NYMEX Light Sweet Crude Oil Future June 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 |
89.05 |
89.72 |
0.67 |
0.8% |
84.55 |
High |
90.15 |
90.47 |
0.32 |
0.4% |
89.80 |
Low |
88.65 |
89.60 |
0.95 |
1.1% |
84.53 |
Close |
89.89 |
89.92 |
0.03 |
0.0% |
89.37 |
Range |
1.50 |
0.87 |
-0.63 |
-42.0% |
5.27 |
ATR |
1.66 |
1.60 |
-0.06 |
-3.4% |
0.00 |
Volume |
23,593 |
29,710 |
6,117 |
25.9% |
91,417 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.61 |
92.13 |
90.40 |
|
R3 |
91.74 |
91.26 |
90.16 |
|
R2 |
90.87 |
90.87 |
90.08 |
|
R1 |
90.39 |
90.39 |
90.00 |
90.63 |
PP |
90.00 |
90.00 |
90.00 |
90.12 |
S1 |
89.52 |
89.52 |
89.84 |
89.76 |
S2 |
89.13 |
89.13 |
89.76 |
|
S3 |
88.26 |
88.65 |
89.68 |
|
S4 |
87.39 |
87.78 |
89.44 |
|
|
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 |
90.47 |
88.26 |
2.21 |
2.5% |
1.35 |
1.5% |
75% |
True |
False |
26,007 |
10 |
90.47 |
83.67 |
6.80 |
7.6% |
1.46 |
1.6% |
92% |
True |
False |
20,757 |
20 |
90.47 |
83.08 |
7.39 |
8.2% |
1.68 |
1.9% |
93% |
True |
False |
18,767 |
40 |
90.47 |
79.39 |
11.08 |
12.3% |
1.69 |
1.9% |
95% |
True |
False |
20,043 |
60 |
90.47 |
75.70 |
14.77 |
16.4% |
1.62 |
1.8% |
96% |
True |
False |
17,699 |
80 |
90.47 |
75.70 |
14.77 |
16.4% |
1.62 |
1.8% |
96% |
True |
False |
15,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.17 |
2.618 |
92.75 |
1.618 |
91.88 |
1.000 |
91.34 |
0.618 |
91.01 |
HIGH |
90.47 |
0.618 |
90.14 |
0.500 |
90.04 |
0.382 |
89.93 |
LOW |
89.60 |
0.618 |
89.06 |
1.000 |
88.73 |
1.618 |
88.19 |
2.618 |
87.32 |
4.250 |
85.90 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
90.04 |
89.74 |
PP |
90.00 |
89.55 |
S1 |
89.96 |
89.37 |
|