NYMEX Light Sweet Crude Oil Future December 2010
| 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 |
87.85 |
87.73 |
-0.12 |
-0.1% |
87.39 |
| High |
88.63 |
87.85 |
-0.78 |
-0.9% |
88.63 |
| Low |
87.54 |
84.52 |
-3.02 |
-3.4% |
84.52 |
| Close |
87.81 |
84.88 |
-2.93 |
-3.3% |
84.88 |
| Range |
1.09 |
3.33 |
2.24 |
205.5% |
4.11 |
| ATR |
1.91 |
2.01 |
0.10 |
5.3% |
0.00 |
| Volume |
311,199 |
434,542 |
123,343 |
39.6% |
1,792,197 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.74 |
93.64 |
86.71 |
|
| R3 |
92.41 |
90.31 |
85.80 |
|
| R2 |
89.08 |
89.08 |
85.49 |
|
| R1 |
86.98 |
86.98 |
85.19 |
86.37 |
| PP |
85.75 |
85.75 |
85.75 |
85.44 |
| S1 |
83.65 |
83.65 |
84.57 |
83.04 |
| S2 |
82.42 |
82.42 |
84.27 |
|
| S3 |
79.09 |
80.32 |
83.96 |
|
| S4 |
75.76 |
76.99 |
83.05 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.34 |
95.72 |
87.14 |
|
| R3 |
94.23 |
91.61 |
86.01 |
|
| R2 |
90.12 |
90.12 |
85.63 |
|
| R1 |
87.50 |
87.50 |
85.26 |
86.76 |
| PP |
86.01 |
86.01 |
86.01 |
85.64 |
| S1 |
83.39 |
83.39 |
84.50 |
82.65 |
| S2 |
81.90 |
81.90 |
84.13 |
|
| S3 |
77.79 |
79.28 |
83.75 |
|
| S4 |
73.68 |
75.17 |
82.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.63 |
84.52 |
4.11 |
4.8% |
2.04 |
2.4% |
9% |
False |
True |
358,439 |
| 10 |
88.63 |
81.32 |
7.31 |
8.6% |
1.96 |
2.3% |
49% |
False |
False |
333,547 |
| 20 |
88.63 |
79.84 |
8.79 |
10.4% |
2.06 |
2.4% |
57% |
False |
False |
322,051 |
| 40 |
88.63 |
75.10 |
13.53 |
15.9% |
2.03 |
2.4% |
72% |
False |
False |
251,822 |
| 60 |
88.63 |
72.35 |
16.28 |
19.2% |
1.99 |
2.3% |
77% |
False |
False |
205,003 |
| 80 |
88.63 |
72.35 |
16.28 |
19.2% |
1.97 |
2.3% |
77% |
False |
False |
169,259 |
| 100 |
88.63 |
72.35 |
16.28 |
19.2% |
2.02 |
2.4% |
77% |
False |
False |
143,310 |
| 120 |
88.63 |
72.35 |
16.28 |
19.2% |
2.07 |
2.4% |
77% |
False |
False |
127,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.00 |
|
2.618 |
96.57 |
|
1.618 |
93.24 |
|
1.000 |
91.18 |
|
0.618 |
89.91 |
|
HIGH |
87.85 |
|
0.618 |
86.58 |
|
0.500 |
86.19 |
|
0.382 |
85.79 |
|
LOW |
84.52 |
|
0.618 |
82.46 |
|
1.000 |
81.19 |
|
1.618 |
79.13 |
|
2.618 |
75.80 |
|
4.250 |
70.37 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.19 |
86.58 |
| PP |
85.75 |
86.01 |
| S1 |
85.32 |
85.45 |
|