NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
83.32 |
83.37 |
0.05 |
0.1% |
83.47 |
High |
83.97 |
83.47 |
-0.50 |
-0.6% |
84.51 |
Low |
82.89 |
81.97 |
-0.92 |
-1.1% |
81.87 |
Close |
83.57 |
82.73 |
-0.84 |
-1.0% |
82.73 |
Range |
1.08 |
1.50 |
0.42 |
38.9% |
2.64 |
ATR |
1.90 |
1.88 |
-0.02 |
-1.1% |
0.00 |
Volume |
39,047 |
27,153 |
-11,894 |
-30.5% |
129,417 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.22 |
86.48 |
83.56 |
|
R3 |
85.72 |
84.98 |
83.14 |
|
R2 |
84.22 |
84.22 |
83.01 |
|
R1 |
83.48 |
83.48 |
82.87 |
83.10 |
PP |
82.72 |
82.72 |
82.72 |
82.54 |
S1 |
81.98 |
81.98 |
82.59 |
81.60 |
S2 |
81.22 |
81.22 |
82.46 |
|
S3 |
79.72 |
80.48 |
82.32 |
|
S4 |
78.22 |
78.98 |
81.91 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.96 |
89.48 |
84.18 |
|
R3 |
88.32 |
86.84 |
83.46 |
|
R2 |
85.68 |
85.68 |
83.21 |
|
R1 |
84.20 |
84.20 |
82.97 |
83.62 |
PP |
83.04 |
83.04 |
83.04 |
82.75 |
S1 |
81.56 |
81.56 |
82.49 |
80.98 |
S2 |
80.40 |
80.40 |
82.25 |
|
S3 |
77.76 |
78.92 |
82.00 |
|
S4 |
75.12 |
76.28 |
81.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.51 |
81.87 |
2.64 |
3.2% |
1.47 |
1.8% |
33% |
False |
False |
25,883 |
10 |
85.18 |
81.32 |
3.86 |
4.7% |
2.05 |
2.5% |
37% |
False |
False |
29,689 |
20 |
86.30 |
81.32 |
4.98 |
6.0% |
1.98 |
2.4% |
28% |
False |
False |
29,578 |
40 |
86.30 |
77.34 |
8.96 |
10.8% |
1.82 |
2.2% |
60% |
False |
False |
24,714 |
60 |
86.30 |
73.76 |
12.54 |
15.2% |
1.72 |
2.1% |
72% |
False |
False |
19,290 |
80 |
86.30 |
73.76 |
12.54 |
15.2% |
1.61 |
1.9% |
72% |
False |
False |
15,418 |
100 |
86.30 |
73.76 |
12.54 |
15.2% |
1.50 |
1.8% |
72% |
False |
False |
12,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.85 |
2.618 |
87.40 |
1.618 |
85.90 |
1.000 |
84.97 |
0.618 |
84.40 |
HIGH |
83.47 |
0.618 |
82.90 |
0.500 |
82.72 |
0.382 |
82.54 |
LOW |
81.97 |
0.618 |
81.04 |
1.000 |
80.47 |
1.618 |
79.54 |
2.618 |
78.04 |
4.250 |
75.60 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
82.73 |
82.92 |
PP |
82.72 |
82.86 |
S1 |
82.72 |
82.79 |
|