NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
83.20 |
85.84 |
2.64 |
3.2% |
84.10 |
| High |
86.20 |
86.51 |
0.31 |
0.4% |
86.51 |
| Low |
83.20 |
84.81 |
1.61 |
1.9% |
82.46 |
| Close |
85.91 |
85.80 |
-0.11 |
-0.1% |
85.80 |
| Range |
3.00 |
1.70 |
-1.30 |
-43.3% |
4.05 |
| ATR |
1.86 |
1.85 |
-0.01 |
-0.6% |
0.00 |
| Volume |
24,670 |
19,797 |
-4,873 |
-19.8% |
82,703 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.81 |
90.00 |
86.74 |
|
| R3 |
89.11 |
88.30 |
86.27 |
|
| R2 |
87.41 |
87.41 |
86.11 |
|
| R1 |
86.60 |
86.60 |
85.96 |
86.16 |
| PP |
85.71 |
85.71 |
85.71 |
85.48 |
| S1 |
84.90 |
84.90 |
85.64 |
84.46 |
| S2 |
84.01 |
84.01 |
85.49 |
|
| S3 |
82.31 |
83.20 |
85.33 |
|
| S4 |
80.61 |
81.50 |
84.87 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.07 |
95.49 |
88.03 |
|
| R3 |
93.02 |
91.44 |
86.91 |
|
| R2 |
88.97 |
88.97 |
86.54 |
|
| R1 |
87.39 |
87.39 |
86.17 |
88.18 |
| PP |
84.92 |
84.92 |
84.92 |
85.32 |
| S1 |
83.34 |
83.34 |
85.43 |
84.13 |
| S2 |
80.87 |
80.87 |
85.06 |
|
| S3 |
76.82 |
79.29 |
84.69 |
|
| S4 |
72.77 |
75.24 |
83.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.51 |
82.46 |
4.05 |
4.7% |
2.07 |
2.4% |
82% |
True |
False |
20,639 |
| 10 |
89.27 |
82.46 |
6.81 |
7.9% |
1.99 |
2.3% |
49% |
False |
False |
22,779 |
| 20 |
90.47 |
82.46 |
8.01 |
9.3% |
1.72 |
2.0% |
42% |
False |
False |
21,768 |
| 40 |
90.47 |
82.46 |
8.01 |
9.3% |
1.76 |
2.0% |
42% |
False |
False |
21,078 |
| 60 |
90.47 |
79.39 |
11.08 |
12.9% |
1.69 |
2.0% |
58% |
False |
False |
19,762 |
| 80 |
90.47 |
75.70 |
14.77 |
17.2% |
1.66 |
1.9% |
68% |
False |
False |
17,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.74 |
|
2.618 |
90.96 |
|
1.618 |
89.26 |
|
1.000 |
88.21 |
|
0.618 |
87.56 |
|
HIGH |
86.51 |
|
0.618 |
85.86 |
|
0.500 |
85.66 |
|
0.382 |
85.46 |
|
LOW |
84.81 |
|
0.618 |
83.76 |
|
1.000 |
83.11 |
|
1.618 |
82.06 |
|
2.618 |
80.36 |
|
4.250 |
77.59 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.75 |
85.36 |
| PP |
85.71 |
84.92 |
| S1 |
85.66 |
84.49 |
|