NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
86.60 |
87.39 |
0.79 |
0.9% |
81.45 |
| High |
87.43 |
87.49 |
0.06 |
0.1% |
87.43 |
| Low |
85.96 |
85.96 |
0.00 |
0.0% |
81.32 |
| Close |
86.85 |
87.06 |
0.21 |
0.2% |
86.85 |
| Range |
1.47 |
1.53 |
0.06 |
4.1% |
6.11 |
| ATR |
1.98 |
1.95 |
-0.03 |
-1.6% |
0.00 |
| Volume |
284,525 |
276,668 |
-7,857 |
-2.8% |
1,543,280 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.43 |
90.77 |
87.90 |
|
| R3 |
89.90 |
89.24 |
87.48 |
|
| R2 |
88.37 |
88.37 |
87.34 |
|
| R1 |
87.71 |
87.71 |
87.20 |
87.28 |
| PP |
86.84 |
86.84 |
86.84 |
86.62 |
| S1 |
86.18 |
86.18 |
86.92 |
85.75 |
| S2 |
85.31 |
85.31 |
86.78 |
|
| S3 |
83.78 |
84.65 |
86.64 |
|
| S4 |
82.25 |
83.12 |
86.22 |
|
|
| 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 |
87.49 |
82.83 |
4.66 |
5.4% |
1.67 |
1.9% |
91% |
True |
False |
296,873 |
| 10 |
87.49 |
80.52 |
6.97 |
8.0% |
1.68 |
1.9% |
94% |
True |
False |
296,165 |
| 20 |
87.49 |
79.84 |
7.65 |
8.8% |
2.01 |
2.3% |
94% |
True |
False |
285,656 |
| 40 |
87.49 |
75.10 |
12.39 |
14.2% |
1.99 |
2.3% |
97% |
True |
False |
227,713 |
| 60 |
87.49 |
72.35 |
15.14 |
17.4% |
1.95 |
2.2% |
97% |
True |
False |
184,972 |
| 80 |
87.49 |
72.35 |
15.14 |
17.4% |
1.97 |
2.3% |
97% |
True |
False |
152,320 |
| 100 |
87.49 |
72.35 |
15.14 |
17.4% |
2.01 |
2.3% |
97% |
True |
False |
129,636 |
| 120 |
87.49 |
71.50 |
15.99 |
18.4% |
2.09 |
2.4% |
97% |
True |
False |
116,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.99 |
|
2.618 |
91.50 |
|
1.618 |
89.97 |
|
1.000 |
89.02 |
|
0.618 |
88.44 |
|
HIGH |
87.49 |
|
0.618 |
86.91 |
|
0.500 |
86.73 |
|
0.382 |
86.54 |
|
LOW |
85.96 |
|
0.618 |
85.01 |
|
1.000 |
84.43 |
|
1.618 |
83.48 |
|
2.618 |
81.95 |
|
4.250 |
79.46 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.95 |
86.78 |
| PP |
86.84 |
86.49 |
| S1 |
86.73 |
86.21 |
|