NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.99 |
85.46 |
0.47 |
0.6% |
85.36 |
| High |
85.28 |
85.55 |
0.27 |
0.3% |
86.97 |
| Low |
84.17 |
85.34 |
1.17 |
1.4% |
83.39 |
| Close |
85.26 |
85.54 |
0.28 |
0.3% |
84.98 |
| Range |
1.11 |
0.21 |
-0.90 |
-81.1% |
3.58 |
| ATR |
|
|
|
|
|
| Volume |
1,599 |
1,670 |
71 |
4.4% |
18,423 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.11 |
86.03 |
85.66 |
|
| R3 |
85.90 |
85.82 |
85.60 |
|
| R2 |
85.69 |
85.69 |
85.58 |
|
| R1 |
85.61 |
85.61 |
85.56 |
85.65 |
| PP |
85.48 |
85.48 |
85.48 |
85.50 |
| S1 |
85.40 |
85.40 |
85.52 |
85.44 |
| S2 |
85.27 |
85.27 |
85.50 |
|
| S3 |
85.06 |
85.19 |
85.48 |
|
| S4 |
84.85 |
84.98 |
85.42 |
|
|
| 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 |
86.44 |
|
2.618 |
86.10 |
|
1.618 |
85.89 |
|
1.000 |
85.76 |
|
0.618 |
85.68 |
|
HIGH |
85.55 |
|
0.618 |
85.47 |
|
0.500 |
85.45 |
|
0.382 |
85.42 |
|
LOW |
85.34 |
|
0.618 |
85.21 |
|
1.000 |
85.13 |
|
1.618 |
85.00 |
|
2.618 |
84.79 |
|
4.250 |
84.45 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.51 |
85.35 |
| PP |
85.48 |
85.16 |
| S1 |
85.45 |
84.97 |
|