NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.68 |
85.15 |
0.47 |
0.6% |
85.64 |
| High |
84.68 |
86.80 |
2.12 |
2.5% |
85.77 |
| Low |
84.54 |
85.15 |
0.61 |
0.7% |
84.17 |
| Close |
84.61 |
86.03 |
1.42 |
1.7% |
84.61 |
| Range |
0.14 |
1.65 |
1.51 |
1,078.6% |
1.60 |
| ATR |
0.00 |
1.47 |
1.47 |
|
0.00 |
| Volume |
3,460 |
1,488 |
-1,972 |
-57.0% |
12,484 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.94 |
90.14 |
86.94 |
|
| R3 |
89.29 |
88.49 |
86.48 |
|
| R2 |
87.64 |
87.64 |
86.33 |
|
| R1 |
86.84 |
86.84 |
86.18 |
87.24 |
| PP |
85.99 |
85.99 |
85.99 |
86.20 |
| S1 |
85.19 |
85.19 |
85.88 |
85.59 |
| S2 |
84.34 |
84.34 |
85.73 |
|
| S3 |
82.69 |
83.54 |
85.58 |
|
| S4 |
81.04 |
81.89 |
85.12 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.65 |
88.73 |
85.49 |
|
| R3 |
88.05 |
87.13 |
85.05 |
|
| R2 |
86.45 |
86.45 |
84.90 |
|
| R1 |
85.53 |
85.53 |
84.76 |
85.19 |
| PP |
84.85 |
84.85 |
84.85 |
84.68 |
| S1 |
83.93 |
83.93 |
84.46 |
83.59 |
| S2 |
83.25 |
83.25 |
84.32 |
|
| S3 |
81.65 |
82.33 |
84.17 |
|
| S4 |
80.05 |
80.73 |
83.73 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.81 |
|
2.618 |
91.12 |
|
1.618 |
89.47 |
|
1.000 |
88.45 |
|
0.618 |
87.82 |
|
HIGH |
86.80 |
|
0.618 |
86.17 |
|
0.500 |
85.98 |
|
0.382 |
85.78 |
|
LOW |
85.15 |
|
0.618 |
84.13 |
|
1.000 |
83.50 |
|
1.618 |
82.48 |
|
2.618 |
80.83 |
|
4.250 |
78.14 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.01 |
85.91 |
| PP |
85.99 |
85.79 |
| S1 |
85.98 |
85.67 |
|