NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.62 |
83.67 |
-0.95 |
-1.1% |
86.54 |
| High |
84.88 |
84.25 |
-0.63 |
-0.7% |
87.29 |
| Low |
82.71 |
82.24 |
-0.47 |
-0.6% |
82.38 |
| Close |
83.43 |
83.19 |
-0.24 |
-0.3% |
83.43 |
| Range |
2.17 |
2.01 |
-0.16 |
-7.4% |
4.91 |
| ATR |
1.73 |
1.75 |
0.02 |
1.2% |
0.00 |
| Volume |
10,733 |
12,933 |
2,200 |
20.5% |
64,231 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.26 |
88.23 |
84.30 |
|
| R3 |
87.25 |
86.22 |
83.74 |
|
| R2 |
85.24 |
85.24 |
83.56 |
|
| R1 |
84.21 |
84.21 |
83.37 |
83.72 |
| PP |
83.23 |
83.23 |
83.23 |
82.98 |
| S1 |
82.20 |
82.20 |
83.01 |
81.71 |
| S2 |
81.22 |
81.22 |
82.82 |
|
| S3 |
79.21 |
80.19 |
82.64 |
|
| S4 |
77.20 |
78.18 |
82.08 |
|
|
| 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 |
86.47 |
82.24 |
4.23 |
5.1% |
2.00 |
2.4% |
22% |
False |
True |
12,893 |
| 10 |
90.00 |
82.24 |
7.76 |
9.3% |
1.74 |
2.1% |
12% |
False |
True |
13,976 |
| 20 |
90.00 |
82.24 |
7.76 |
9.3% |
1.50 |
1.8% |
12% |
False |
True |
13,154 |
| 40 |
90.00 |
79.79 |
10.21 |
12.3% |
1.57 |
1.9% |
33% |
False |
False |
11,591 |
| 60 |
90.00 |
77.94 |
12.06 |
14.5% |
1.52 |
1.8% |
44% |
False |
False |
10,047 |
| 80 |
90.00 |
74.98 |
15.02 |
18.1% |
1.32 |
1.6% |
55% |
False |
False |
8,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.79 |
|
2.618 |
89.51 |
|
1.618 |
87.50 |
|
1.000 |
86.26 |
|
0.618 |
85.49 |
|
HIGH |
84.25 |
|
0.618 |
83.48 |
|
0.500 |
83.25 |
|
0.382 |
83.01 |
|
LOW |
82.24 |
|
0.618 |
81.00 |
|
1.000 |
80.23 |
|
1.618 |
78.99 |
|
2.618 |
76.98 |
|
4.250 |
73.70 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.25 |
83.56 |
| PP |
83.23 |
83.44 |
| S1 |
83.21 |
83.31 |
|