NYMEX Light Sweet Crude Oil Future May 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 |
86.54 |
87.47 |
0.93 |
1.1% |
85.56 |
High |
87.47 |
89.00 |
1.53 |
1.7% |
85.62 |
Low |
86.26 |
87.47 |
1.21 |
1.4% |
83.37 |
Close |
87.11 |
88.75 |
1.64 |
1.9% |
83.99 |
Range |
1.21 |
1.53 |
0.32 |
26.4% |
2.25 |
ATR |
1.39 |
1.43 |
0.04 |
2.6% |
0.00 |
Volume |
7,437 |
9,943 |
2,506 |
33.7% |
28,181 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.00 |
92.40 |
89.59 |
|
R3 |
91.47 |
90.87 |
89.17 |
|
R2 |
89.94 |
89.94 |
89.03 |
|
R1 |
89.34 |
89.34 |
88.89 |
89.64 |
PP |
88.41 |
88.41 |
88.41 |
88.56 |
S1 |
87.81 |
87.81 |
88.61 |
88.11 |
S2 |
86.88 |
86.88 |
88.47 |
|
S3 |
85.35 |
86.28 |
88.33 |
|
S4 |
83.82 |
84.75 |
87.91 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.08 |
89.78 |
85.23 |
|
R3 |
88.83 |
87.53 |
84.61 |
|
R2 |
86.58 |
86.58 |
84.40 |
|
R1 |
85.28 |
85.28 |
84.20 |
84.81 |
PP |
84.33 |
84.33 |
84.33 |
84.09 |
S1 |
83.03 |
83.03 |
83.78 |
82.56 |
S2 |
82.08 |
82.08 |
83.58 |
|
S3 |
79.83 |
80.78 |
83.37 |
|
S4 |
77.58 |
78.53 |
82.75 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.50 |
2.618 |
93.01 |
1.618 |
91.48 |
1.000 |
90.53 |
0.618 |
89.95 |
HIGH |
89.00 |
0.618 |
88.42 |
0.500 |
88.24 |
0.382 |
88.05 |
LOW |
87.47 |
0.618 |
86.52 |
1.000 |
85.94 |
1.618 |
84.99 |
2.618 |
83.46 |
4.250 |
80.97 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
88.58 |
88.26 |
PP |
88.41 |
87.76 |
S1 |
88.24 |
87.27 |
|