NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.37 |
85.09 |
0.72 |
0.9% |
82.01 |
| High |
85.36 |
86.83 |
1.47 |
1.7% |
83.28 |
| Low |
83.57 |
84.92 |
1.35 |
1.6% |
80.52 |
| Close |
84.69 |
86.49 |
1.80 |
2.1% |
81.43 |
| Range |
1.79 |
1.91 |
0.12 |
6.7% |
2.76 |
| ATR |
2.01 |
2.02 |
0.01 |
0.5% |
0.00 |
| Volume |
374,085 |
287,899 |
-86,186 |
-23.0% |
1,452,507 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.81 |
91.06 |
87.54 |
|
| R3 |
89.90 |
89.15 |
87.02 |
|
| R2 |
87.99 |
87.99 |
86.84 |
|
| R1 |
87.24 |
87.24 |
86.67 |
87.62 |
| PP |
86.08 |
86.08 |
86.08 |
86.27 |
| S1 |
85.33 |
85.33 |
86.31 |
85.71 |
| S2 |
84.17 |
84.17 |
86.14 |
|
| S3 |
82.26 |
83.42 |
85.96 |
|
| S4 |
80.35 |
81.51 |
85.44 |
|
|
| 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 |
86.83 |
80.56 |
6.27 |
7.2% |
1.89 |
2.2% |
95% |
True |
False |
309,800 |
| 10 |
86.83 |
80.41 |
6.42 |
7.4% |
1.73 |
2.0% |
95% |
True |
False |
293,778 |
| 20 |
86.83 |
79.84 |
6.99 |
8.1% |
2.08 |
2.4% |
95% |
True |
False |
281,631 |
| 40 |
86.83 |
75.10 |
11.73 |
13.6% |
1.99 |
2.3% |
97% |
True |
False |
221,023 |
| 60 |
86.83 |
72.35 |
14.48 |
16.7% |
1.98 |
2.3% |
98% |
True |
False |
178,604 |
| 80 |
86.83 |
72.35 |
14.48 |
16.7% |
1.98 |
2.3% |
98% |
True |
False |
146,211 |
| 100 |
86.83 |
72.35 |
14.48 |
16.7% |
2.01 |
2.3% |
98% |
True |
False |
124,860 |
| 120 |
86.83 |
71.50 |
15.33 |
17.7% |
2.10 |
2.4% |
98% |
True |
False |
113,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.95 |
|
2.618 |
91.83 |
|
1.618 |
89.92 |
|
1.000 |
88.74 |
|
0.618 |
88.01 |
|
HIGH |
86.83 |
|
0.618 |
86.10 |
|
0.500 |
85.88 |
|
0.382 |
85.65 |
|
LOW |
84.92 |
|
0.618 |
83.74 |
|
1.000 |
83.01 |
|
1.618 |
81.83 |
|
2.618 |
79.92 |
|
4.250 |
76.80 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.29 |
85.94 |
| PP |
86.08 |
85.38 |
| S1 |
85.88 |
84.83 |
|