NYMEX Light Sweet Crude Oil Future June 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 |
87.55 |
89.20 |
1.65 |
1.9% |
84.55 |
High |
89.23 |
89.80 |
0.57 |
0.6% |
89.80 |
Low |
87.55 |
88.47 |
0.92 |
1.1% |
84.53 |
Close |
89.00 |
89.37 |
0.37 |
0.4% |
89.37 |
Range |
1.68 |
1.33 |
-0.35 |
-20.8% |
5.27 |
ATR |
1.71 |
1.69 |
-0.03 |
-1.6% |
0.00 |
Volume |
19,701 |
28,718 |
9,017 |
45.8% |
91,417 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.20 |
92.62 |
90.10 |
|
R3 |
91.87 |
91.29 |
89.74 |
|
R2 |
90.54 |
90.54 |
89.61 |
|
R1 |
89.96 |
89.96 |
89.49 |
90.25 |
PP |
89.21 |
89.21 |
89.21 |
89.36 |
S1 |
88.63 |
88.63 |
89.25 |
88.92 |
S2 |
87.88 |
87.88 |
89.13 |
|
S3 |
86.55 |
87.30 |
89.00 |
|
S4 |
85.22 |
85.97 |
88.64 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.71 |
101.81 |
92.27 |
|
R3 |
98.44 |
96.54 |
90.82 |
|
R2 |
93.17 |
93.17 |
90.34 |
|
R1 |
91.27 |
91.27 |
89.85 |
92.22 |
PP |
87.90 |
87.90 |
87.90 |
88.38 |
S1 |
86.00 |
86.00 |
88.89 |
86.95 |
S2 |
82.63 |
82.63 |
88.40 |
|
S3 |
77.36 |
80.73 |
87.92 |
|
S4 |
72.09 |
75.46 |
86.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.80 |
84.53 |
5.27 |
5.9% |
1.56 |
1.7% |
92% |
True |
False |
18,283 |
10 |
89.80 |
83.59 |
6.21 |
6.9% |
1.39 |
1.6% |
93% |
True |
False |
15,120 |
20 |
89.80 |
83.08 |
6.72 |
7.5% |
1.68 |
1.9% |
94% |
True |
False |
17,255 |
40 |
89.80 |
79.39 |
10.41 |
11.6% |
1.66 |
1.9% |
96% |
True |
False |
19,662 |
60 |
89.80 |
75.70 |
14.10 |
15.8% |
1.63 |
1.8% |
97% |
True |
False |
16,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.45 |
2.618 |
93.28 |
1.618 |
91.95 |
1.000 |
91.13 |
0.618 |
90.62 |
HIGH |
89.80 |
0.618 |
89.29 |
0.500 |
89.14 |
0.382 |
88.98 |
LOW |
88.47 |
0.618 |
87.65 |
1.000 |
87.14 |
1.618 |
86.32 |
2.618 |
84.99 |
4.250 |
82.82 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.29 |
88.93 |
PP |
89.21 |
88.49 |
S1 |
89.14 |
88.06 |
|