NYMEX Light Sweet Crude Oil Future June 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 |
89.84 |
89.11 |
-0.73 |
-0.8% |
84.55 |
High |
89.85 |
90.13 |
0.28 |
0.3% |
89.80 |
Low |
88.65 |
88.26 |
-0.39 |
-0.4% |
84.53 |
Close |
89.70 |
89.37 |
-0.33 |
-0.4% |
89.37 |
Range |
1.20 |
1.87 |
0.67 |
55.8% |
5.27 |
ATR |
1.65 |
1.67 |
0.02 |
0.9% |
0.00 |
Volume |
28,718 |
19,300 |
-9,418 |
-32.8% |
91,417 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.86 |
93.99 |
90.40 |
|
R3 |
92.99 |
92.12 |
89.88 |
|
R2 |
91.12 |
91.12 |
89.71 |
|
R1 |
90.25 |
90.25 |
89.54 |
90.69 |
PP |
89.25 |
89.25 |
89.25 |
89.47 |
S1 |
88.38 |
88.38 |
89.20 |
88.82 |
S2 |
87.38 |
87.38 |
89.03 |
|
S3 |
85.51 |
86.51 |
88.86 |
|
S4 |
83.64 |
84.64 |
88.34 |
|
|
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 |
90.13 |
86.31 |
3.82 |
4.3% |
1.52 |
1.7% |
80% |
True |
False |
22,154 |
10 |
90.13 |
83.59 |
6.54 |
7.3% |
1.46 |
1.6% |
88% |
True |
False |
17,647 |
20 |
90.13 |
83.08 |
7.05 |
7.9% |
1.71 |
1.9% |
89% |
True |
False |
18,044 |
40 |
90.13 |
79.39 |
10.74 |
12.0% |
1.68 |
1.9% |
93% |
True |
False |
19,755 |
60 |
90.13 |
75.70 |
14.43 |
16.1% |
1.64 |
1.8% |
95% |
True |
False |
17,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.08 |
2.618 |
95.03 |
1.618 |
93.16 |
1.000 |
92.00 |
0.618 |
91.29 |
HIGH |
90.13 |
0.618 |
89.42 |
0.500 |
89.20 |
0.382 |
88.97 |
LOW |
88.26 |
0.618 |
87.10 |
1.000 |
86.39 |
1.618 |
85.23 |
2.618 |
83.36 |
4.250 |
80.31 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.31 |
89.31 |
PP |
89.25 |
89.25 |
S1 |
89.20 |
89.20 |
|