NYMEX Light Sweet Crude Oil Future June 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 |
89.11 |
89.05 |
-0.06 |
-0.1% |
84.55 |
High |
90.13 |
90.15 |
0.02 |
0.0% |
89.80 |
Low |
88.26 |
88.65 |
0.39 |
0.4% |
84.53 |
Close |
89.37 |
89.89 |
0.52 |
0.6% |
89.37 |
Range |
1.87 |
1.50 |
-0.37 |
-19.8% |
5.27 |
ATR |
1.67 |
1.66 |
-0.01 |
-0.7% |
0.00 |
Volume |
19,300 |
23,593 |
4,293 |
22.2% |
91,417 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.06 |
93.48 |
90.72 |
|
R3 |
92.56 |
91.98 |
90.30 |
|
R2 |
91.06 |
91.06 |
90.17 |
|
R1 |
90.48 |
90.48 |
90.03 |
90.77 |
PP |
89.56 |
89.56 |
89.56 |
89.71 |
S1 |
88.98 |
88.98 |
89.75 |
89.27 |
S2 |
88.06 |
88.06 |
89.62 |
|
S3 |
86.56 |
87.48 |
89.48 |
|
S4 |
85.06 |
85.98 |
89.07 |
|
|
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 |
90.15 |
87.55 |
2.60 |
2.9% |
1.52 |
1.7% |
90% |
True |
False |
24,006 |
10 |
90.15 |
83.67 |
6.48 |
7.2% |
1.46 |
1.6% |
96% |
True |
False |
19,116 |
20 |
90.15 |
83.08 |
7.07 |
7.9% |
1.72 |
1.9% |
96% |
True |
False |
18,377 |
40 |
90.15 |
79.39 |
10.76 |
12.0% |
1.70 |
1.9% |
98% |
True |
False |
19,861 |
60 |
90.15 |
75.70 |
14.45 |
16.1% |
1.63 |
1.8% |
98% |
True |
False |
17,439 |
80 |
90.15 |
75.70 |
14.45 |
16.1% |
1.62 |
1.8% |
98% |
True |
False |
14,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.53 |
2.618 |
94.08 |
1.618 |
92.58 |
1.000 |
91.65 |
0.618 |
91.08 |
HIGH |
90.15 |
0.618 |
89.58 |
0.500 |
89.40 |
0.382 |
89.22 |
LOW |
88.65 |
0.618 |
87.72 |
1.000 |
87.15 |
1.618 |
86.22 |
2.618 |
84.72 |
4.250 |
82.28 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.73 |
89.66 |
PP |
89.56 |
89.43 |
S1 |
89.40 |
89.21 |
|