NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
83.57 |
83.20 |
-0.37 |
-0.4% |
87.35 |
| High |
84.01 |
86.20 |
2.19 |
2.6% |
87.97 |
| Low |
82.46 |
83.20 |
0.74 |
0.9% |
83.10 |
| Close |
83.37 |
85.91 |
2.54 |
3.0% |
84.00 |
| Range |
1.55 |
3.00 |
1.45 |
93.5% |
4.87 |
| ATR |
1.77 |
1.86 |
0.09 |
5.0% |
0.00 |
| Volume |
18,021 |
24,670 |
6,649 |
36.9% |
117,821 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.10 |
93.01 |
87.56 |
|
| R3 |
91.10 |
90.01 |
86.74 |
|
| R2 |
88.10 |
88.10 |
86.46 |
|
| R1 |
87.01 |
87.01 |
86.19 |
87.56 |
| PP |
85.10 |
85.10 |
85.10 |
85.38 |
| S1 |
84.01 |
84.01 |
85.64 |
84.56 |
| S2 |
82.10 |
82.10 |
85.36 |
|
| S3 |
79.10 |
81.01 |
85.09 |
|
| S4 |
76.10 |
78.01 |
84.26 |
|
|
| 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 |
86.20 |
82.46 |
3.74 |
4.4% |
2.05 |
2.4% |
92% |
True |
False |
23,605 |
| 10 |
90.47 |
82.46 |
8.01 |
9.3% |
1.90 |
2.2% |
43% |
False |
False |
23,770 |
| 20 |
90.47 |
82.46 |
8.01 |
9.3% |
1.68 |
2.0% |
43% |
False |
False |
21,443 |
| 40 |
90.47 |
82.46 |
8.01 |
9.3% |
1.76 |
2.0% |
43% |
False |
False |
21,220 |
| 60 |
90.47 |
79.10 |
11.37 |
13.2% |
1.69 |
2.0% |
60% |
False |
False |
19,626 |
| 80 |
90.47 |
75.70 |
14.77 |
17.2% |
1.65 |
1.9% |
69% |
False |
False |
17,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.95 |
|
2.618 |
94.05 |
|
1.618 |
91.05 |
|
1.000 |
89.20 |
|
0.618 |
88.05 |
|
HIGH |
86.20 |
|
0.618 |
85.05 |
|
0.500 |
84.70 |
|
0.382 |
84.35 |
|
LOW |
83.20 |
|
0.618 |
81.35 |
|
1.000 |
80.20 |
|
1.618 |
78.35 |
|
2.618 |
75.35 |
|
4.250 |
70.45 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.51 |
85.38 |
| PP |
85.10 |
84.86 |
| S1 |
84.70 |
84.33 |
|