NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
81.45 |
82.88 |
1.43 |
1.8% |
82.01 |
| High |
83.86 |
84.47 |
0.61 |
0.7% |
83.28 |
| Low |
81.32 |
82.83 |
1.51 |
1.9% |
80.52 |
| Close |
82.95 |
83.90 |
0.95 |
1.1% |
81.43 |
| Range |
2.54 |
1.64 |
-0.90 |
-35.4% |
2.76 |
| ATR |
2.05 |
2.03 |
-0.03 |
-1.4% |
0.00 |
| Volume |
335,579 |
261,192 |
-74,387 |
-22.2% |
1,452,507 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.65 |
87.92 |
84.80 |
|
| R3 |
87.01 |
86.28 |
84.35 |
|
| R2 |
85.37 |
85.37 |
84.20 |
|
| R1 |
84.64 |
84.64 |
84.05 |
85.01 |
| PP |
83.73 |
83.73 |
83.73 |
83.92 |
| S1 |
83.00 |
83.00 |
83.75 |
83.37 |
| S2 |
82.09 |
82.09 |
83.60 |
|
| S3 |
80.45 |
81.36 |
83.45 |
|
| S4 |
78.81 |
79.72 |
83.00 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.02 |
88.49 |
82.95 |
|
| R3 |
87.26 |
85.73 |
82.19 |
|
| R2 |
84.50 |
84.50 |
81.94 |
|
| R1 |
82.97 |
82.97 |
81.68 |
82.36 |
| PP |
81.74 |
81.74 |
81.74 |
81.44 |
| S1 |
80.21 |
80.21 |
81.18 |
79.60 |
| S2 |
78.98 |
78.98 |
80.92 |
|
| S3 |
76.22 |
77.45 |
80.67 |
|
| S4 |
73.46 |
74.69 |
79.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.47 |
80.52 |
3.95 |
4.7% |
1.81 |
2.2% |
86% |
True |
False |
300,912 |
| 10 |
84.47 |
79.90 |
4.57 |
5.4% |
1.89 |
2.3% |
88% |
True |
False |
302,307 |
| 20 |
85.08 |
79.84 |
5.24 |
6.2% |
2.15 |
2.6% |
77% |
False |
False |
269,317 |
| 40 |
85.08 |
75.10 |
9.98 |
11.9% |
1.99 |
2.4% |
88% |
False |
False |
210,402 |
| 60 |
85.08 |
72.35 |
12.73 |
15.2% |
2.00 |
2.4% |
91% |
False |
False |
169,573 |
| 80 |
85.08 |
72.35 |
12.73 |
15.2% |
1.99 |
2.4% |
91% |
False |
False |
138,833 |
| 100 |
85.08 |
72.35 |
12.73 |
15.2% |
2.01 |
2.4% |
91% |
False |
False |
118,953 |
| 120 |
85.08 |
71.50 |
13.58 |
16.2% |
2.13 |
2.5% |
91% |
False |
False |
108,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.44 |
|
2.618 |
88.76 |
|
1.618 |
87.12 |
|
1.000 |
86.11 |
|
0.618 |
85.48 |
|
HIGH |
84.47 |
|
0.618 |
83.84 |
|
0.500 |
83.65 |
|
0.382 |
83.46 |
|
LOW |
82.83 |
|
0.618 |
81.82 |
|
1.000 |
81.19 |
|
1.618 |
80.18 |
|
2.618 |
78.54 |
|
4.250 |
75.86 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.82 |
83.44 |
| PP |
83.73 |
82.98 |
| S1 |
83.65 |
82.52 |
|