NYMEX Light Sweet Crude Oil Future May 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 |
85.00 |
83.90 |
-1.10 |
-1.3% |
87.34 |
High |
85.01 |
84.49 |
-0.52 |
-0.6% |
87.62 |
Low |
83.18 |
82.59 |
-0.59 |
-0.7% |
82.78 |
Close |
83.72 |
83.48 |
-0.24 |
-0.3% |
83.72 |
Range |
1.83 |
1.90 |
0.07 |
3.8% |
4.84 |
ATR |
1.57 |
1.59 |
0.02 |
1.5% |
0.00 |
Volume |
5,374 |
7,310 |
1,936 |
36.0% |
41,957 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.22 |
88.25 |
84.53 |
|
R3 |
87.32 |
86.35 |
84.00 |
|
R2 |
85.42 |
85.42 |
83.83 |
|
R1 |
84.45 |
84.45 |
83.65 |
83.99 |
PP |
83.52 |
83.52 |
83.52 |
83.29 |
S1 |
82.55 |
82.55 |
83.31 |
82.09 |
S2 |
81.62 |
81.62 |
83.13 |
|
S3 |
79.72 |
80.65 |
82.96 |
|
S4 |
77.82 |
78.75 |
82.44 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.23 |
96.31 |
86.38 |
|
R3 |
94.39 |
91.47 |
85.05 |
|
R2 |
89.55 |
89.55 |
84.61 |
|
R1 |
86.63 |
86.63 |
84.16 |
85.67 |
PP |
84.71 |
84.71 |
84.71 |
84.23 |
S1 |
81.79 |
81.79 |
83.28 |
80.83 |
S2 |
79.87 |
79.87 |
82.83 |
|
S3 |
75.03 |
76.95 |
82.39 |
|
S4 |
70.19 |
72.11 |
81.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.45 |
82.59 |
3.86 |
4.6% |
1.74 |
2.1% |
23% |
False |
True |
8,398 |
10 |
90.26 |
82.59 |
7.67 |
9.2% |
1.54 |
1.8% |
12% |
False |
True |
9,575 |
20 |
90.26 |
82.59 |
7.67 |
9.2% |
1.32 |
1.6% |
12% |
False |
True |
9,155 |
40 |
90.26 |
80.80 |
9.46 |
11.3% |
1.34 |
1.6% |
28% |
False |
False |
7,714 |
60 |
90.26 |
78.63 |
11.63 |
13.9% |
1.12 |
1.3% |
42% |
False |
False |
6,763 |
80 |
90.26 |
75.91 |
14.35 |
17.2% |
1.04 |
1.2% |
53% |
False |
False |
5,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.57 |
2.618 |
89.46 |
1.618 |
87.56 |
1.000 |
86.39 |
0.618 |
85.66 |
HIGH |
84.49 |
0.618 |
83.76 |
0.500 |
83.54 |
0.382 |
83.32 |
LOW |
82.59 |
0.618 |
81.42 |
1.000 |
80.69 |
1.618 |
79.52 |
2.618 |
77.62 |
4.250 |
74.52 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
83.54 |
83.80 |
PP |
83.52 |
83.69 |
S1 |
83.50 |
83.59 |
|