NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
81.61 |
80.99 |
-0.62 |
-0.8% |
85.22 |
| High |
82.10 |
84.20 |
2.10 |
2.6% |
86.22 |
| Low |
80.28 |
80.97 |
0.69 |
0.9% |
80.65 |
| Close |
81.25 |
83.86 |
2.61 |
3.2% |
81.98 |
| Range |
1.82 |
3.23 |
1.41 |
77.5% |
5.57 |
| ATR |
2.02 |
2.11 |
0.09 |
4.3% |
0.00 |
| Volume |
332,717 |
305,985 |
-26,732 |
-8.0% |
1,217,056 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.70 |
91.51 |
85.64 |
|
| R3 |
89.47 |
88.28 |
84.75 |
|
| R2 |
86.24 |
86.24 |
84.45 |
|
| R1 |
85.05 |
85.05 |
84.16 |
85.65 |
| PP |
83.01 |
83.01 |
83.01 |
83.31 |
| S1 |
81.82 |
81.82 |
83.56 |
82.42 |
| S2 |
79.78 |
79.78 |
83.27 |
|
| S3 |
76.55 |
78.59 |
82.97 |
|
| S4 |
73.32 |
75.36 |
82.08 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.66 |
96.39 |
85.04 |
|
| R3 |
94.09 |
90.82 |
83.51 |
|
| R2 |
88.52 |
88.52 |
83.00 |
|
| R1 |
85.25 |
85.25 |
82.49 |
84.10 |
| PP |
82.95 |
82.95 |
82.95 |
82.38 |
| S1 |
79.68 |
79.68 |
81.47 |
78.53 |
| S2 |
77.38 |
77.38 |
80.96 |
|
| S3 |
71.81 |
74.11 |
80.45 |
|
| S4 |
66.24 |
68.54 |
78.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.20 |
80.28 |
3.92 |
4.7% |
2.30 |
2.7% |
91% |
True |
False |
314,422 |
| 10 |
89.10 |
80.28 |
8.82 |
10.5% |
2.24 |
2.7% |
41% |
False |
False |
251,041 |
| 20 |
89.10 |
80.28 |
8.82 |
10.5% |
1.99 |
2.4% |
41% |
False |
False |
174,682 |
| 40 |
89.10 |
79.92 |
9.18 |
10.9% |
2.04 |
2.4% |
43% |
False |
False |
123,669 |
| 60 |
89.10 |
76.11 |
12.99 |
15.5% |
1.97 |
2.3% |
60% |
False |
False |
97,562 |
| 80 |
89.10 |
73.12 |
15.98 |
19.1% |
1.89 |
2.2% |
67% |
False |
False |
77,129 |
| 100 |
89.10 |
73.12 |
15.98 |
19.1% |
1.86 |
2.2% |
67% |
False |
False |
63,059 |
| 120 |
89.10 |
73.12 |
15.98 |
19.1% |
1.81 |
2.2% |
67% |
False |
False |
53,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.93 |
|
2.618 |
92.66 |
|
1.618 |
89.43 |
|
1.000 |
87.43 |
|
0.618 |
86.20 |
|
HIGH |
84.20 |
|
0.618 |
82.97 |
|
0.500 |
82.59 |
|
0.382 |
82.20 |
|
LOW |
80.97 |
|
0.618 |
78.97 |
|
1.000 |
77.74 |
|
1.618 |
75.74 |
|
2.618 |
72.51 |
|
4.250 |
67.24 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.44 |
83.32 |
| PP |
83.01 |
82.78 |
| S1 |
82.59 |
82.24 |
|