NYMEX Light Sweet Crude Oil Future January 2011
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
87.07 |
88.27 |
1.20 |
1.4% |
82.31 |
High |
88.67 |
89.10 |
0.43 |
0.5% |
88.04 |
Low |
86.70 |
88.01 |
1.31 |
1.5% |
82.14 |
Close |
88.29 |
88.28 |
-0.01 |
0.0% |
87.48 |
Range |
1.97 |
1.09 |
-0.88 |
-44.7% |
5.90 |
ATR |
1.91 |
1.85 |
-0.06 |
-3.1% |
0.00 |
Volume |
142,691 |
202,436 |
59,745 |
41.9% |
458,377 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.73 |
91.10 |
88.88 |
|
R3 |
90.64 |
90.01 |
88.58 |
|
R2 |
89.55 |
89.55 |
88.48 |
|
R1 |
88.92 |
88.92 |
88.38 |
89.24 |
PP |
88.46 |
88.46 |
88.46 |
88.62 |
S1 |
87.83 |
87.83 |
88.18 |
88.15 |
S2 |
87.37 |
87.37 |
88.08 |
|
S3 |
86.28 |
86.74 |
87.98 |
|
S4 |
85.19 |
85.65 |
87.68 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.59 |
101.43 |
90.73 |
|
R3 |
97.69 |
95.53 |
89.10 |
|
R2 |
91.79 |
91.79 |
88.56 |
|
R1 |
89.63 |
89.63 |
88.02 |
90.71 |
PP |
85.89 |
85.89 |
85.89 |
86.43 |
S1 |
83.73 |
83.73 |
86.94 |
84.81 |
S2 |
79.99 |
79.99 |
86.40 |
|
S3 |
74.09 |
77.83 |
85.86 |
|
S4 |
68.19 |
71.93 |
84.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.10 |
86.10 |
3.00 |
3.4% |
1.64 |
1.9% |
73% |
True |
False |
132,237 |
10 |
89.10 |
81.33 |
7.77 |
8.8% |
1.74 |
2.0% |
89% |
True |
False |
108,908 |
20 |
89.10 |
80.63 |
8.47 |
9.6% |
1.97 |
2.2% |
90% |
True |
False |
90,270 |
40 |
89.10 |
76.41 |
12.69 |
14.4% |
1.94 |
2.2% |
94% |
True |
False |
77,788 |
60 |
89.10 |
73.12 |
15.98 |
18.1% |
1.89 |
2.1% |
95% |
True |
False |
62,322 |
80 |
89.10 |
73.12 |
15.98 |
18.1% |
1.82 |
2.1% |
95% |
True |
False |
49,256 |
100 |
89.10 |
73.12 |
15.98 |
18.1% |
1.81 |
2.1% |
95% |
True |
False |
40,416 |
120 |
89.10 |
72.06 |
17.04 |
19.3% |
1.79 |
2.0% |
95% |
True |
False |
34,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.73 |
2.618 |
91.95 |
1.618 |
90.86 |
1.000 |
90.19 |
0.618 |
89.77 |
HIGH |
89.10 |
0.618 |
88.68 |
0.500 |
88.56 |
0.382 |
88.43 |
LOW |
88.01 |
0.618 |
87.34 |
1.000 |
86.92 |
1.618 |
86.25 |
2.618 |
85.16 |
4.250 |
83.38 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
88.56 |
88.05 |
PP |
88.46 |
87.83 |
S1 |
88.37 |
87.60 |
|