NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
85.15 |
87.10 |
1.95 |
2.3% |
85.64 |
| High |
86.80 |
87.13 |
0.33 |
0.4% |
85.77 |
| Low |
85.15 |
86.89 |
1.74 |
2.0% |
84.17 |
| Close |
86.03 |
86.81 |
0.78 |
0.9% |
84.61 |
| Range |
1.65 |
0.24 |
-1.41 |
-85.5% |
1.60 |
| ATR |
1.47 |
1.44 |
-0.03 |
-1.8% |
0.00 |
| Volume |
1,488 |
2,357 |
869 |
58.4% |
12,484 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.66 |
87.48 |
86.94 |
|
| R3 |
87.42 |
87.24 |
86.88 |
|
| R2 |
87.18 |
87.18 |
86.85 |
|
| R1 |
87.00 |
87.00 |
86.83 |
86.97 |
| PP |
86.94 |
86.94 |
86.94 |
86.93 |
| S1 |
86.76 |
86.76 |
86.79 |
86.73 |
| S2 |
86.70 |
86.70 |
86.77 |
|
| S3 |
86.46 |
86.52 |
86.74 |
|
| S4 |
86.22 |
86.28 |
86.68 |
|
|
| 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 |
88.15 |
|
2.618 |
87.76 |
|
1.618 |
87.52 |
|
1.000 |
87.37 |
|
0.618 |
87.28 |
|
HIGH |
87.13 |
|
0.618 |
87.04 |
|
0.500 |
87.01 |
|
0.382 |
86.98 |
|
LOW |
86.89 |
|
0.618 |
86.74 |
|
1.000 |
86.65 |
|
1.618 |
86.50 |
|
2.618 |
86.26 |
|
4.250 |
85.87 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.01 |
86.49 |
| PP |
86.94 |
86.16 |
| S1 |
86.88 |
85.84 |
|