NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.58 |
82.44 |
-2.14 |
-2.5% |
87.39 |
| High |
84.74 |
82.67 |
-2.07 |
-2.4% |
88.63 |
| Low |
82.07 |
80.06 |
-2.01 |
-2.4% |
84.52 |
| Close |
82.34 |
80.44 |
-1.90 |
-2.3% |
84.88 |
| Range |
2.67 |
2.61 |
-0.06 |
-2.2% |
4.11 |
| ATR |
2.02 |
2.06 |
0.04 |
2.1% |
0.00 |
| Volume |
386,093 |
316,645 |
-69,448 |
-18.0% |
1,792,197 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.89 |
87.27 |
81.88 |
|
| R3 |
86.28 |
84.66 |
81.16 |
|
| R2 |
83.67 |
83.67 |
80.92 |
|
| R1 |
82.05 |
82.05 |
80.68 |
81.56 |
| PP |
81.06 |
81.06 |
81.06 |
80.81 |
| S1 |
79.44 |
79.44 |
80.20 |
78.95 |
| S2 |
78.45 |
78.45 |
79.96 |
|
| S3 |
75.84 |
76.83 |
79.72 |
|
| S4 |
73.23 |
74.22 |
79.00 |
|
|
| 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 |
80.06 |
8.57 |
10.7% |
2.20 |
2.7% |
4% |
False |
True |
342,677 |
| 10 |
88.63 |
80.06 |
8.57 |
10.7% |
2.02 |
2.5% |
4% |
False |
True |
333,226 |
| 20 |
88.63 |
80.06 |
8.57 |
10.7% |
1.91 |
2.4% |
4% |
False |
True |
316,334 |
| 40 |
88.63 |
75.10 |
13.53 |
16.8% |
2.05 |
2.5% |
39% |
False |
False |
266,478 |
| 60 |
88.63 |
72.35 |
16.28 |
20.2% |
2.02 |
2.5% |
50% |
False |
False |
218,562 |
| 80 |
88.63 |
72.35 |
16.28 |
20.2% |
1.98 |
2.5% |
50% |
False |
False |
179,904 |
| 100 |
88.63 |
72.35 |
16.28 |
20.2% |
2.03 |
2.5% |
50% |
False |
False |
151,671 |
| 120 |
88.63 |
72.35 |
16.28 |
20.2% |
2.05 |
2.6% |
50% |
False |
False |
133,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.76 |
|
2.618 |
89.50 |
|
1.618 |
86.89 |
|
1.000 |
85.28 |
|
0.618 |
84.28 |
|
HIGH |
82.67 |
|
0.618 |
81.67 |
|
0.500 |
81.37 |
|
0.382 |
81.06 |
|
LOW |
80.06 |
|
0.618 |
78.45 |
|
1.000 |
77.45 |
|
1.618 |
75.84 |
|
2.618 |
73.23 |
|
4.250 |
68.97 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.37 |
82.92 |
| PP |
81.06 |
82.09 |
| S1 |
80.75 |
81.27 |
|