NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
89.46 |
90.53 |
1.07 |
1.2% |
85.15 |
High |
90.10 |
90.53 |
0.43 |
0.5% |
89.78 |
Low |
89.46 |
89.92 |
0.46 |
0.5% |
85.15 |
Close |
90.09 |
90.12 |
0.03 |
0.0% |
89.60 |
Range |
0.64 |
0.61 |
-0.03 |
-4.7% |
4.63 |
ATR |
1.33 |
1.28 |
-0.05 |
-3.9% |
0.00 |
Volume |
4,304 |
5,301 |
997 |
23.2% |
13,087 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.02 |
91.68 |
90.46 |
|
R3 |
91.41 |
91.07 |
90.29 |
|
R2 |
90.80 |
90.80 |
90.23 |
|
R1 |
90.46 |
90.46 |
90.18 |
90.33 |
PP |
90.19 |
90.19 |
90.19 |
90.12 |
S1 |
89.85 |
89.85 |
90.06 |
89.72 |
S2 |
89.58 |
89.58 |
90.01 |
|
S3 |
88.97 |
89.24 |
89.95 |
|
S4 |
88.36 |
88.63 |
89.78 |
|
|
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 |
93.12 |
2.618 |
92.13 |
1.618 |
91.52 |
1.000 |
91.14 |
0.618 |
90.91 |
HIGH |
90.53 |
0.618 |
90.30 |
0.500 |
90.23 |
0.382 |
90.15 |
LOW |
89.92 |
0.618 |
89.54 |
1.000 |
89.31 |
1.618 |
88.93 |
2.618 |
88.32 |
4.250 |
87.33 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
90.23 |
89.93 |
PP |
90.19 |
89.75 |
S1 |
90.16 |
89.56 |
|