NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
85.19 |
86.18 |
0.99 |
1.2% |
84.49 |
High |
86.23 |
87.31 |
1.08 |
1.3% |
85.27 |
Low |
85.19 |
85.71 |
0.52 |
0.6% |
83.15 |
Close |
85.88 |
86.76 |
0.88 |
1.0% |
83.61 |
Range |
1.04 |
1.60 |
0.56 |
53.8% |
2.12 |
ATR |
1.59 |
1.60 |
0.00 |
0.0% |
0.00 |
Volume |
12,995 |
10,836 |
-2,159 |
-16.6% |
46,444 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.39 |
90.68 |
87.64 |
|
R3 |
89.79 |
89.08 |
87.20 |
|
R2 |
88.19 |
88.19 |
87.05 |
|
R1 |
87.48 |
87.48 |
86.91 |
87.84 |
PP |
86.59 |
86.59 |
86.59 |
86.77 |
S1 |
85.88 |
85.88 |
86.61 |
86.24 |
S2 |
84.99 |
84.99 |
86.47 |
|
S3 |
83.39 |
84.28 |
86.32 |
|
S4 |
81.79 |
82.68 |
85.88 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.37 |
89.11 |
84.78 |
|
R3 |
88.25 |
86.99 |
84.19 |
|
R2 |
86.13 |
86.13 |
84.00 |
|
R1 |
84.87 |
84.87 |
83.80 |
84.44 |
PP |
84.01 |
84.01 |
84.01 |
83.80 |
S1 |
82.75 |
82.75 |
83.42 |
82.32 |
S2 |
81.89 |
81.89 |
83.22 |
|
S3 |
79.77 |
80.63 |
83.03 |
|
S4 |
77.65 |
78.51 |
82.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.31 |
83.15 |
4.16 |
4.8% |
1.38 |
1.6% |
87% |
True |
False |
10,567 |
10 |
87.31 |
82.71 |
4.60 |
5.3% |
1.40 |
1.6% |
88% |
True |
False |
10,128 |
20 |
87.31 |
82.35 |
4.96 |
5.7% |
1.62 |
1.9% |
89% |
True |
False |
9,656 |
40 |
87.31 |
78.63 |
8.68 |
10.0% |
1.49 |
1.7% |
94% |
True |
False |
9,460 |
60 |
87.31 |
74.98 |
12.33 |
14.2% |
1.37 |
1.6% |
96% |
True |
False |
7,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.11 |
2.618 |
91.50 |
1.618 |
89.90 |
1.000 |
88.91 |
0.618 |
88.30 |
HIGH |
87.31 |
0.618 |
86.70 |
0.500 |
86.51 |
0.382 |
86.32 |
LOW |
85.71 |
0.618 |
84.72 |
1.000 |
84.11 |
1.618 |
83.12 |
2.618 |
81.52 |
4.250 |
78.91 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
86.68 |
86.38 |
PP |
86.59 |
85.99 |
S1 |
86.51 |
85.61 |
|