NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
86.18 |
87.82 |
1.64 |
1.9% |
84.49 |
| High |
87.31 |
88.69 |
1.38 |
1.6% |
85.27 |
| Low |
85.71 |
87.71 |
2.00 |
2.3% |
83.15 |
| Close |
86.76 |
88.44 |
1.68 |
1.9% |
83.61 |
| Range |
1.60 |
0.98 |
-0.62 |
-38.8% |
2.12 |
| ATR |
1.60 |
1.62 |
0.02 |
1.5% |
0.00 |
| Volume |
10,836 |
14,268 |
3,432 |
31.7% |
46,444 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.22 |
90.81 |
88.98 |
|
| R3 |
90.24 |
89.83 |
88.71 |
|
| R2 |
89.26 |
89.26 |
88.62 |
|
| R1 |
88.85 |
88.85 |
88.53 |
89.06 |
| PP |
88.28 |
88.28 |
88.28 |
88.38 |
| S1 |
87.87 |
87.87 |
88.35 |
88.08 |
| S2 |
87.30 |
87.30 |
88.26 |
|
| S3 |
86.32 |
86.89 |
88.17 |
|
| S4 |
85.34 |
85.91 |
87.90 |
|
|
| 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 |
88.69 |
83.15 |
5.54 |
6.3% |
1.36 |
1.5% |
95% |
True |
False |
11,229 |
| 10 |
88.69 |
83.00 |
5.69 |
6.4% |
1.30 |
1.5% |
96% |
True |
False |
10,457 |
| 20 |
88.69 |
82.35 |
6.34 |
7.2% |
1.53 |
1.7% |
96% |
True |
False |
9,788 |
| 40 |
88.69 |
78.63 |
10.06 |
11.4% |
1.47 |
1.7% |
98% |
True |
False |
9,680 |
| 60 |
88.69 |
74.98 |
13.71 |
15.5% |
1.38 |
1.6% |
98% |
True |
False |
7,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.86 |
|
2.618 |
91.26 |
|
1.618 |
90.28 |
|
1.000 |
89.67 |
|
0.618 |
89.30 |
|
HIGH |
88.69 |
|
0.618 |
88.32 |
|
0.500 |
88.20 |
|
0.382 |
88.08 |
|
LOW |
87.71 |
|
0.618 |
87.10 |
|
1.000 |
86.73 |
|
1.618 |
86.12 |
|
2.618 |
85.14 |
|
4.250 |
83.55 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.36 |
87.94 |
| PP |
88.28 |
87.44 |
| S1 |
88.20 |
86.94 |
|