NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
88.57 |
89.11 |
0.54 |
0.6% |
83.96 |
High |
89.07 |
89.11 |
0.04 |
0.0% |
89.07 |
Low |
87.92 |
88.01 |
0.09 |
0.1% |
83.91 |
Close |
88.79 |
89.08 |
0.29 |
0.3% |
88.79 |
Range |
1.15 |
1.10 |
-0.05 |
-4.3% |
5.16 |
ATR |
1.59 |
1.55 |
-0.03 |
-2.2% |
0.00 |
Volume |
17,884 |
17,884 |
0 |
0.0% |
64,768 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.03 |
91.66 |
89.69 |
|
R3 |
90.93 |
90.56 |
89.38 |
|
R2 |
89.83 |
89.83 |
89.28 |
|
R1 |
89.46 |
89.46 |
89.18 |
89.10 |
PP |
88.73 |
88.73 |
88.73 |
88.55 |
S1 |
88.36 |
88.36 |
88.98 |
88.00 |
S2 |
87.63 |
87.63 |
88.88 |
|
S3 |
86.53 |
87.26 |
88.78 |
|
S4 |
85.43 |
86.16 |
88.48 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.74 |
100.92 |
91.63 |
|
R3 |
97.58 |
95.76 |
90.21 |
|
R2 |
92.42 |
92.42 |
89.74 |
|
R1 |
90.60 |
90.60 |
89.26 |
91.51 |
PP |
87.26 |
87.26 |
87.26 |
87.71 |
S1 |
85.44 |
85.44 |
88.32 |
86.35 |
S2 |
82.10 |
82.10 |
87.84 |
|
S3 |
76.94 |
80.28 |
87.37 |
|
S4 |
71.78 |
75.12 |
85.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.11 |
85.19 |
3.92 |
4.4% |
1.17 |
1.3% |
99% |
True |
False |
14,773 |
10 |
89.11 |
83.15 |
5.96 |
6.7% |
1.25 |
1.4% |
99% |
True |
False |
12,333 |
20 |
89.11 |
82.35 |
6.76 |
7.6% |
1.47 |
1.6% |
100% |
True |
False |
10,454 |
40 |
89.11 |
78.63 |
10.48 |
11.8% |
1.48 |
1.7% |
100% |
True |
False |
10,176 |
60 |
89.11 |
74.98 |
14.13 |
15.9% |
1.38 |
1.5% |
100% |
True |
False |
8,217 |
80 |
89.11 |
74.98 |
14.13 |
15.9% |
1.18 |
1.3% |
100% |
True |
False |
6,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.79 |
2.618 |
91.99 |
1.618 |
90.89 |
1.000 |
90.21 |
0.618 |
89.79 |
HIGH |
89.11 |
0.618 |
88.69 |
0.500 |
88.56 |
0.382 |
88.43 |
LOW |
88.01 |
0.618 |
87.33 |
1.000 |
86.91 |
1.618 |
86.23 |
2.618 |
85.13 |
4.250 |
83.34 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
88.91 |
88.86 |
PP |
88.73 |
88.63 |
S1 |
88.56 |
88.41 |
|