NYMEX Light Sweet Crude Oil Future May 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 |
89.34 |
89.25 |
-0.09 |
-0.1% |
84.32 |
High |
89.34 |
89.47 |
0.13 |
0.1% |
89.34 |
Low |
88.32 |
88.38 |
0.06 |
0.1% |
84.32 |
Close |
89.12 |
89.43 |
0.31 |
0.3% |
89.12 |
Range |
1.02 |
1.09 |
0.07 |
6.9% |
5.02 |
ATR |
1.40 |
1.37 |
-0.02 |
-1.6% |
0.00 |
Volume |
15,220 |
15,220 |
0 |
0.0% |
48,853 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.36 |
91.99 |
90.03 |
|
R3 |
91.27 |
90.90 |
89.73 |
|
R2 |
90.18 |
90.18 |
89.63 |
|
R1 |
89.81 |
89.81 |
89.53 |
90.00 |
PP |
89.09 |
89.09 |
89.09 |
89.19 |
S1 |
88.72 |
88.72 |
89.33 |
88.91 |
S2 |
88.00 |
88.00 |
89.23 |
|
S3 |
86.91 |
87.63 |
89.13 |
|
S4 |
85.82 |
86.54 |
88.83 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.47 |
85.54 |
3.93 |
4.4% |
1.18 |
1.3% |
99% |
True |
False |
11,742 |
10 |
89.47 |
83.37 |
6.10 |
6.8% |
1.10 |
1.2% |
99% |
True |
False |
8,735 |
20 |
89.47 |
82.75 |
6.72 |
7.5% |
1.31 |
1.5% |
99% |
True |
False |
7,082 |
40 |
89.47 |
79.39 |
10.08 |
11.3% |
1.14 |
1.3% |
100% |
True |
False |
6,772 |
60 |
89.47 |
75.91 |
13.56 |
15.2% |
1.00 |
1.1% |
100% |
True |
False |
5,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.10 |
2.618 |
92.32 |
1.618 |
91.23 |
1.000 |
90.56 |
0.618 |
90.14 |
HIGH |
89.47 |
0.618 |
89.05 |
0.500 |
88.93 |
0.382 |
88.80 |
LOW |
88.38 |
0.618 |
87.71 |
1.000 |
87.29 |
1.618 |
86.62 |
2.618 |
85.53 |
4.250 |
83.75 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.26 |
89.11 |
PP |
89.09 |
88.79 |
S1 |
88.93 |
88.47 |
|