NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
82.86 |
81.04 |
-1.82 |
-2.2% |
88.04 |
| High |
83.17 |
82.92 |
-0.25 |
-0.3% |
89.10 |
| Low |
80.65 |
80.92 |
0.27 |
0.3% |
85.00 |
| Close |
81.04 |
82.42 |
1.38 |
1.7% |
85.34 |
| Range |
2.52 |
2.00 |
-0.52 |
-20.6% |
4.10 |
| ATR |
2.01 |
2.01 |
0.00 |
0.0% |
0.00 |
| Volume |
224,785 |
347,608 |
122,823 |
54.6% |
738,526 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.09 |
87.25 |
83.52 |
|
| R3 |
86.09 |
85.25 |
82.97 |
|
| R2 |
84.09 |
84.09 |
82.79 |
|
| R1 |
83.25 |
83.25 |
82.60 |
83.67 |
| PP |
82.09 |
82.09 |
82.09 |
82.30 |
| S1 |
81.25 |
81.25 |
82.24 |
81.67 |
| S2 |
80.09 |
80.09 |
82.05 |
|
| S3 |
78.09 |
79.25 |
81.87 |
|
| S4 |
76.09 |
77.25 |
81.32 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.78 |
96.16 |
87.60 |
|
| R3 |
94.68 |
92.06 |
86.47 |
|
| R2 |
90.58 |
90.58 |
86.09 |
|
| R1 |
87.96 |
87.96 |
85.72 |
87.22 |
| PP |
86.48 |
86.48 |
86.48 |
86.11 |
| S1 |
83.86 |
83.86 |
84.96 |
83.12 |
| S2 |
82.38 |
82.38 |
84.59 |
|
| S3 |
78.28 |
79.76 |
84.21 |
|
| S4 |
74.18 |
75.66 |
83.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.32 |
80.65 |
7.67 |
9.3% |
2.36 |
2.9% |
23% |
False |
False |
216,694 |
| 10 |
89.10 |
80.65 |
8.45 |
10.3% |
2.00 |
2.4% |
21% |
False |
False |
174,465 |
| 20 |
89.10 |
80.65 |
8.45 |
10.3% |
1.84 |
2.2% |
21% |
False |
False |
125,907 |
| 40 |
89.10 |
77.24 |
11.86 |
14.4% |
1.99 |
2.4% |
44% |
False |
False |
98,600 |
| 60 |
89.10 |
74.90 |
14.20 |
17.2% |
1.95 |
2.4% |
53% |
False |
False |
79,070 |
| 80 |
89.10 |
73.12 |
15.98 |
19.4% |
1.87 |
2.3% |
58% |
False |
False |
62,267 |
| 100 |
89.10 |
73.12 |
15.98 |
19.4% |
1.84 |
2.2% |
58% |
False |
False |
51,029 |
| 120 |
89.10 |
73.12 |
15.98 |
19.4% |
1.81 |
2.2% |
58% |
False |
False |
43,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.42 |
|
2.618 |
88.16 |
|
1.618 |
86.16 |
|
1.000 |
84.92 |
|
0.618 |
84.16 |
|
HIGH |
82.92 |
|
0.618 |
82.16 |
|
0.500 |
81.92 |
|
0.382 |
81.68 |
|
LOW |
80.92 |
|
0.618 |
79.68 |
|
1.000 |
78.92 |
|
1.618 |
77.68 |
|
2.618 |
75.68 |
|
4.250 |
72.42 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.25 |
82.93 |
| PP |
82.09 |
82.76 |
| S1 |
81.92 |
82.59 |
|