NYMEX Light Sweet Crude Oil Future April 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 |
88.55 |
89.30 |
0.75 |
0.8% |
83.96 |
High |
89.64 |
90.00 |
0.36 |
0.4% |
89.07 |
Low |
88.21 |
89.10 |
0.89 |
1.0% |
83.91 |
Close |
89.38 |
89.39 |
0.01 |
0.0% |
88.79 |
Range |
1.43 |
0.90 |
-0.53 |
-37.1% |
5.16 |
ATR |
1.57 |
1.53 |
-0.05 |
-3.1% |
0.00 |
Volume |
14,079 |
18,428 |
4,349 |
30.9% |
64,768 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.20 |
91.69 |
89.89 |
|
R3 |
91.30 |
90.79 |
89.64 |
|
R2 |
90.40 |
90.40 |
89.56 |
|
R1 |
89.89 |
89.89 |
89.47 |
90.15 |
PP |
89.50 |
89.50 |
89.50 |
89.62 |
S1 |
88.99 |
88.99 |
89.31 |
89.25 |
S2 |
88.60 |
88.60 |
89.23 |
|
S3 |
87.70 |
88.09 |
89.14 |
|
S4 |
86.80 |
87.19 |
88.90 |
|
|
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 |
90.00 |
87.49 |
2.51 |
2.8% |
1.32 |
1.5% |
76% |
True |
False |
16,105 |
10 |
90.00 |
83.15 |
6.85 |
7.7% |
1.34 |
1.5% |
91% |
True |
False |
13,667 |
20 |
90.00 |
82.35 |
7.65 |
8.6% |
1.51 |
1.7% |
92% |
True |
False |
11,410 |
40 |
90.00 |
78.63 |
11.37 |
12.7% |
1.52 |
1.7% |
95% |
True |
False |
10,659 |
60 |
90.00 |
74.98 |
15.02 |
16.8% |
1.40 |
1.6% |
96% |
True |
False |
8,817 |
80 |
90.00 |
74.98 |
15.02 |
16.8% |
1.20 |
1.3% |
96% |
True |
False |
7,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.83 |
2.618 |
92.36 |
1.618 |
91.46 |
1.000 |
90.90 |
0.618 |
90.56 |
HIGH |
90.00 |
0.618 |
89.66 |
0.500 |
89.55 |
0.382 |
89.44 |
LOW |
89.10 |
0.618 |
88.54 |
1.000 |
88.20 |
1.618 |
87.64 |
2.618 |
86.74 |
4.250 |
85.28 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.55 |
89.18 |
PP |
89.50 |
88.96 |
S1 |
89.44 |
88.75 |
|