NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
85.00 |
86.80 |
1.80 |
2.1% |
83.08 |
| High |
86.83 |
86.82 |
-0.01 |
0.0% |
85.57 |
| Low |
84.66 |
84.52 |
-0.14 |
-0.2% |
81.41 |
| Close |
86.73 |
85.08 |
-1.65 |
-1.9% |
84.87 |
| Range |
2.17 |
2.30 |
0.13 |
6.0% |
4.16 |
| ATR |
1.97 |
1.99 |
0.02 |
1.2% |
0.00 |
| Volume |
17,180 |
38,285 |
21,105 |
122.8% |
135,676 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.37 |
91.03 |
86.35 |
|
| R3 |
90.07 |
88.73 |
85.71 |
|
| R2 |
87.77 |
87.77 |
85.50 |
|
| R1 |
86.43 |
86.43 |
85.29 |
85.95 |
| PP |
85.47 |
85.47 |
85.47 |
85.24 |
| S1 |
84.13 |
84.13 |
84.87 |
83.65 |
| S2 |
83.17 |
83.17 |
84.66 |
|
| S3 |
80.87 |
81.83 |
84.45 |
|
| S4 |
78.57 |
79.53 |
83.82 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.43 |
94.81 |
87.16 |
|
| R3 |
92.27 |
90.65 |
86.01 |
|
| R2 |
88.11 |
88.11 |
85.63 |
|
| R1 |
86.49 |
86.49 |
85.25 |
87.30 |
| PP |
83.95 |
83.95 |
83.95 |
84.36 |
| S1 |
82.33 |
82.33 |
84.49 |
83.14 |
| S2 |
79.79 |
79.79 |
84.11 |
|
| S3 |
75.63 |
78.17 |
83.73 |
|
| S4 |
71.47 |
74.01 |
82.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.83 |
81.41 |
5.42 |
6.4% |
2.20 |
2.6% |
68% |
False |
False |
30,698 |
| 10 |
86.83 |
81.41 |
5.42 |
6.4% |
2.16 |
2.5% |
68% |
False |
False |
32,234 |
| 20 |
89.76 |
81.41 |
8.35 |
9.8% |
1.89 |
2.2% |
44% |
False |
False |
31,160 |
| 40 |
89.76 |
81.41 |
8.35 |
9.8% |
1.91 |
2.2% |
44% |
False |
False |
26,232 |
| 60 |
89.76 |
78.05 |
11.71 |
13.8% |
1.80 |
2.1% |
60% |
False |
False |
23,086 |
| 80 |
89.76 |
74.29 |
15.47 |
18.2% |
1.72 |
2.0% |
70% |
False |
False |
19,222 |
| 100 |
89.76 |
74.29 |
15.47 |
18.2% |
1.66 |
2.0% |
70% |
False |
False |
16,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.60 |
|
2.618 |
92.84 |
|
1.618 |
90.54 |
|
1.000 |
89.12 |
|
0.618 |
88.24 |
|
HIGH |
86.82 |
|
0.618 |
85.94 |
|
0.500 |
85.67 |
|
0.382 |
85.40 |
|
LOW |
84.52 |
|
0.618 |
83.10 |
|
1.000 |
82.22 |
|
1.618 |
80.80 |
|
2.618 |
78.50 |
|
4.250 |
74.75 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.67 |
85.34 |
| PP |
85.47 |
85.25 |
| S1 |
85.28 |
85.17 |
|