NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
81.92 |
81.45 |
-0.47 |
-0.6% |
82.01 |
| High |
82.12 |
83.86 |
1.74 |
2.1% |
83.28 |
| Low |
80.56 |
81.32 |
0.76 |
0.9% |
80.52 |
| Close |
81.43 |
82.95 |
1.52 |
1.9% |
81.43 |
| Range |
1.56 |
2.54 |
0.98 |
62.8% |
2.76 |
| ATR |
2.02 |
2.05 |
0.04 |
1.8% |
0.00 |
| Volume |
290,248 |
335,579 |
45,331 |
15.6% |
1,452,507 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.33 |
89.18 |
84.35 |
|
| R3 |
87.79 |
86.64 |
83.65 |
|
| R2 |
85.25 |
85.25 |
83.42 |
|
| R1 |
84.10 |
84.10 |
83.18 |
84.68 |
| PP |
82.71 |
82.71 |
82.71 |
83.00 |
| S1 |
81.56 |
81.56 |
82.72 |
82.14 |
| S2 |
80.17 |
80.17 |
82.48 |
|
| S3 |
77.63 |
79.02 |
82.25 |
|
| S4 |
75.09 |
76.48 |
81.55 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.02 |
88.49 |
82.95 |
|
| R3 |
87.26 |
85.73 |
82.19 |
|
| R2 |
84.50 |
84.50 |
81.94 |
|
| R1 |
82.97 |
82.97 |
81.68 |
82.36 |
| PP |
81.74 |
81.74 |
81.74 |
81.44 |
| S1 |
80.21 |
80.21 |
81.18 |
79.60 |
| S2 |
78.98 |
78.98 |
80.92 |
|
| S3 |
76.22 |
77.45 |
80.67 |
|
| S4 |
73.46 |
74.69 |
79.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.86 |
80.52 |
3.34 |
4.0% |
1.70 |
2.0% |
73% |
True |
False |
295,457 |
| 10 |
83.89 |
79.84 |
4.05 |
4.9% |
2.13 |
2.6% |
77% |
False |
False |
321,288 |
| 20 |
85.08 |
79.84 |
5.24 |
6.3% |
2.16 |
2.6% |
59% |
False |
False |
264,946 |
| 40 |
85.08 |
75.10 |
9.98 |
12.0% |
2.01 |
2.4% |
79% |
False |
False |
206,141 |
| 60 |
85.08 |
72.35 |
12.73 |
15.3% |
1.99 |
2.4% |
83% |
False |
False |
166,362 |
| 80 |
85.08 |
72.35 |
12.73 |
15.3% |
2.00 |
2.4% |
83% |
False |
False |
135,949 |
| 100 |
85.08 |
72.35 |
12.73 |
15.3% |
2.02 |
2.4% |
83% |
False |
False |
116,770 |
| 120 |
86.52 |
71.50 |
15.02 |
18.1% |
2.14 |
2.6% |
76% |
False |
False |
106,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.66 |
|
2.618 |
90.51 |
|
1.618 |
87.97 |
|
1.000 |
86.40 |
|
0.618 |
85.43 |
|
HIGH |
83.86 |
|
0.618 |
82.89 |
|
0.500 |
82.59 |
|
0.382 |
82.29 |
|
LOW |
81.32 |
|
0.618 |
79.75 |
|
1.000 |
78.78 |
|
1.618 |
77.21 |
|
2.618 |
74.67 |
|
4.250 |
70.53 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.83 |
82.70 |
| PP |
82.71 |
82.46 |
| S1 |
82.59 |
82.21 |
|