NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
90.21 |
89.46 |
-0.75 |
-0.8% |
85.15 |
High |
90.21 |
90.10 |
-0.11 |
-0.1% |
89.78 |
Low |
88.59 |
89.46 |
0.87 |
1.0% |
85.15 |
Close |
89.61 |
90.09 |
0.48 |
0.5% |
89.60 |
Range |
1.62 |
0.64 |
-0.98 |
-60.5% |
4.63 |
ATR |
1.38 |
1.33 |
-0.05 |
-3.8% |
0.00 |
Volume |
4,905 |
4,304 |
-601 |
-12.3% |
13,087 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.80 |
91.59 |
90.44 |
|
R3 |
91.16 |
90.95 |
90.27 |
|
R2 |
90.52 |
90.52 |
90.21 |
|
R1 |
90.31 |
90.31 |
90.15 |
90.42 |
PP |
89.88 |
89.88 |
89.88 |
89.94 |
S1 |
89.67 |
89.67 |
90.03 |
89.78 |
S2 |
89.24 |
89.24 |
89.97 |
|
S3 |
88.60 |
89.03 |
89.91 |
|
S4 |
87.96 |
88.39 |
89.74 |
|
|
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 |
92.82 |
2.618 |
91.78 |
1.618 |
91.14 |
1.000 |
90.74 |
0.618 |
90.50 |
HIGH |
90.10 |
0.618 |
89.86 |
0.500 |
89.78 |
0.382 |
89.70 |
LOW |
89.46 |
0.618 |
89.06 |
1.000 |
88.82 |
1.618 |
88.42 |
2.618 |
87.78 |
4.250 |
86.74 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
89.99 |
89.86 |
PP |
89.88 |
89.63 |
S1 |
89.78 |
89.40 |
|