NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.87 |
84.58 |
-0.29 |
-0.3% |
87.39 |
| High |
85.77 |
84.74 |
-1.03 |
-1.2% |
88.63 |
| Low |
84.48 |
82.07 |
-2.41 |
-2.9% |
84.52 |
| Close |
84.86 |
82.34 |
-2.52 |
-3.0% |
84.88 |
| Range |
1.29 |
2.67 |
1.38 |
107.0% |
4.11 |
| ATR |
1.96 |
2.02 |
0.06 |
3.0% |
0.00 |
| Volume |
264,907 |
386,093 |
121,186 |
45.7% |
1,792,197 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.06 |
89.37 |
83.81 |
|
| R3 |
88.39 |
86.70 |
83.07 |
|
| R2 |
85.72 |
85.72 |
82.83 |
|
| R1 |
84.03 |
84.03 |
82.58 |
83.54 |
| PP |
83.05 |
83.05 |
83.05 |
82.81 |
| S1 |
81.36 |
81.36 |
82.10 |
80.87 |
| S2 |
80.38 |
80.38 |
81.85 |
|
| S3 |
77.71 |
78.69 |
81.61 |
|
| S4 |
75.04 |
76.02 |
80.87 |
|
|
| 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 |
82.07 |
6.56 |
8.0% |
2.10 |
2.5% |
4% |
False |
True |
366,909 |
| 10 |
88.63 |
82.07 |
6.56 |
8.0% |
1.93 |
2.3% |
4% |
False |
True |
338,970 |
| 20 |
88.63 |
79.90 |
8.73 |
10.6% |
1.91 |
2.3% |
28% |
False |
False |
320,639 |
| 40 |
88.63 |
75.10 |
13.53 |
16.4% |
2.03 |
2.5% |
54% |
False |
False |
262,406 |
| 60 |
88.63 |
72.35 |
16.28 |
19.8% |
2.00 |
2.4% |
61% |
False |
False |
214,051 |
| 80 |
88.63 |
72.35 |
16.28 |
19.8% |
1.98 |
2.4% |
61% |
False |
False |
176,274 |
| 100 |
88.63 |
72.35 |
16.28 |
19.8% |
2.01 |
2.4% |
61% |
False |
False |
148,903 |
| 120 |
88.63 |
72.35 |
16.28 |
19.8% |
2.05 |
2.5% |
61% |
False |
False |
131,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.09 |
|
2.618 |
91.73 |
|
1.618 |
89.06 |
|
1.000 |
87.41 |
|
0.618 |
86.39 |
|
HIGH |
84.74 |
|
0.618 |
83.72 |
|
0.500 |
83.41 |
|
0.382 |
83.09 |
|
LOW |
82.07 |
|
0.618 |
80.42 |
|
1.000 |
79.40 |
|
1.618 |
77.75 |
|
2.618 |
75.08 |
|
4.250 |
70.72 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.41 |
84.96 |
| PP |
83.05 |
84.09 |
| S1 |
82.70 |
83.21 |
|