NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
85.75 |
85.43 |
-0.32 |
-0.4% |
83.67 |
| High |
85.93 |
87.10 |
1.17 |
1.4% |
85.93 |
| Low |
84.25 |
85.01 |
0.76 |
0.9% |
81.81 |
| Close |
85.22 |
87.07 |
1.85 |
2.2% |
85.22 |
| Range |
1.68 |
2.09 |
0.41 |
24.4% |
4.12 |
| ATR |
1.81 |
1.83 |
0.02 |
1.1% |
0.00 |
| Volume |
16,009 |
7,711 |
-8,298 |
-51.8% |
56,759 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.66 |
91.96 |
88.22 |
|
| R3 |
90.57 |
89.87 |
87.64 |
|
| R2 |
88.48 |
88.48 |
87.45 |
|
| R1 |
87.78 |
87.78 |
87.26 |
88.13 |
| PP |
86.39 |
86.39 |
86.39 |
86.57 |
| S1 |
85.69 |
85.69 |
86.88 |
86.04 |
| S2 |
84.30 |
84.30 |
86.69 |
|
| S3 |
82.21 |
83.60 |
86.50 |
|
| S4 |
80.12 |
81.51 |
85.92 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.68 |
95.07 |
87.49 |
|
| R3 |
92.56 |
90.95 |
86.35 |
|
| R2 |
88.44 |
88.44 |
85.98 |
|
| R1 |
86.83 |
86.83 |
85.60 |
87.64 |
| PP |
84.32 |
84.32 |
84.32 |
84.72 |
| S1 |
82.71 |
82.71 |
84.84 |
83.52 |
| S2 |
80.20 |
80.20 |
84.46 |
|
| S3 |
76.08 |
78.59 |
84.09 |
|
| S4 |
71.96 |
74.47 |
82.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.10 |
81.81 |
5.29 |
6.1% |
2.04 |
2.3% |
99% |
True |
False |
12,894 |
| 10 |
87.29 |
81.81 |
5.48 |
6.3% |
1.92 |
2.2% |
96% |
False |
False |
12,870 |
| 20 |
90.00 |
81.81 |
8.19 |
9.4% |
1.67 |
1.9% |
64% |
False |
False |
13,697 |
| 40 |
90.00 |
81.81 |
8.19 |
9.4% |
1.63 |
1.9% |
64% |
False |
False |
11,922 |
| 60 |
90.00 |
78.63 |
11.37 |
13.1% |
1.56 |
1.8% |
74% |
False |
False |
10,562 |
| 80 |
90.00 |
74.98 |
15.02 |
17.3% |
1.40 |
1.6% |
80% |
False |
False |
8,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.98 |
|
2.618 |
92.57 |
|
1.618 |
90.48 |
|
1.000 |
89.19 |
|
0.618 |
88.39 |
|
HIGH |
87.10 |
|
0.618 |
86.30 |
|
0.500 |
86.06 |
|
0.382 |
85.81 |
|
LOW |
85.01 |
|
0.618 |
83.72 |
|
1.000 |
82.92 |
|
1.618 |
81.63 |
|
2.618 |
79.54 |
|
4.250 |
76.13 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.73 |
86.36 |
| PP |
86.39 |
85.64 |
| S1 |
86.06 |
84.93 |
|