NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
89.33 |
89.48 |
0.15 |
0.2% |
85.15 |
| High |
89.78 |
90.01 |
0.23 |
0.3% |
89.78 |
| Low |
88.94 |
89.05 |
0.11 |
0.1% |
85.15 |
| Close |
89.60 |
89.93 |
0.33 |
0.4% |
89.60 |
| Range |
0.84 |
0.96 |
0.12 |
14.3% |
4.63 |
| ATR |
1.40 |
1.37 |
-0.03 |
-2.2% |
0.00 |
| Volume |
3,784 |
3,784 |
0 |
0.0% |
13,087 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.54 |
92.20 |
90.46 |
|
| R3 |
91.58 |
91.24 |
90.19 |
|
| R2 |
90.62 |
90.62 |
90.11 |
|
| R1 |
90.28 |
90.28 |
90.02 |
90.45 |
| PP |
89.66 |
89.66 |
89.66 |
89.75 |
| S1 |
89.32 |
89.32 |
89.84 |
89.49 |
| S2 |
88.70 |
88.70 |
89.75 |
|
| S3 |
87.74 |
88.36 |
89.67 |
|
| S4 |
86.78 |
87.40 |
89.40 |
|
|
| 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 |
94.09 |
|
2.618 |
92.52 |
|
1.618 |
91.56 |
|
1.000 |
90.97 |
|
0.618 |
90.60 |
|
HIGH |
90.01 |
|
0.618 |
89.64 |
|
0.500 |
89.53 |
|
0.382 |
89.42 |
|
LOW |
89.05 |
|
0.618 |
88.46 |
|
1.000 |
88.09 |
|
1.618 |
87.50 |
|
2.618 |
86.54 |
|
4.250 |
84.97 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.80 |
89.75 |
| PP |
89.66 |
89.57 |
| S1 |
89.53 |
89.40 |
|