NYMEX Light Sweet Crude Oil Future March 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 |
84.23 |
82.60 |
-1.63 |
-1.9% |
88.91 |
| High |
84.24 |
84.12 |
-0.12 |
-0.1% |
89.76 |
| Low |
81.93 |
82.60 |
0.67 |
0.8% |
85.90 |
| Close |
82.29 |
83.64 |
1.35 |
1.6% |
86.22 |
| Range |
2.31 |
1.52 |
-0.79 |
-34.2% |
3.86 |
| ATR |
1.86 |
1.86 |
0.00 |
-0.1% |
0.00 |
| Volume |
35,072 |
39,701 |
4,629 |
13.2% |
156,944 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.01 |
87.35 |
84.48 |
|
| R3 |
86.49 |
85.83 |
84.06 |
|
| R2 |
84.97 |
84.97 |
83.92 |
|
| R1 |
84.31 |
84.31 |
83.78 |
84.64 |
| PP |
83.45 |
83.45 |
83.45 |
83.62 |
| S1 |
82.79 |
82.79 |
83.50 |
83.12 |
| S2 |
81.93 |
81.93 |
83.36 |
|
| S3 |
80.41 |
81.27 |
83.22 |
|
| S4 |
78.89 |
79.75 |
82.80 |
|
|
| 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 |
88.86 |
81.93 |
6.93 |
8.3% |
2.08 |
2.5% |
25% |
False |
False |
33,692 |
| 10 |
89.76 |
81.93 |
7.83 |
9.4% |
1.79 |
2.1% |
22% |
False |
False |
31,732 |
| 20 |
89.76 |
81.93 |
7.83 |
9.4% |
1.66 |
2.0% |
22% |
False |
False |
26,573 |
| 40 |
89.76 |
78.76 |
11.00 |
13.2% |
1.81 |
2.2% |
44% |
False |
False |
23,994 |
| 60 |
89.76 |
76.76 |
13.00 |
15.5% |
1.75 |
2.1% |
53% |
False |
False |
20,657 |
| 80 |
89.76 |
74.29 |
15.47 |
18.5% |
1.66 |
2.0% |
60% |
False |
False |
16,797 |
| 100 |
89.76 |
74.29 |
15.47 |
18.5% |
1.62 |
1.9% |
60% |
False |
False |
13,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.58 |
|
2.618 |
88.10 |
|
1.618 |
86.58 |
|
1.000 |
85.64 |
|
0.618 |
85.06 |
|
HIGH |
84.12 |
|
0.618 |
83.54 |
|
0.500 |
83.36 |
|
0.382 |
83.18 |
|
LOW |
82.60 |
|
0.618 |
81.66 |
|
1.000 |
81.08 |
|
1.618 |
80.14 |
|
2.618 |
78.62 |
|
4.250 |
76.14 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.55 |
84.05 |
| PP |
83.45 |
83.91 |
| S1 |
83.36 |
83.78 |
|