NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
88.04 |
87.39 |
-0.65 |
-0.7% |
82.31 |
| High |
88.13 |
88.25 |
0.12 |
0.1% |
88.04 |
| Low |
86.60 |
86.10 |
-0.50 |
-0.6% |
82.14 |
| Close |
87.71 |
87.35 |
-0.36 |
-0.4% |
87.48 |
| Range |
1.53 |
2.15 |
0.62 |
40.5% |
5.90 |
| ATR |
1.88 |
1.90 |
0.02 |
1.0% |
0.00 |
| Volume |
100,705 |
114,648 |
13,943 |
13.8% |
458,377 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.68 |
92.67 |
88.53 |
|
| R3 |
91.53 |
90.52 |
87.94 |
|
| R2 |
89.38 |
89.38 |
87.74 |
|
| R1 |
88.37 |
88.37 |
87.55 |
87.80 |
| PP |
87.23 |
87.23 |
87.23 |
86.95 |
| S1 |
86.22 |
86.22 |
87.15 |
85.65 |
| S2 |
85.08 |
85.08 |
86.96 |
|
| S3 |
82.93 |
84.07 |
86.76 |
|
| S4 |
80.78 |
81.92 |
86.17 |
|
|
| 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 |
88.25 |
84.27 |
3.98 |
4.6% |
1.75 |
2.0% |
77% |
True |
False |
99,939 |
| 10 |
88.25 |
81.25 |
7.00 |
8.0% |
1.75 |
2.0% |
87% |
True |
False |
88,941 |
| 20 |
88.25 |
80.63 |
7.62 |
8.7% |
1.99 |
2.3% |
88% |
True |
False |
79,491 |
| 40 |
88.25 |
76.41 |
11.84 |
13.6% |
1.93 |
2.2% |
92% |
True |
False |
71,379 |
| 60 |
88.25 |
73.12 |
15.13 |
17.3% |
1.89 |
2.2% |
94% |
True |
False |
57,080 |
| 80 |
88.25 |
73.12 |
15.13 |
17.3% |
1.82 |
2.1% |
94% |
True |
False |
45,052 |
| 100 |
88.25 |
73.12 |
15.13 |
17.3% |
1.81 |
2.1% |
94% |
True |
False |
37,025 |
| 120 |
88.25 |
72.06 |
16.19 |
18.5% |
1.79 |
2.0% |
94% |
True |
False |
31,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.39 |
|
2.618 |
93.88 |
|
1.618 |
91.73 |
|
1.000 |
90.40 |
|
0.618 |
89.58 |
|
HIGH |
88.25 |
|
0.618 |
87.43 |
|
0.500 |
87.18 |
|
0.382 |
86.92 |
|
LOW |
86.10 |
|
0.618 |
84.77 |
|
1.000 |
83.95 |
|
1.618 |
82.62 |
|
2.618 |
80.47 |
|
4.250 |
76.96 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.29 |
87.29 |
| PP |
87.23 |
87.23 |
| S1 |
87.18 |
87.18 |
|