
0.0% |
86.85 |
| Range |
2.11 |
1.09 |
-1.02 |
-48.3% |
6.11 |
| ATR |
1.97 |
1.91 |
-0.06 |
-3.2% |
0.00 |
| Volume |
437,806 |
311,199 |
-126,607 |
-28.9% |
1,543,280 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.26 |
90.63 |
88.41 |
|
| R3 |
90.17 |
89.54 |
88.11 |
|
| R2 |
89.08 |
89.08 |
88.01 |
|
| R1 |
88.45 |
88.45 |
87.91 |
88.22 |
| PP |
87.99 |
87.99 |
87.99 |
87.88 |
| S1 |
87.36 |
87.36 |
87.71 |
87.13 |
| S2 |
86.90 |
86.90 |
87.61 |
|
| S3 |
85.81 |
86.27 |
87.51 |
|
| S4 |
84.72 |
85.18 |
87.21 |
|
|
| 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 |
88.63 |
85.48 |
3.15 |
3.6% |
1.67 |
1.9% |
74% |
True |
False |
328,436 |
| 10 |
88.63 |
80.56 |
8.07 |
9.2% |
1.78 |
2.0% |
90% |
True |
False |
319,118 |
| 20 |
88.63 |
79.84 |
8.79 |
10.0% |
2.03 |
2.3% |
91% |
True |
False |
311,050 |
| 40 |
88.63 |
75.10 |
13.53 |
15.4% |
2.01 |
2.3% |
94% |
True |
False |
243,775 |
| 60 |
88.63 |
72.35 |
16.28 |
18.5% |
1.97 |
2.2% |
95% |
True |
False |
199,219 |
| 80 |
88.63 |
72.35 |
16.28 |
18.5% |
1.96 |
2.2% |
95% |
True |
False |
164,612 |
| 100 |
88.63 |
72.35 |
16.28 |
18.5% |
2.01 |
2.3% |
95% |
True |
False |
139,300 |
| 120 |
88.63 |
71.50 |
17.13 |
19.5% |
2.07 |
2.4% |
95% |
True |
False |
123,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.26 |
|
2.618 |
91.48 |
|
1.618 |
90.39 |
|
1.000 |
89.72 |
|
0.618 |
89.30 |
|
HIGH |
88.63 |
|
0.618 |
88.21 |
|
0.500 |
88.09 |
|
0.382 |
87.96 |
|
LOW |
87.54 |
|
0.618 |
86.87 |
|
1.000 |
86.45 |
|
1.618 |
85.78 |
|
2.618 |
84.69 |
|
4.250 |
82.91 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.09 |
87.56 |
| PP |
87.99 |
87.31 |
| S1 |
87.90 |
87.06 |
|