NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
89.19 |
89.33 |
0.14 |
0.2% |
85.15 |
High |
89.38 |
89.78 |
0.40 |
0.4% |
89.78 |
Low |
88.78 |
88.94 |
0.16 |
0.2% |
85.15 |
Close |
89.22 |
89.60 |
0.38 |
0.4% |
89.60 |
Range |
0.60 |
0.84 |
0.24 |
40.0% |
4.63 |
ATR |
1.44 |
1.40 |
-0.04 |
-3.0% |
0.00 |
Volume |
2,982 |
3,784 |
802 |
26.9% |
13,087 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.96 |
91.62 |
90.06 |
|
R3 |
91.12 |
90.78 |
89.83 |
|
R2 |
90.28 |
90.28 |
89.75 |
|
R1 |
89.94 |
89.94 |
89.68 |
90.11 |
PP |
89.44 |
89.44 |
89.44 |
89.53 |
S1 |
89.10 |
89.10 |
89.52 |
89.27 |
S2 |
88.60 |
88.60 |
89.45 |
|
S3 |
87.76 |
88.26 |
89.37 |
|
S4 |
86.92 |
87.42 |
89.14 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.07 |
100.46 |
92.15 |
|
R3 |
97.44 |
95.83 |
90.87 |
|
R2 |
92.81 |
92.81 |
90.45 |
|
R1 |
91.20 |
91.20 |
90.02 |
92.01 |
PP |
88.18 |
88.18 |
88.18 |
88.58 |
S1 |
86.57 |
86.57 |
89.18 |
87.38 |
S2 |
83.55 |
83.55 |
88.75 |
|
S3 |
78.92 |
81.94 |
88.33 |
|
S4 |
74.29 |
77.31 |
87.05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.35 |
2.618 |
91.98 |
1.618 |
91.14 |
1.000 |
90.62 |
0.618 |
90.30 |
HIGH |
89.78 |
0.618 |
89.46 |
0.500 |
89.36 |
0.382 |
89.26 |
LOW |
88.94 |
0.618 |
88.42 |
1.000 |
88.10 |
1.618 |
87.58 |
2.618 |
86.74 |
4.250 |
85.37 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.52 |
89.15 |
PP |
89.44 |
88.69 |
S1 |
89.36 |
88.24 |
|