NYMEX Light Sweet Crude Oil Future June 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 |
89.20 |
89.84 |
0.64 |
0.7% |
84.55 |
High |
89.80 |
89.85 |
0.05 |
0.1% |
89.80 |
Low |
88.47 |
88.65 |
0.18 |
0.2% |
84.53 |
Close |
89.37 |
89.70 |
0.33 |
0.4% |
89.37 |
Range |
1.33 |
1.20 |
-0.13 |
-9.8% |
5.27 |
ATR |
1.69 |
1.65 |
-0.03 |
-2.1% |
0.00 |
Volume |
28,718 |
28,718 |
0 |
0.0% |
91,417 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.00 |
92.55 |
90.36 |
|
R3 |
91.80 |
91.35 |
90.03 |
|
R2 |
90.60 |
90.60 |
89.92 |
|
R1 |
90.15 |
90.15 |
89.81 |
89.78 |
PP |
89.40 |
89.40 |
89.40 |
89.21 |
S1 |
88.95 |
88.95 |
89.59 |
88.58 |
S2 |
88.20 |
88.20 |
89.48 |
|
S3 |
87.00 |
87.75 |
89.37 |
|
S4 |
85.80 |
86.55 |
89.04 |
|
|
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 |
89.85 |
85.75 |
4.10 |
4.6% |
1.38 |
1.5% |
96% |
True |
False |
21,918 |
10 |
89.85 |
83.59 |
6.26 |
7.0% |
1.35 |
1.5% |
98% |
True |
False |
17,030 |
20 |
89.85 |
83.08 |
6.77 |
7.5% |
1.68 |
1.9% |
98% |
True |
False |
17,856 |
40 |
89.85 |
79.39 |
10.46 |
11.7% |
1.66 |
1.9% |
99% |
True |
False |
19,856 |
60 |
89.85 |
75.70 |
14.15 |
15.8% |
1.62 |
1.8% |
99% |
True |
False |
16,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.95 |
2.618 |
92.99 |
1.618 |
91.79 |
1.000 |
91.05 |
0.618 |
90.59 |
HIGH |
89.85 |
0.618 |
89.39 |
0.500 |
89.25 |
0.382 |
89.11 |
LOW |
88.65 |
0.618 |
87.91 |
1.000 |
87.45 |
1.618 |
86.71 |
2.618 |
85.51 |
4.250 |
83.55 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.55 |
89.37 |
PP |
89.40 |
89.03 |
S1 |
89.25 |
88.70 |
|