NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
83.08 |
82.88 |
-0.20 |
-0.2% |
86.22 |
High |
83.91 |
83.10 |
-0.81 |
-1.0% |
87.10 |
Low |
81.82 |
81.41 |
-0.41 |
-0.5% |
81.93 |
Close |
82.83 |
82.35 |
-0.48 |
-0.6% |
83.07 |
Range |
2.09 |
1.69 |
-0.40 |
-19.1% |
5.17 |
ATR |
1.90 |
1.88 |
-0.01 |
-0.8% |
0.00 |
Volume |
37,651 |
30,256 |
-7,395 |
-19.6% |
162,321 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.36 |
86.54 |
83.28 |
|
R3 |
85.67 |
84.85 |
82.81 |
|
R2 |
83.98 |
83.98 |
82.66 |
|
R1 |
83.16 |
83.16 |
82.50 |
82.73 |
PP |
82.29 |
82.29 |
82.29 |
82.07 |
S1 |
81.47 |
81.47 |
82.20 |
81.04 |
S2 |
80.60 |
80.60 |
82.04 |
|
S3 |
78.91 |
79.78 |
81.89 |
|
S4 |
77.22 |
78.09 |
81.42 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.54 |
96.48 |
85.91 |
|
R3 |
94.37 |
91.31 |
84.49 |
|
R2 |
89.20 |
89.20 |
84.02 |
|
R1 |
86.14 |
86.14 |
83.54 |
85.09 |
PP |
84.03 |
84.03 |
84.03 |
83.51 |
S1 |
80.97 |
80.97 |
82.60 |
79.92 |
S2 |
78.86 |
78.86 |
82.12 |
|
S3 |
73.69 |
75.80 |
81.65 |
|
S4 |
68.52 |
70.63 |
80.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.50 |
81.41 |
3.09 |
3.8% |
1.96 |
2.4% |
30% |
False |
True |
35,252 |
10 |
89.76 |
81.41 |
8.35 |
10.1% |
1.91 |
2.3% |
11% |
False |
True |
33,444 |
20 |
89.76 |
81.41 |
8.35 |
10.1% |
1.75 |
2.1% |
11% |
False |
True |
28,735 |
40 |
89.76 |
79.51 |
10.25 |
12.4% |
1.84 |
2.2% |
28% |
False |
False |
25,187 |
60 |
89.76 |
77.26 |
12.50 |
15.2% |
1.77 |
2.2% |
41% |
False |
False |
21,840 |
80 |
89.76 |
74.29 |
15.47 |
18.8% |
1.67 |
2.0% |
52% |
False |
False |
17,910 |
100 |
89.76 |
74.29 |
15.47 |
18.8% |
1.63 |
2.0% |
52% |
False |
False |
14,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.28 |
2.618 |
87.52 |
1.618 |
85.83 |
1.000 |
84.79 |
0.618 |
84.14 |
HIGH |
83.10 |
0.618 |
82.45 |
0.500 |
82.26 |
0.382 |
82.06 |
LOW |
81.41 |
0.618 |
80.37 |
1.000 |
79.72 |
1.618 |
78.68 |
2.618 |
76.99 |
4.250 |
74.23 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
82.32 |
82.96 |
PP |
82.29 |
82.75 |
S1 |
82.26 |
82.55 |
|