NYMEX Light Sweet Crude Oil Future April 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 |
85.43 |
87.05 |
1.62 |
1.9% |
83.67 |
| High |
87.10 |
87.07 |
-0.03 |
0.0% |
85.93 |
| Low |
85.01 |
84.86 |
-0.15 |
-0.2% |
81.81 |
| Close |
87.07 |
85.38 |
-1.69 |
-1.9% |
85.22 |
| Range |
2.09 |
2.21 |
0.12 |
5.7% |
4.12 |
| ATR |
1.83 |
1.85 |
0.03 |
1.5% |
0.00 |
| Volume |
7,711 |
13,773 |
6,062 |
78.6% |
56,759 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.40 |
91.10 |
86.60 |
|
| R3 |
90.19 |
88.89 |
85.99 |
|
| R2 |
87.98 |
87.98 |
85.79 |
|
| R1 |
86.68 |
86.68 |
85.58 |
86.23 |
| PP |
85.77 |
85.77 |
85.77 |
85.54 |
| S1 |
84.47 |
84.47 |
85.18 |
84.02 |
| S2 |
83.56 |
83.56 |
84.97 |
|
| S3 |
81.35 |
82.26 |
84.77 |
|
| S4 |
79.14 |
80.05 |
84.16 |
|
|
| 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 |
6.2% |
2.08 |
2.4% |
67% |
False |
False |
13,062 |
| 10 |
87.10 |
81.81 |
5.29 |
6.2% |
2.04 |
2.4% |
67% |
False |
False |
12,977 |
| 20 |
90.00 |
81.81 |
8.19 |
9.6% |
1.68 |
2.0% |
44% |
False |
False |
13,947 |
| 40 |
90.00 |
81.81 |
8.19 |
9.6% |
1.66 |
1.9% |
44% |
False |
False |
11,958 |
| 60 |
90.00 |
78.63 |
11.37 |
13.3% |
1.57 |
1.8% |
59% |
False |
False |
10,689 |
| 80 |
90.00 |
74.98 |
15.02 |
17.6% |
1.42 |
1.7% |
69% |
False |
False |
9,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.46 |
|
2.618 |
92.86 |
|
1.618 |
90.65 |
|
1.000 |
89.28 |
|
0.618 |
88.44 |
|
HIGH |
87.07 |
|
0.618 |
86.23 |
|
0.500 |
85.97 |
|
0.382 |
85.70 |
|
LOW |
84.86 |
|
0.618 |
83.49 |
|
1.000 |
82.65 |
|
1.618 |
81.28 |
|
2.618 |
79.07 |
|
4.250 |
75.47 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.97 |
85.68 |
| PP |
85.77 |
85.58 |
| S1 |
85.58 |
85.48 |
|