NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
89.25 |
89.09 |
-0.16 |
-0.2% |
84.32 |
High |
89.47 |
89.83 |
0.36 |
0.4% |
89.34 |
Low |
88.38 |
88.32 |
-0.06 |
-0.1% |
84.32 |
Close |
89.43 |
89.09 |
-0.34 |
-0.4% |
89.12 |
Range |
1.09 |
1.51 |
0.42 |
38.5% |
5.02 |
ATR |
1.37 |
1.38 |
0.01 |
0.7% |
0.00 |
Volume |
15,220 |
9,956 |
-5,264 |
-34.6% |
48,853 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.61 |
92.86 |
89.92 |
|
R3 |
92.10 |
91.35 |
89.51 |
|
R2 |
90.59 |
90.59 |
89.37 |
|
R1 |
89.84 |
89.84 |
89.23 |
89.85 |
PP |
89.08 |
89.08 |
89.08 |
89.08 |
S1 |
88.33 |
88.33 |
88.95 |
88.34 |
S2 |
87.57 |
87.57 |
88.81 |
|
S3 |
86.06 |
86.82 |
88.67 |
|
S4 |
84.55 |
85.31 |
88.26 |
|
|
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 |
89.83 |
86.26 |
3.57 |
4.0% |
1.27 |
1.4% |
79% |
True |
False |
11,555 |
10 |
89.83 |
83.37 |
6.46 |
7.3% |
1.19 |
1.3% |
89% |
True |
False |
9,021 |
20 |
89.83 |
82.75 |
7.08 |
7.9% |
1.34 |
1.5% |
90% |
True |
False |
7,309 |
40 |
89.83 |
79.39 |
10.44 |
11.7% |
1.16 |
1.3% |
93% |
True |
False |
6,797 |
60 |
89.83 |
75.91 |
13.92 |
15.6% |
1.03 |
1.2% |
95% |
True |
False |
5,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.25 |
2.618 |
93.78 |
1.618 |
92.27 |
1.000 |
91.34 |
0.618 |
90.76 |
HIGH |
89.83 |
0.618 |
89.25 |
0.500 |
89.08 |
0.382 |
88.90 |
LOW |
88.32 |
0.618 |
87.39 |
1.000 |
86.81 |
1.618 |
85.88 |
2.618 |
84.37 |
4.250 |
81.90 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.09 |
89.09 |
PP |
89.08 |
89.08 |
S1 |
89.08 |
89.08 |
|