NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
85.40 |
84.99 |
-0.41 |
-0.5% |
85.36 |
| High |
85.77 |
85.28 |
-0.49 |
-0.6% |
86.97 |
| Low |
85.17 |
84.17 |
-1.00 |
-1.2% |
83.39 |
| Close |
85.59 |
85.26 |
-0.33 |
-0.4% |
84.98 |
| Range |
0.60 |
1.11 |
0.51 |
85.0% |
3.58 |
| ATR |
|
|
|
|
|
| Volume |
3,981 |
1,599 |
-2,382 |
-59.8% |
18,423 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.23 |
87.86 |
85.87 |
|
| R3 |
87.12 |
86.75 |
85.57 |
|
| R2 |
86.01 |
86.01 |
85.46 |
|
| R1 |
85.64 |
85.64 |
85.36 |
85.83 |
| PP |
84.90 |
84.90 |
84.90 |
85.00 |
| S1 |
84.53 |
84.53 |
85.16 |
84.72 |
| S2 |
83.79 |
83.79 |
85.06 |
|
| S3 |
82.68 |
83.42 |
84.95 |
|
| S4 |
81.57 |
82.31 |
84.65 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.85 |
94.00 |
86.95 |
|
| R3 |
92.27 |
90.42 |
85.96 |
|
| R2 |
88.69 |
88.69 |
85.64 |
|
| R1 |
86.84 |
86.84 |
85.31 |
85.98 |
| PP |
85.11 |
85.11 |
85.11 |
84.68 |
| S1 |
83.26 |
83.26 |
84.65 |
82.40 |
| S2 |
81.53 |
81.53 |
84.32 |
|
| S3 |
77.95 |
79.68 |
84.00 |
|
| S4 |
74.37 |
76.10 |
83.01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.00 |
|
2.618 |
88.19 |
|
1.618 |
87.08 |
|
1.000 |
86.39 |
|
0.618 |
85.97 |
|
HIGH |
85.28 |
|
0.618 |
84.86 |
|
0.500 |
84.73 |
|
0.382 |
84.59 |
|
LOW |
84.17 |
|
0.618 |
83.48 |
|
1.000 |
83.06 |
|
1.618 |
82.37 |
|
2.618 |
81.26 |
|
4.250 |
79.45 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.08 |
85.16 |
| PP |
84.90 |
85.07 |
| S1 |
84.73 |
84.97 |
|