NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
83.09 |
84.62 |
1.53 |
1.8% |
86.54 |
| High |
84.53 |
84.88 |
0.35 |
0.4% |
87.29 |
| Low |
83.09 |
82.71 |
-0.38 |
-0.5% |
82.38 |
| Close |
84.06 |
83.43 |
-0.63 |
-0.7% |
83.43 |
| Range |
1.44 |
2.17 |
0.73 |
50.7% |
4.91 |
| ATR |
1.69 |
1.73 |
0.03 |
2.0% |
0.00 |
| Volume |
16,261 |
10,733 |
-5,528 |
-34.0% |
64,231 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.18 |
88.98 |
84.62 |
|
| R3 |
88.01 |
86.81 |
84.03 |
|
| R2 |
85.84 |
85.84 |
83.83 |
|
| R1 |
84.64 |
84.64 |
83.63 |
84.16 |
| PP |
83.67 |
83.67 |
83.67 |
83.43 |
| S1 |
82.47 |
82.47 |
83.23 |
81.99 |
| S2 |
81.50 |
81.50 |
83.03 |
|
| S3 |
79.33 |
80.30 |
82.83 |
|
| S4 |
77.16 |
78.13 |
82.24 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.10 |
96.17 |
86.13 |
|
| R3 |
94.19 |
91.26 |
84.78 |
|
| R2 |
89.28 |
89.28 |
84.33 |
|
| R1 |
86.35 |
86.35 |
83.88 |
85.36 |
| PP |
84.37 |
84.37 |
84.37 |
83.87 |
| S1 |
81.44 |
81.44 |
82.98 |
80.45 |
| S2 |
79.46 |
79.46 |
82.53 |
|
| S3 |
74.55 |
76.53 |
82.08 |
|
| S4 |
69.64 |
71.62 |
80.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.29 |
82.38 |
4.91 |
5.9% |
1.79 |
2.1% |
21% |
False |
False |
12,846 |
| 10 |
90.00 |
82.38 |
7.62 |
9.1% |
1.65 |
2.0% |
14% |
False |
False |
14,471 |
| 20 |
90.00 |
82.38 |
7.62 |
9.1% |
1.48 |
1.8% |
14% |
False |
False |
12,796 |
| 40 |
90.00 |
79.25 |
10.75 |
12.9% |
1.56 |
1.9% |
39% |
False |
False |
11,520 |
| 60 |
90.00 |
77.94 |
12.06 |
14.5% |
1.51 |
1.8% |
46% |
False |
False |
9,936 |
| 80 |
90.00 |
74.98 |
15.02 |
18.0% |
1.30 |
1.6% |
56% |
False |
False |
8,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.10 |
|
2.618 |
90.56 |
|
1.618 |
88.39 |
|
1.000 |
87.05 |
|
0.618 |
86.22 |
|
HIGH |
84.88 |
|
0.618 |
84.05 |
|
0.500 |
83.80 |
|
0.382 |
83.54 |
|
LOW |
82.71 |
|
0.618 |
81.37 |
|
1.000 |
80.54 |
|
1.618 |
79.20 |
|
2.618 |
77.03 |
|
4.250 |
73.49 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.80 |
83.63 |
| PP |
83.67 |
83.56 |
| S1 |
83.55 |
83.50 |
|