NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
89.09 |
88.61 |
-0.48 |
-0.5% |
84.32 |
High |
89.83 |
89.89 |
0.06 |
0.1% |
89.34 |
Low |
88.32 |
88.44 |
0.12 |
0.1% |
84.32 |
Close |
89.09 |
89.67 |
0.58 |
0.7% |
89.12 |
Range |
1.51 |
1.45 |
-0.06 |
-4.0% |
5.02 |
ATR |
1.38 |
1.39 |
0.00 |
0.3% |
0.00 |
Volume |
9,956 |
9,381 |
-575 |
-5.8% |
48,853 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.68 |
93.13 |
90.47 |
|
R3 |
92.23 |
91.68 |
90.07 |
|
R2 |
90.78 |
90.78 |
89.94 |
|
R1 |
90.23 |
90.23 |
89.80 |
90.51 |
PP |
89.33 |
89.33 |
89.33 |
89.47 |
S1 |
88.78 |
88.78 |
89.54 |
89.06 |
S2 |
87.88 |
87.88 |
89.40 |
|
S3 |
86.43 |
87.33 |
89.27 |
|
S4 |
84.98 |
85.88 |
88.87 |
|
|
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 |
89.89 |
87.47 |
2.42 |
2.7% |
1.32 |
1.5% |
91% |
True |
False |
11,944 |
10 |
89.89 |
83.37 |
6.52 |
7.3% |
1.22 |
1.4% |
97% |
True |
False |
9,414 |
20 |
89.89 |
82.75 |
7.14 |
8.0% |
1.37 |
1.5% |
97% |
True |
False |
7,533 |
40 |
89.89 |
79.39 |
10.50 |
11.7% |
1.20 |
1.3% |
98% |
True |
False |
6,906 |
60 |
89.89 |
75.91 |
13.98 |
15.6% |
1.04 |
1.2% |
98% |
True |
False |
5,909 |
80 |
89.89 |
75.91 |
13.98 |
15.6% |
0.90 |
1.0% |
98% |
True |
False |
4,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.05 |
2.618 |
93.69 |
1.618 |
92.24 |
1.000 |
91.34 |
0.618 |
90.79 |
HIGH |
89.89 |
0.618 |
89.34 |
0.500 |
89.17 |
0.382 |
88.99 |
LOW |
88.44 |
0.618 |
87.54 |
1.000 |
86.99 |
1.618 |
86.09 |
2.618 |
84.64 |
4.250 |
82.28 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.50 |
89.48 |
PP |
89.33 |
89.29 |
S1 |
89.17 |
89.11 |
|