NYMEX Light Sweet Crude Oil Future January 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 |
87.39 |
87.07 |
-0.32 |
-0.4% |
82.31 |
| High |
88.25 |
88.67 |
0.42 |
0.5% |
88.04 |
| Low |
86.10 |
86.70 |
0.60 |
0.7% |
82.14 |
| Close |
87.35 |
88.29 |
0.94 |
1.1% |
87.48 |
| Range |
2.15 |
1.97 |
-0.18 |
-8.4% |
5.90 |
| ATR |
1.90 |
1.91 |
0.00 |
0.2% |
0.00 |
| Volume |
114,648 |
142,691 |
28,043 |
24.5% |
458,377 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.80 |
93.01 |
89.37 |
|
| R3 |
91.83 |
91.04 |
88.83 |
|
| R2 |
89.86 |
89.86 |
88.65 |
|
| R1 |
89.07 |
89.07 |
88.47 |
89.47 |
| PP |
87.89 |
87.89 |
87.89 |
88.08 |
| S1 |
87.10 |
87.10 |
88.11 |
87.50 |
| S2 |
85.92 |
85.92 |
87.93 |
|
| S3 |
83.95 |
85.13 |
87.75 |
|
| S4 |
81.98 |
83.16 |
87.21 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.59 |
101.43 |
90.73 |
|
| R3 |
97.69 |
95.53 |
89.10 |
|
| R2 |
91.79 |
91.79 |
88.56 |
|
| R1 |
89.63 |
89.63 |
88.02 |
90.71 |
| PP |
85.89 |
85.89 |
85.89 |
86.43 |
| S1 |
83.73 |
83.73 |
86.94 |
84.81 |
| S2 |
79.99 |
79.99 |
86.40 |
|
| S3 |
74.09 |
77.83 |
85.86 |
|
| S4 |
68.19 |
71.93 |
84.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.67 |
85.55 |
3.12 |
3.5% |
1.80 |
2.0% |
88% |
True |
False |
113,849 |
| 10 |
88.67 |
81.33 |
7.34 |
8.3% |
1.74 |
2.0% |
95% |
True |
False |
98,323 |
| 20 |
88.67 |
80.63 |
8.04 |
9.1% |
2.01 |
2.3% |
95% |
True |
False |
83,466 |
| 40 |
88.67 |
76.41 |
12.26 |
13.9% |
1.95 |
2.2% |
97% |
True |
False |
73,924 |
| 60 |
88.67 |
73.12 |
15.55 |
17.6% |
1.90 |
2.1% |
98% |
True |
False |
59,330 |
| 80 |
88.67 |
73.12 |
15.55 |
17.6% |
1.83 |
2.1% |
98% |
True |
False |
46,798 |
| 100 |
88.67 |
73.12 |
15.55 |
17.6% |
1.81 |
2.0% |
98% |
True |
False |
38,424 |
| 120 |
88.67 |
72.06 |
16.61 |
18.8% |
1.79 |
2.0% |
98% |
True |
False |
32,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.04 |
|
2.618 |
93.83 |
|
1.618 |
91.86 |
|
1.000 |
90.64 |
|
0.618 |
89.89 |
|
HIGH |
88.67 |
|
0.618 |
87.92 |
|
0.500 |
87.69 |
|
0.382 |
87.45 |
|
LOW |
86.70 |
|
0.618 |
85.48 |
|
1.000 |
84.73 |
|
1.618 |
83.51 |
|
2.618 |
81.54 |
|
4.250 |
78.33 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.09 |
87.99 |
| PP |
87.89 |
87.69 |
| S1 |
87.69 |
87.39 |
|