NYMEX Light Sweet Crude Oil Future March 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 |
88.01 |
89.19 |
1.18 |
1.3% |
83.59 |
High |
89.36 |
89.76 |
0.40 |
0.4% |
88.92 |
Low |
87.63 |
88.81 |
1.18 |
1.3% |
83.39 |
Close |
89.05 |
89.07 |
0.02 |
0.0% |
88.42 |
Range |
1.73 |
0.95 |
-0.78 |
-45.1% |
5.53 |
ATR |
1.77 |
1.71 |
-0.06 |
-3.3% |
0.00 |
Volume |
23,917 |
40,581 |
16,664 |
69.7% |
131,179 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.06 |
91.52 |
89.59 |
|
R3 |
91.11 |
90.57 |
89.33 |
|
R2 |
90.16 |
90.16 |
89.24 |
|
R1 |
89.62 |
89.62 |
89.16 |
89.42 |
PP |
89.21 |
89.21 |
89.21 |
89.11 |
S1 |
88.67 |
88.67 |
88.98 |
88.47 |
S2 |
88.26 |
88.26 |
88.90 |
|
S3 |
87.31 |
87.72 |
88.81 |
|
S4 |
86.36 |
86.77 |
88.55 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.50 |
101.49 |
91.46 |
|
R3 |
97.97 |
95.96 |
89.94 |
|
R2 |
92.44 |
92.44 |
89.43 |
|
R1 |
90.43 |
90.43 |
88.93 |
91.44 |
PP |
86.91 |
86.91 |
86.91 |
87.41 |
S1 |
84.90 |
84.90 |
87.91 |
85.91 |
S2 |
81.38 |
81.38 |
87.41 |
|
S3 |
75.85 |
79.37 |
86.90 |
|
S4 |
70.32 |
73.84 |
85.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.76 |
87.09 |
2.67 |
3.0% |
1.51 |
1.7% |
74% |
True |
False |
29,773 |
10 |
89.76 |
82.50 |
7.26 |
8.2% |
1.57 |
1.8% |
90% |
True |
False |
26,544 |
20 |
89.76 |
81.91 |
7.85 |
8.8% |
1.81 |
2.0% |
91% |
True |
False |
23,833 |
40 |
89.76 |
78.05 |
11.71 |
13.1% |
1.77 |
2.0% |
94% |
True |
False |
21,572 |
60 |
89.76 |
74.29 |
15.47 |
17.4% |
1.69 |
1.9% |
96% |
True |
False |
18,264 |
80 |
89.76 |
74.29 |
15.47 |
17.4% |
1.62 |
1.8% |
96% |
True |
False |
14,889 |
100 |
89.76 |
74.29 |
15.47 |
17.4% |
1.59 |
1.8% |
96% |
True |
False |
12,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.80 |
2.618 |
92.25 |
1.618 |
91.30 |
1.000 |
90.71 |
0.618 |
90.35 |
HIGH |
89.76 |
0.618 |
89.40 |
0.500 |
89.29 |
0.382 |
89.17 |
LOW |
88.81 |
0.618 |
88.22 |
1.000 |
87.86 |
1.618 |
87.27 |
2.618 |
86.32 |
4.250 |
84.77 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.29 |
88.86 |
PP |
89.21 |
88.64 |
S1 |
89.14 |
88.43 |
|