NYMEX Light Sweet Crude Oil Future March 2011
| 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 |
86.22 |
85.90 |
-0.32 |
-0.4% |
88.91 |
| High |
87.10 |
86.16 |
-0.94 |
-1.1% |
89.76 |
| Low |
85.97 |
83.70 |
-2.27 |
-2.6% |
85.90 |
| Close |
86.31 |
83.96 |
-2.35 |
-2.7% |
86.22 |
| Range |
1.13 |
2.46 |
1.33 |
117.7% |
3.86 |
| ATR |
1.76 |
1.82 |
0.06 |
3.4% |
0.00 |
| Volume |
31,121 |
22,847 |
-8,274 |
-26.6% |
156,944 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.99 |
90.43 |
85.31 |
|
| R3 |
89.53 |
87.97 |
84.64 |
|
| R2 |
87.07 |
87.07 |
84.41 |
|
| R1 |
85.51 |
85.51 |
84.19 |
85.06 |
| PP |
84.61 |
84.61 |
84.61 |
84.38 |
| S1 |
83.05 |
83.05 |
83.73 |
82.60 |
| S2 |
82.15 |
82.15 |
83.51 |
|
| S3 |
79.69 |
80.59 |
83.28 |
|
| S4 |
77.23 |
78.13 |
82.61 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.87 |
96.41 |
88.34 |
|
| R3 |
95.01 |
92.55 |
87.28 |
|
| R2 |
91.15 |
91.15 |
86.93 |
|
| R1 |
88.69 |
88.69 |
86.57 |
87.99 |
| PP |
87.29 |
87.29 |
87.29 |
86.95 |
| S1 |
84.83 |
84.83 |
85.87 |
84.13 |
| S2 |
83.43 |
83.43 |
85.51 |
|
| S3 |
79.57 |
80.97 |
85.16 |
|
| S4 |
75.71 |
77.11 |
84.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.76 |
83.70 |
6.06 |
7.2% |
1.85 |
2.2% |
4% |
False |
True |
31,637 |
| 10 |
89.76 |
83.70 |
6.06 |
7.2% |
1.75 |
2.1% |
4% |
False |
True |
30,166 |
| 20 |
89.76 |
82.05 |
7.71 |
9.2% |
1.70 |
2.0% |
25% |
False |
False |
25,797 |
| 40 |
89.76 |
78.05 |
11.71 |
13.9% |
1.79 |
2.1% |
50% |
False |
False |
22,833 |
| 60 |
89.76 |
74.29 |
15.47 |
18.4% |
1.73 |
2.1% |
63% |
False |
False |
19,581 |
| 80 |
89.76 |
74.29 |
15.47 |
18.4% |
1.65 |
2.0% |
63% |
False |
False |
15,932 |
| 100 |
89.76 |
74.29 |
15.47 |
18.4% |
1.60 |
1.9% |
63% |
False |
False |
13,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.62 |
|
2.618 |
92.60 |
|
1.618 |
90.14 |
|
1.000 |
88.62 |
|
0.618 |
87.68 |
|
HIGH |
86.16 |
|
0.618 |
85.22 |
|
0.500 |
84.93 |
|
0.382 |
84.64 |
|
LOW |
83.70 |
|
0.618 |
82.18 |
|
1.000 |
81.24 |
|
1.618 |
79.72 |
|
2.618 |
77.26 |
|
4.250 |
73.25 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.93 |
86.28 |
| PP |
84.61 |
85.51 |
| S1 |
84.28 |
84.73 |
|