NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
88.36 |
86.54 |
-1.82 |
-2.1% |
89.11 |
High |
88.39 |
87.29 |
-1.10 |
-1.2% |
90.00 |
Low |
86.28 |
86.37 |
0.09 |
0.1% |
86.28 |
Close |
86.56 |
86.67 |
0.11 |
0.1% |
86.56 |
Range |
2.11 |
0.92 |
-1.19 |
-56.4% |
3.72 |
ATR |
1.64 |
1.59 |
-0.05 |
-3.1% |
0.00 |
Volume |
17,842 |
12,697 |
-5,145 |
-28.8% |
80,486 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.54 |
89.02 |
87.18 |
|
R3 |
88.62 |
88.10 |
86.92 |
|
R2 |
87.70 |
87.70 |
86.84 |
|
R1 |
87.18 |
87.18 |
86.75 |
87.44 |
PP |
86.78 |
86.78 |
86.78 |
86.91 |
S1 |
86.26 |
86.26 |
86.59 |
86.52 |
S2 |
85.86 |
85.86 |
86.50 |
|
S3 |
84.94 |
85.34 |
86.42 |
|
S4 |
84.02 |
84.42 |
86.16 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.77 |
96.39 |
88.61 |
|
R3 |
95.05 |
92.67 |
87.58 |
|
R2 |
91.33 |
91.33 |
87.24 |
|
R1 |
88.95 |
88.95 |
86.90 |
88.28 |
PP |
87.61 |
87.61 |
87.61 |
87.28 |
S1 |
85.23 |
85.23 |
86.22 |
84.56 |
S2 |
83.89 |
83.89 |
85.88 |
|
S3 |
80.17 |
81.51 |
85.54 |
|
S4 |
76.45 |
77.79 |
84.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.00 |
86.28 |
3.72 |
4.3% |
1.48 |
1.7% |
10% |
False |
False |
15,059 |
10 |
90.00 |
85.19 |
4.81 |
5.5% |
1.33 |
1.5% |
31% |
False |
False |
14,916 |
20 |
90.00 |
82.35 |
7.65 |
8.8% |
1.49 |
1.7% |
56% |
False |
False |
12,174 |
40 |
90.00 |
78.63 |
11.37 |
13.1% |
1.50 |
1.7% |
71% |
False |
False |
11,008 |
60 |
90.00 |
74.98 |
15.02 |
17.3% |
1.41 |
1.6% |
78% |
False |
False |
9,253 |
80 |
90.00 |
74.98 |
15.02 |
17.3% |
1.22 |
1.4% |
78% |
False |
False |
7,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.20 |
2.618 |
89.70 |
1.618 |
88.78 |
1.000 |
88.21 |
0.618 |
87.86 |
HIGH |
87.29 |
0.618 |
86.94 |
0.500 |
86.83 |
0.382 |
86.72 |
LOW |
86.37 |
0.618 |
85.80 |
1.000 |
85.45 |
1.618 |
84.88 |
2.618 |
83.96 |
4.250 |
82.46 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
86.83 |
88.14 |
PP |
86.78 |
87.65 |
S1 |
86.72 |
87.16 |
|