NYMEX Light Sweet Crude Oil Future March 2011
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 |
85.90 |
84.23 |
-1.67 |
-1.9% |
88.91 |
High |
86.16 |
84.24 |
-1.92 |
-2.2% |
89.76 |
Low |
83.70 |
81.93 |
-1.77 |
-2.1% |
85.90 |
Close |
83.96 |
82.29 |
-1.67 |
-2.0% |
86.22 |
Range |
2.46 |
2.31 |
-0.15 |
-6.1% |
3.86 |
ATR |
1.82 |
1.86 |
0.03 |
1.9% |
0.00 |
Volume |
22,847 |
35,072 |
12,225 |
53.5% |
156,944 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.75 |
88.33 |
83.56 |
|
R3 |
87.44 |
86.02 |
82.93 |
|
R2 |
85.13 |
85.13 |
82.71 |
|
R1 |
83.71 |
83.71 |
82.50 |
83.27 |
PP |
82.82 |
82.82 |
82.82 |
82.60 |
S1 |
81.40 |
81.40 |
82.08 |
80.96 |
S2 |
80.51 |
80.51 |
81.87 |
|
S3 |
78.20 |
79.09 |
81.65 |
|
S4 |
75.89 |
76.78 |
81.02 |
|
|
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 |
81.93 |
7.83 |
9.5% |
1.96 |
2.4% |
5% |
False |
True |
33,868 |
10 |
89.76 |
81.93 |
7.83 |
9.5% |
1.82 |
2.2% |
5% |
False |
True |
31,799 |
20 |
89.76 |
81.93 |
7.83 |
9.5% |
1.71 |
2.1% |
5% |
False |
True |
26,188 |
40 |
89.76 |
78.05 |
11.71 |
14.2% |
1.81 |
2.2% |
36% |
False |
False |
23,341 |
60 |
89.76 |
74.29 |
15.47 |
18.8% |
1.76 |
2.1% |
52% |
False |
False |
20,072 |
80 |
89.76 |
74.29 |
15.47 |
18.8% |
1.65 |
2.0% |
52% |
False |
False |
16,332 |
100 |
89.76 |
74.29 |
15.47 |
18.8% |
1.62 |
2.0% |
52% |
False |
False |
13,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.06 |
2.618 |
90.29 |
1.618 |
87.98 |
1.000 |
86.55 |
0.618 |
85.67 |
HIGH |
84.24 |
0.618 |
83.36 |
0.500 |
83.09 |
0.382 |
82.81 |
LOW |
81.93 |
0.618 |
80.50 |
1.000 |
79.62 |
1.618 |
78.19 |
2.618 |
75.88 |
4.250 |
72.11 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
83.09 |
84.52 |
PP |
82.82 |
83.77 |
S1 |
82.56 |
83.03 |
|