NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
85.84 |
86.00 |
0.16 |
0.2% |
84.10 |
| High |
86.51 |
87.62 |
1.11 |
1.3% |
86.51 |
| Low |
84.81 |
85.56 |
0.75 |
0.9% |
82.46 |
| Close |
85.80 |
87.60 |
1.80 |
2.1% |
85.80 |
| Range |
1.70 |
2.06 |
0.36 |
21.2% |
4.05 |
| ATR |
1.85 |
1.86 |
0.02 |
0.8% |
0.00 |
| Volume |
19,797 |
13,864 |
-5,933 |
-30.0% |
82,703 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.11 |
92.41 |
88.73 |
|
| R3 |
91.05 |
90.35 |
88.17 |
|
| R2 |
88.99 |
88.99 |
87.98 |
|
| R1 |
88.29 |
88.29 |
87.79 |
88.64 |
| PP |
86.93 |
86.93 |
86.93 |
87.10 |
| S1 |
86.23 |
86.23 |
87.41 |
86.58 |
| S2 |
84.87 |
84.87 |
87.22 |
|
| S3 |
82.81 |
84.17 |
87.03 |
|
| S4 |
80.75 |
82.11 |
86.47 |
|
|
| 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 |
87.62 |
82.46 |
5.16 |
5.9% |
2.05 |
2.3% |
100% |
True |
False |
19,313 |
| 10 |
87.97 |
82.46 |
5.51 |
6.3% |
1.94 |
2.2% |
93% |
False |
False |
21,438 |
| 20 |
90.47 |
82.46 |
8.01 |
9.1% |
1.76 |
2.0% |
64% |
False |
False |
21,719 |
| 40 |
90.47 |
82.46 |
8.01 |
9.1% |
1.77 |
2.0% |
64% |
False |
False |
20,690 |
| 60 |
90.47 |
79.39 |
11.08 |
12.6% |
1.70 |
1.9% |
74% |
False |
False |
19,812 |
| 80 |
90.47 |
75.70 |
14.77 |
16.9% |
1.68 |
1.9% |
81% |
False |
False |
17,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.38 |
|
2.618 |
93.01 |
|
1.618 |
90.95 |
|
1.000 |
89.68 |
|
0.618 |
88.89 |
|
HIGH |
87.62 |
|
0.618 |
86.83 |
|
0.500 |
86.59 |
|
0.382 |
86.35 |
|
LOW |
85.56 |
|
0.618 |
84.29 |
|
1.000 |
83.50 |
|
1.618 |
82.23 |
|
2.618 |
80.17 |
|
4.250 |
76.81 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.26 |
86.87 |
| PP |
86.93 |
86.14 |
| S1 |
86.59 |
85.41 |
|