NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
87.44 |
88.04 |
0.60 |
0.7% |
82.31 |
| High |
88.04 |
88.13 |
0.09 |
0.1% |
88.04 |
| Low |
86.60 |
86.60 |
0.00 |
0.0% |
82.14 |
| Close |
87.48 |
87.71 |
0.23 |
0.3% |
87.48 |
| Range |
1.44 |
1.53 |
0.09 |
6.3% |
5.90 |
| ATR |
1.91 |
1.88 |
-0.03 |
-1.4% |
0.00 |
| Volume |
100,705 |
100,705 |
0 |
0.0% |
458,377 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.07 |
91.42 |
88.55 |
|
| R3 |
90.54 |
89.89 |
88.13 |
|
| R2 |
89.01 |
89.01 |
87.99 |
|
| R1 |
88.36 |
88.36 |
87.85 |
87.92 |
| PP |
87.48 |
87.48 |
87.48 |
87.26 |
| S1 |
86.83 |
86.83 |
87.57 |
86.39 |
| S2 |
85.95 |
85.95 |
87.43 |
|
| S3 |
84.42 |
85.30 |
87.29 |
|
| S4 |
82.89 |
83.77 |
86.87 |
|
|
| 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 |
88.13 |
83.54 |
4.59 |
5.2% |
1.64 |
1.9% |
91% |
True |
False |
96,063 |
| 10 |
88.13 |
81.25 |
6.88 |
7.8% |
1.64 |
1.9% |
94% |
True |
False |
83,960 |
| 20 |
88.13 |
80.63 |
7.50 |
8.6% |
1.95 |
2.2% |
94% |
True |
False |
76,923 |
| 40 |
88.13 |
76.41 |
11.72 |
13.4% |
1.91 |
2.2% |
96% |
True |
False |
69,768 |
| 60 |
88.13 |
73.12 |
15.01 |
17.1% |
1.87 |
2.1% |
97% |
True |
False |
55,278 |
| 80 |
88.13 |
73.12 |
15.01 |
17.1% |
1.82 |
2.1% |
97% |
True |
False |
43,673 |
| 100 |
88.13 |
73.12 |
15.01 |
17.1% |
1.80 |
2.0% |
97% |
True |
False |
35,974 |
| 120 |
88.13 |
72.06 |
16.07 |
18.3% |
1.80 |
2.1% |
97% |
True |
False |
30,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.63 |
|
2.618 |
92.14 |
|
1.618 |
90.61 |
|
1.000 |
89.66 |
|
0.618 |
89.08 |
|
HIGH |
88.13 |
|
0.618 |
87.55 |
|
0.500 |
87.37 |
|
0.382 |
87.18 |
|
LOW |
86.60 |
|
0.618 |
85.65 |
|
1.000 |
85.07 |
|
1.618 |
84.12 |
|
2.618 |
82.59 |
|
4.250 |
80.10 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.60 |
87.42 |
| PP |
87.48 |
87.13 |
| S1 |
87.37 |
86.84 |
|