NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
86.00 |
87.46 |
1.46 |
1.7% |
84.10 |
| High |
87.62 |
87.50 |
-0.12 |
-0.1% |
86.51 |
| Low |
85.56 |
85.31 |
-0.25 |
-0.3% |
82.46 |
| Close |
87.60 |
85.85 |
-1.75 |
-2.0% |
85.80 |
| Range |
2.06 |
2.19 |
0.13 |
6.3% |
4.05 |
| ATR |
1.86 |
1.89 |
0.03 |
1.6% |
0.00 |
| Volume |
13,864 |
23,670 |
9,806 |
70.7% |
82,703 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.79 |
91.51 |
87.05 |
|
| R3 |
90.60 |
89.32 |
86.45 |
|
| R2 |
88.41 |
88.41 |
86.25 |
|
| R1 |
87.13 |
87.13 |
86.05 |
86.68 |
| PP |
86.22 |
86.22 |
86.22 |
85.99 |
| S1 |
84.94 |
84.94 |
85.65 |
84.49 |
| S2 |
84.03 |
84.03 |
85.45 |
|
| S3 |
81.84 |
82.75 |
85.25 |
|
| S4 |
79.65 |
80.56 |
84.65 |
|
|
| 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 |
6.0% |
2.10 |
2.4% |
66% |
False |
False |
20,004 |
| 10 |
87.62 |
82.46 |
5.16 |
6.0% |
2.05 |
2.4% |
66% |
False |
False |
21,753 |
| 20 |
90.47 |
82.46 |
8.01 |
9.3% |
1.76 |
2.1% |
42% |
False |
False |
22,376 |
| 40 |
90.47 |
82.46 |
8.01 |
9.3% |
1.80 |
2.1% |
42% |
False |
False |
20,642 |
| 60 |
90.47 |
79.39 |
11.08 |
12.9% |
1.70 |
2.0% |
58% |
False |
False |
19,976 |
| 80 |
90.47 |
75.70 |
14.77 |
17.2% |
1.69 |
2.0% |
69% |
False |
False |
17,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.81 |
|
2.618 |
93.23 |
|
1.618 |
91.04 |
|
1.000 |
89.69 |
|
0.618 |
88.85 |
|
HIGH |
87.50 |
|
0.618 |
86.66 |
|
0.500 |
86.41 |
|
0.382 |
86.15 |
|
LOW |
85.31 |
|
0.618 |
83.96 |
|
1.000 |
83.12 |
|
1.618 |
81.77 |
|
2.618 |
79.58 |
|
4.250 |
76.00 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.41 |
86.22 |
| PP |
86.22 |
86.09 |
| S1 |
86.04 |
85.97 |
|