NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.10 |
83.57 |
-0.53 |
-0.6% |
87.35 |
| High |
84.78 |
84.01 |
-0.77 |
-0.9% |
87.97 |
| Low |
82.85 |
82.46 |
-0.39 |
-0.5% |
83.10 |
| Close |
83.75 |
83.37 |
-0.38 |
-0.5% |
84.00 |
| Range |
1.93 |
1.55 |
-0.38 |
-19.7% |
4.87 |
| ATR |
1.79 |
1.77 |
-0.02 |
-0.9% |
0.00 |
| Volume |
20,215 |
18,021 |
-2,194 |
-10.9% |
117,821 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.93 |
87.20 |
84.22 |
|
| R3 |
86.38 |
85.65 |
83.80 |
|
| R2 |
84.83 |
84.83 |
83.65 |
|
| R1 |
84.10 |
84.10 |
83.51 |
83.69 |
| PP |
83.28 |
83.28 |
83.28 |
83.08 |
| S1 |
82.55 |
82.55 |
83.23 |
82.14 |
| S2 |
81.73 |
81.73 |
83.09 |
|
| S3 |
80.18 |
81.00 |
82.94 |
|
| S4 |
78.63 |
79.45 |
82.52 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.63 |
96.69 |
86.68 |
|
| R3 |
94.76 |
91.82 |
85.34 |
|
| R2 |
89.89 |
89.89 |
84.89 |
|
| R1 |
86.95 |
86.95 |
84.45 |
85.99 |
| PP |
85.02 |
85.02 |
85.02 |
84.54 |
| S1 |
82.08 |
82.08 |
83.55 |
81.12 |
| S2 |
80.15 |
80.15 |
83.11 |
|
| S3 |
75.28 |
77.21 |
82.66 |
|
| S4 |
70.41 |
72.34 |
81.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.52 |
82.46 |
3.06 |
3.7% |
1.85 |
2.2% |
30% |
False |
True |
24,460 |
| 10 |
90.47 |
82.46 |
8.01 |
9.6% |
1.75 |
2.1% |
11% |
False |
True |
23,662 |
| 20 |
90.47 |
82.46 |
8.01 |
9.6% |
1.61 |
1.9% |
11% |
False |
True |
20,654 |
| 40 |
90.47 |
80.91 |
9.56 |
11.5% |
1.74 |
2.1% |
26% |
False |
False |
21,095 |
| 60 |
90.47 |
78.80 |
11.67 |
14.0% |
1.67 |
2.0% |
39% |
False |
False |
19,401 |
| 80 |
90.47 |
75.70 |
14.77 |
17.7% |
1.63 |
2.0% |
52% |
False |
False |
16,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.60 |
|
2.618 |
88.07 |
|
1.618 |
86.52 |
|
1.000 |
85.56 |
|
0.618 |
84.97 |
|
HIGH |
84.01 |
|
0.618 |
83.42 |
|
0.500 |
83.24 |
|
0.382 |
83.05 |
|
LOW |
82.46 |
|
0.618 |
81.50 |
|
1.000 |
80.91 |
|
1.618 |
79.95 |
|
2.618 |
78.40 |
|
4.250 |
75.87 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.33 |
83.99 |
| PP |
83.28 |
83.78 |
| S1 |
83.24 |
83.58 |
|