NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
87.47 |
89.34 |
1.87 |
2.1% |
84.32 |
High |
89.00 |
89.34 |
0.34 |
0.4% |
89.34 |
Low |
87.47 |
88.32 |
0.85 |
1.0% |
84.32 |
Close |
88.75 |
89.12 |
0.37 |
0.4% |
89.12 |
Range |
1.53 |
1.02 |
-0.51 |
-33.3% |
5.02 |
ATR |
1.43 |
1.40 |
-0.03 |
-2.0% |
0.00 |
Volume |
9,943 |
15,220 |
5,277 |
53.1% |
48,853 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.99 |
91.57 |
89.68 |
|
R3 |
90.97 |
90.55 |
89.40 |
|
R2 |
89.95 |
89.95 |
89.31 |
|
R1 |
89.53 |
89.53 |
89.21 |
89.23 |
PP |
88.93 |
88.93 |
88.93 |
88.78 |
S1 |
88.51 |
88.51 |
89.03 |
88.21 |
S2 |
87.91 |
87.91 |
88.93 |
|
S3 |
86.89 |
87.49 |
88.84 |
|
S4 |
85.87 |
86.47 |
88.56 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.65 |
100.91 |
91.88 |
|
R3 |
97.63 |
95.89 |
90.50 |
|
R2 |
92.61 |
92.61 |
90.04 |
|
R1 |
90.87 |
90.87 |
89.58 |
91.74 |
PP |
87.59 |
87.59 |
87.59 |
88.03 |
S1 |
85.85 |
85.85 |
88.66 |
86.72 |
S2 |
82.57 |
82.57 |
88.20 |
|
S3 |
77.55 |
80.83 |
87.74 |
|
S4 |
72.53 |
75.81 |
86.36 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.68 |
2.618 |
92.01 |
1.618 |
90.99 |
1.000 |
90.36 |
0.618 |
89.97 |
HIGH |
89.34 |
0.618 |
88.95 |
0.500 |
88.83 |
0.382 |
88.71 |
LOW |
88.32 |
0.618 |
87.69 |
1.000 |
87.30 |
1.618 |
86.67 |
2.618 |
85.65 |
4.250 |
83.99 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.02 |
88.68 |
PP |
88.93 |
88.24 |
S1 |
88.83 |
87.80 |
|