NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
87.39 |
86.75 |
-0.64 |
-0.7% |
81.45 |
| High |
87.49 |
87.63 |
0.14 |
0.2% |
87.43 |
| Low |
85.96 |
85.48 |
-0.48 |
-0.6% |
81.32 |
| Close |
87.06 |
86.72 |
-0.34 |
-0.4% |
86.85 |
| Range |
1.53 |
2.15 |
0.62 |
40.5% |
6.11 |
| ATR |
1.95 |
1.96 |
0.01 |
0.7% |
0.00 |
| Volume |
276,668 |
331,982 |
55,314 |
20.0% |
1,543,280 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.06 |
92.04 |
87.90 |
|
| R3 |
90.91 |
89.89 |
87.31 |
|
| R2 |
88.76 |
88.76 |
87.11 |
|
| R1 |
87.74 |
87.74 |
86.92 |
87.18 |
| PP |
86.61 |
86.61 |
86.61 |
86.33 |
| S1 |
85.59 |
85.59 |
86.52 |
85.03 |
| S2 |
84.46 |
84.46 |
86.33 |
|
| S3 |
82.31 |
83.44 |
86.13 |
|
| S4 |
80.16 |
81.29 |
85.54 |
|
|
| 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 |
87.63 |
83.57 |
4.06 |
4.7% |
1.77 |
2.0% |
78% |
True |
False |
311,031 |
| 10 |
87.63 |
80.52 |
7.11 |
8.2% |
1.79 |
2.1% |
87% |
True |
False |
305,972 |
| 20 |
87.63 |
79.84 |
7.79 |
9.0% |
2.05 |
2.4% |
88% |
True |
False |
294,757 |
| 40 |
87.63 |
75.10 |
12.53 |
14.4% |
2.00 |
2.3% |
93% |
True |
False |
232,391 |
| 60 |
87.63 |
72.35 |
15.28 |
17.6% |
1.97 |
2.3% |
94% |
True |
False |
189,506 |
| 80 |
87.63 |
72.35 |
15.28 |
17.6% |
1.97 |
2.3% |
94% |
True |
False |
156,121 |
| 100 |
87.63 |
72.35 |
15.28 |
17.6% |
2.01 |
2.3% |
94% |
True |
False |
132,380 |
| 120 |
87.63 |
71.50 |
16.13 |
18.6% |
2.07 |
2.4% |
94% |
True |
False |
118,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.77 |
|
2.618 |
93.26 |
|
1.618 |
91.11 |
|
1.000 |
89.78 |
|
0.618 |
88.96 |
|
HIGH |
87.63 |
|
0.618 |
86.81 |
|
0.500 |
86.56 |
|
0.382 |
86.30 |
|
LOW |
85.48 |
|
0.618 |
84.15 |
|
1.000 |
83.33 |
|
1.618 |
82.00 |
|
2.618 |
79.85 |
|
4.250 |
76.34 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.67 |
86.67 |
| PP |
86.61 |
86.61 |
| S1 |
86.56 |
86.56 |
|