NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
83.57 |
85.04 |
1.47 |
1.8% |
82.76 |
| High |
85.11 |
86.00 |
0.89 |
1.0% |
83.96 |
| Low |
83.54 |
84.27 |
0.73 |
0.9% |
81.25 |
| Close |
84.56 |
85.35 |
0.79 |
0.9% |
82.15 |
| Range |
1.57 |
1.73 |
0.16 |
10.2% |
2.71 |
| ATR |
1.95 |
1.94 |
-0.02 |
-0.8% |
0.00 |
| Volume |
95,265 |
73,142 |
-22,123 |
-23.2% |
329,334 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.40 |
89.60 |
86.30 |
|
| R3 |
88.67 |
87.87 |
85.83 |
|
| R2 |
86.94 |
86.94 |
85.67 |
|
| R1 |
86.14 |
86.14 |
85.51 |
86.54 |
| PP |
85.21 |
85.21 |
85.21 |
85.41 |
| S1 |
84.41 |
84.41 |
85.19 |
84.81 |
| S2 |
83.48 |
83.48 |
85.03 |
|
| S3 |
81.75 |
82.68 |
84.87 |
|
| S4 |
80.02 |
80.95 |
84.40 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.58 |
89.08 |
83.64 |
|
| R3 |
87.87 |
86.37 |
82.90 |
|
| R2 |
85.16 |
85.16 |
82.65 |
|
| R1 |
83.66 |
83.66 |
82.40 |
83.06 |
| PP |
82.45 |
82.45 |
82.45 |
82.15 |
| S1 |
80.95 |
80.95 |
81.90 |
80.35 |
| S2 |
79.74 |
79.74 |
81.65 |
|
| S3 |
77.03 |
78.24 |
81.40 |
|
| S4 |
74.32 |
75.53 |
80.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.00 |
81.33 |
4.67 |
5.5% |
1.68 |
2.0% |
86% |
True |
False |
82,797 |
| 10 |
86.00 |
80.89 |
5.11 |
6.0% |
1.73 |
2.0% |
87% |
True |
False |
76,090 |
| 20 |
86.00 |
80.63 |
5.37 |
6.3% |
2.08 |
2.4% |
88% |
True |
False |
75,197 |
| 40 |
86.00 |
76.41 |
9.59 |
11.2% |
1.91 |
2.2% |
93% |
True |
False |
65,140 |
| 60 |
86.00 |
73.12 |
12.88 |
15.1% |
1.88 |
2.2% |
95% |
True |
False |
50,783 |
| 80 |
86.00 |
73.12 |
12.88 |
15.1% |
1.82 |
2.1% |
95% |
True |
False |
39,963 |
| 100 |
86.00 |
73.12 |
12.88 |
15.1% |
1.78 |
2.1% |
95% |
True |
False |
32,959 |
| 120 |
86.00 |
72.06 |
13.94 |
16.3% |
1.81 |
2.1% |
95% |
True |
False |
28,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.35 |
|
2.618 |
90.53 |
|
1.618 |
88.80 |
|
1.000 |
87.73 |
|
0.618 |
87.07 |
|
HIGH |
86.00 |
|
0.618 |
85.34 |
|
0.500 |
85.14 |
|
0.382 |
84.93 |
|
LOW |
84.27 |
|
0.618 |
83.20 |
|
1.000 |
82.54 |
|
1.618 |
81.47 |
|
2.618 |
79.74 |
|
4.250 |
76.92 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.28 |
84.92 |
| PP |
85.21 |
84.50 |
| S1 |
85.14 |
84.07 |
|