NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
85.09 |
86.60 |
1.51 |
1.8% |
81.45 |
| High |
86.83 |
87.43 |
0.60 |
0.7% |
87.43 |
| Low |
84.92 |
85.96 |
1.04 |
1.2% |
81.32 |
| Close |
86.49 |
86.85 |
0.36 |
0.4% |
86.85 |
| Range |
1.91 |
1.47 |
-0.44 |
-23.0% |
6.11 |
| ATR |
2.02 |
1.98 |
-0.04 |
-1.9% |
0.00 |
| Volume |
287,899 |
284,525 |
-3,374 |
-1.2% |
1,543,280 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.16 |
90.47 |
87.66 |
|
| R3 |
89.69 |
89.00 |
87.25 |
|
| R2 |
88.22 |
88.22 |
87.12 |
|
| R1 |
87.53 |
87.53 |
86.98 |
87.88 |
| PP |
86.75 |
86.75 |
86.75 |
86.92 |
| S1 |
86.06 |
86.06 |
86.72 |
86.41 |
| S2 |
85.28 |
85.28 |
86.58 |
|
| S3 |
83.81 |
84.59 |
86.45 |
|
| S4 |
82.34 |
83.12 |
86.04 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.53 |
101.30 |
90.21 |
|
| R3 |
97.42 |
95.19 |
88.53 |
|
| R2 |
91.31 |
91.31 |
87.97 |
|
| R1 |
89.08 |
89.08 |
87.41 |
90.20 |
| PP |
85.20 |
85.20 |
85.20 |
85.76 |
| S1 |
82.97 |
82.97 |
86.29 |
84.09 |
| S2 |
79.09 |
79.09 |
85.73 |
|
| S3 |
72.98 |
76.86 |
85.17 |
|
| S4 |
66.87 |
70.75 |
83.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.43 |
81.32 |
6.11 |
7.0% |
1.87 |
2.2% |
91% |
True |
False |
308,656 |
| 10 |
87.43 |
80.52 |
6.91 |
8.0% |
1.71 |
2.0% |
92% |
True |
False |
299,578 |
| 20 |
87.43 |
79.84 |
7.59 |
8.7% |
2.01 |
2.3% |
92% |
True |
False |
283,031 |
| 40 |
87.43 |
75.10 |
12.33 |
14.2% |
1.98 |
2.3% |
95% |
True |
False |
225,441 |
| 60 |
87.43 |
72.35 |
15.08 |
17.4% |
1.96 |
2.3% |
96% |
True |
False |
182,146 |
| 80 |
87.43 |
72.35 |
15.08 |
17.4% |
1.97 |
2.3% |
96% |
True |
False |
149,256 |
| 100 |
87.43 |
72.35 |
15.08 |
17.4% |
2.01 |
2.3% |
96% |
True |
False |
127,362 |
| 120 |
87.43 |
71.50 |
15.93 |
18.3% |
2.09 |
2.4% |
96% |
True |
False |
114,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.68 |
|
2.618 |
91.28 |
|
1.618 |
89.81 |
|
1.000 |
88.90 |
|
0.618 |
88.34 |
|
HIGH |
87.43 |
|
0.618 |
86.87 |
|
0.500 |
86.70 |
|
0.382 |
86.52 |
|
LOW |
85.96 |
|
0.618 |
85.05 |
|
1.000 |
84.49 |
|
1.618 |
83.58 |
|
2.618 |
82.11 |
|
4.250 |
79.71 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.80 |
86.40 |
| PP |
86.75 |
85.95 |
| S1 |
86.70 |
85.50 |
|