NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
88.61 |
89.80 |
1.19 |
1.3% |
84.32 |
High |
89.89 |
90.26 |
0.37 |
0.4% |
89.34 |
Low |
88.44 |
89.52 |
1.08 |
1.2% |
84.32 |
Close |
89.67 |
89.69 |
0.02 |
0.0% |
89.12 |
Range |
1.45 |
0.74 |
-0.71 |
-49.0% |
5.02 |
ATR |
1.39 |
1.34 |
-0.05 |
-3.3% |
0.00 |
Volume |
9,381 |
14,961 |
5,580 |
59.5% |
48,853 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.04 |
91.61 |
90.10 |
|
R3 |
91.30 |
90.87 |
89.89 |
|
R2 |
90.56 |
90.56 |
89.83 |
|
R1 |
90.13 |
90.13 |
89.76 |
89.98 |
PP |
89.82 |
89.82 |
89.82 |
89.75 |
S1 |
89.39 |
89.39 |
89.62 |
89.24 |
S2 |
89.08 |
89.08 |
89.55 |
|
S3 |
88.34 |
88.65 |
89.49 |
|
S4 |
87.60 |
87.91 |
89.28 |
|
|
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 |
90.26 |
88.32 |
1.94 |
2.2% |
1.16 |
1.3% |
71% |
True |
False |
12,947 |
10 |
90.26 |
83.37 |
6.89 |
7.7% |
1.26 |
1.4% |
92% |
True |
False |
10,325 |
20 |
90.26 |
82.75 |
7.51 |
8.4% |
1.35 |
1.5% |
92% |
True |
False |
8,019 |
40 |
90.26 |
79.39 |
10.87 |
12.1% |
1.22 |
1.4% |
95% |
True |
False |
7,086 |
60 |
90.26 |
75.91 |
14.35 |
16.0% |
1.04 |
1.2% |
96% |
True |
False |
6,024 |
80 |
90.26 |
75.91 |
14.35 |
16.0% |
0.91 |
1.0% |
96% |
True |
False |
5,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.41 |
2.618 |
92.20 |
1.618 |
91.46 |
1.000 |
91.00 |
0.618 |
90.72 |
HIGH |
90.26 |
0.618 |
89.98 |
0.500 |
89.89 |
0.382 |
89.80 |
LOW |
89.52 |
0.618 |
89.06 |
1.000 |
88.78 |
1.618 |
88.32 |
2.618 |
87.58 |
4.250 |
86.38 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.89 |
89.56 |
PP |
89.82 |
89.42 |
S1 |
89.76 |
89.29 |
|