NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
85.55 |
87.44 |
1.89 |
2.2% |
82.31 |
| High |
87.47 |
88.04 |
0.57 |
0.7% |
88.04 |
| Low |
85.55 |
86.60 |
1.05 |
1.2% |
82.14 |
| Close |
87.16 |
87.48 |
0.32 |
0.4% |
87.48 |
| Range |
1.92 |
1.44 |
-0.48 |
-25.0% |
5.90 |
| ATR |
1.95 |
1.91 |
-0.04 |
-1.9% |
0.00 |
| Volume |
110,498 |
100,705 |
-9,793 |
-8.9% |
458,377 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.69 |
91.03 |
88.27 |
|
| R3 |
90.25 |
89.59 |
87.88 |
|
| R2 |
88.81 |
88.81 |
87.74 |
|
| R1 |
88.15 |
88.15 |
87.61 |
88.48 |
| PP |
87.37 |
87.37 |
87.37 |
87.54 |
| S1 |
86.71 |
86.71 |
87.35 |
87.04 |
| S2 |
85.93 |
85.93 |
87.22 |
|
| S3 |
84.49 |
85.27 |
87.08 |
|
| S4 |
83.05 |
83.83 |
86.69 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.59 |
101.43 |
90.73 |
|
| R3 |
97.69 |
95.53 |
89.10 |
|
| R2 |
91.79 |
91.79 |
88.56 |
|
| R1 |
89.63 |
89.63 |
88.02 |
90.71 |
| PP |
85.89 |
85.89 |
85.89 |
86.43 |
| S1 |
83.73 |
83.73 |
86.94 |
84.81 |
| S2 |
79.99 |
79.99 |
86.40 |
|
| S3 |
74.09 |
77.83 |
85.86 |
|
| S4 |
68.19 |
71.93 |
84.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.04 |
82.14 |
5.90 |
6.7% |
1.82 |
2.1% |
91% |
True |
False |
91,675 |
| 10 |
88.04 |
81.25 |
6.79 |
7.8% |
1.66 |
1.9% |
92% |
True |
False |
78,771 |
| 20 |
88.04 |
80.63 |
7.41 |
8.5% |
1.95 |
2.2% |
92% |
True |
False |
76,660 |
| 40 |
88.04 |
76.41 |
11.63 |
13.3% |
1.90 |
2.2% |
95% |
True |
False |
68,851 |
| 60 |
88.04 |
73.12 |
14.92 |
17.1% |
1.87 |
2.1% |
96% |
True |
False |
53,922 |
| 80 |
88.04 |
73.12 |
14.92 |
17.1% |
1.81 |
2.1% |
96% |
True |
False |
42,455 |
| 100 |
88.04 |
73.12 |
14.92 |
17.1% |
1.79 |
2.0% |
96% |
True |
False |
35,017 |
| 120 |
88.04 |
72.06 |
15.98 |
18.3% |
1.80 |
2.1% |
96% |
True |
False |
30,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.16 |
|
2.618 |
91.81 |
|
1.618 |
90.37 |
|
1.000 |
89.48 |
|
0.618 |
88.93 |
|
HIGH |
88.04 |
|
0.618 |
87.49 |
|
0.500 |
87.32 |
|
0.382 |
87.15 |
|
LOW |
86.60 |
|
0.618 |
85.71 |
|
1.000 |
85.16 |
|
1.618 |
84.27 |
|
2.618 |
82.83 |
|
4.250 |
80.48 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.43 |
87.04 |
| PP |
87.37 |
86.60 |
| S1 |
87.32 |
86.16 |
|