NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
85.04 |
85.55 |
0.51 |
0.6% |
82.76 |
| High |
86.00 |
87.47 |
1.47 |
1.7% |
83.96 |
| Low |
84.27 |
85.55 |
1.28 |
1.5% |
81.25 |
| Close |
85.35 |
87.16 |
1.81 |
2.1% |
82.15 |
| Range |
1.73 |
1.92 |
0.19 |
11.0% |
2.71 |
| ATR |
1.94 |
1.95 |
0.01 |
0.7% |
0.00 |
| Volume |
73,142 |
110,498 |
37,356 |
51.1% |
329,334 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.49 |
91.74 |
88.22 |
|
| R3 |
90.57 |
89.82 |
87.69 |
|
| R2 |
88.65 |
88.65 |
87.51 |
|
| R1 |
87.90 |
87.90 |
87.34 |
88.28 |
| PP |
86.73 |
86.73 |
86.73 |
86.91 |
| S1 |
85.98 |
85.98 |
86.98 |
86.36 |
| S2 |
84.81 |
84.81 |
86.81 |
|
| S3 |
82.89 |
84.06 |
86.63 |
|
| S4 |
80.97 |
82.14 |
86.10 |
|
|
| 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 |
87.47 |
81.33 |
6.14 |
7.0% |
1.84 |
2.1% |
95% |
True |
False |
85,579 |
| 10 |
87.47 |
81.23 |
6.24 |
7.2% |
1.68 |
1.9% |
95% |
True |
False |
77,350 |
| 20 |
87.47 |
80.63 |
6.84 |
7.8% |
2.01 |
2.3% |
95% |
True |
False |
76,765 |
| 40 |
87.47 |
76.41 |
11.06 |
12.7% |
1.91 |
2.2% |
97% |
True |
False |
67,121 |
| 60 |
87.47 |
73.12 |
14.35 |
16.5% |
1.89 |
2.2% |
98% |
True |
False |
52,479 |
| 80 |
87.47 |
73.12 |
14.35 |
16.5% |
1.82 |
2.1% |
98% |
True |
False |
41,265 |
| 100 |
87.47 |
73.12 |
14.35 |
16.5% |
1.79 |
2.1% |
98% |
True |
False |
34,033 |
| 120 |
87.47 |
72.06 |
15.41 |
17.7% |
1.81 |
2.1% |
98% |
True |
False |
29,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.63 |
|
2.618 |
92.50 |
|
1.618 |
90.58 |
|
1.000 |
89.39 |
|
0.618 |
88.66 |
|
HIGH |
87.47 |
|
0.618 |
86.74 |
|
0.500 |
86.51 |
|
0.382 |
86.28 |
|
LOW |
85.55 |
|
0.618 |
84.36 |
|
1.000 |
83.63 |
|
1.618 |
82.44 |
|
2.618 |
80.52 |
|
4.250 |
77.39 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.94 |
86.61 |
| PP |
86.73 |
86.06 |
| S1 |
86.51 |
85.51 |
|