NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
83.51 |
82.72 |
-0.79 |
-0.9% |
85.80 |
High |
83.95 |
83.43 |
-0.52 |
-0.6% |
86.69 |
Low |
81.74 |
81.30 |
-0.44 |
-0.5% |
81.35 |
Close |
82.58 |
82.33 |
-0.25 |
-0.3% |
82.58 |
Range |
2.21 |
2.13 |
-0.08 |
-3.6% |
5.34 |
ATR |
1.94 |
1.96 |
0.01 |
0.7% |
0.00 |
Volume |
76,792 |
68,210 |
-8,582 |
-11.2% |
306,743 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.74 |
87.67 |
83.50 |
|
R3 |
86.61 |
85.54 |
82.92 |
|
R2 |
84.48 |
84.48 |
82.72 |
|
R1 |
83.41 |
83.41 |
82.53 |
82.88 |
PP |
82.35 |
82.35 |
82.35 |
82.09 |
S1 |
81.28 |
81.28 |
82.13 |
80.75 |
S2 |
80.22 |
80.22 |
81.94 |
|
S3 |
78.09 |
79.15 |
81.74 |
|
S4 |
75.96 |
77.02 |
81.16 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.56 |
96.41 |
85.52 |
|
R3 |
94.22 |
91.07 |
84.05 |
|
R2 |
88.88 |
88.88 |
83.56 |
|
R1 |
85.73 |
85.73 |
83.07 |
84.64 |
PP |
83.54 |
83.54 |
83.54 |
82.99 |
S1 |
80.39 |
80.39 |
82.09 |
79.30 |
S2 |
78.20 |
78.20 |
81.60 |
|
S3 |
72.86 |
75.05 |
81.11 |
|
S4 |
67.52 |
69.71 |
79.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.72 |
81.30 |
4.42 |
5.4% |
2.20 |
2.7% |
23% |
False |
True |
63,511 |
10 |
89.44 |
81.30 |
8.14 |
9.9% |
2.04 |
2.5% |
13% |
False |
True |
58,267 |
20 |
89.44 |
81.30 |
8.14 |
9.9% |
1.79 |
2.2% |
13% |
False |
True |
47,059 |
40 |
89.44 |
78.26 |
11.18 |
13.6% |
1.93 |
2.3% |
36% |
False |
False |
38,185 |
60 |
89.44 |
76.61 |
12.83 |
15.6% |
1.83 |
2.2% |
45% |
False |
False |
31,275 |
80 |
89.44 |
73.76 |
15.68 |
19.0% |
1.73 |
2.1% |
55% |
False |
False |
25,074 |
100 |
89.44 |
73.76 |
15.68 |
19.0% |
1.64 |
2.0% |
55% |
False |
False |
20,728 |
120 |
89.44 |
73.76 |
15.68 |
19.0% |
1.55 |
1.9% |
55% |
False |
False |
17,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.48 |
2.618 |
89.01 |
1.618 |
86.88 |
1.000 |
85.56 |
0.618 |
84.75 |
HIGH |
83.43 |
0.618 |
82.62 |
0.500 |
82.37 |
0.382 |
82.11 |
LOW |
81.30 |
0.618 |
79.98 |
1.000 |
79.17 |
1.618 |
77.85 |
2.618 |
75.72 |
4.250 |
72.25 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
82.37 |
82.63 |
PP |
82.35 |
82.53 |
S1 |
82.34 |
82.43 |
|