NYMEX Light Sweet Crude Oil Future February 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 |
84.38 |
85.57 |
1.19 |
1.4% |
83.47 |
| High |
85.58 |
86.50 |
0.92 |
1.1% |
84.51 |
| Low |
84.33 |
84.86 |
0.53 |
0.6% |
81.87 |
| Close |
85.09 |
85.89 |
0.80 |
0.9% |
82.73 |
| Range |
1.25 |
1.64 |
0.39 |
31.2% |
2.64 |
| ATR |
1.87 |
1.86 |
-0.02 |
-0.9% |
0.00 |
| Volume |
30,298 |
32,684 |
2,386 |
7.9% |
129,417 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.67 |
89.92 |
86.79 |
|
| R3 |
89.03 |
88.28 |
86.34 |
|
| R2 |
87.39 |
87.39 |
86.19 |
|
| R1 |
86.64 |
86.64 |
86.04 |
87.02 |
| PP |
85.75 |
85.75 |
85.75 |
85.94 |
| S1 |
85.00 |
85.00 |
85.74 |
85.38 |
| S2 |
84.11 |
84.11 |
85.59 |
|
| S3 |
82.47 |
83.36 |
85.44 |
|
| S4 |
80.83 |
81.72 |
84.99 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.96 |
89.48 |
84.18 |
|
| R3 |
88.32 |
86.84 |
83.46 |
|
| R2 |
85.68 |
85.68 |
83.21 |
|
| R1 |
84.20 |
84.20 |
82.97 |
83.62 |
| PP |
83.04 |
83.04 |
83.04 |
82.75 |
| S1 |
81.56 |
81.56 |
82.49 |
80.98 |
| S2 |
80.40 |
80.40 |
82.25 |
|
| S3 |
77.76 |
78.92 |
82.00 |
|
| S4 |
75.12 |
76.28 |
81.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.50 |
81.97 |
4.53 |
5.3% |
1.54 |
1.8% |
87% |
True |
False |
31,439 |
| 10 |
86.50 |
81.53 |
4.97 |
5.8% |
1.64 |
1.9% |
88% |
True |
False |
29,637 |
| 20 |
86.50 |
81.32 |
5.18 |
6.0% |
1.99 |
2.3% |
88% |
True |
False |
29,278 |
| 40 |
86.50 |
77.34 |
9.16 |
10.7% |
1.81 |
2.1% |
93% |
True |
False |
26,162 |
| 60 |
86.50 |
73.76 |
12.74 |
14.8% |
1.75 |
2.0% |
95% |
True |
False |
20,476 |
| 80 |
86.50 |
73.76 |
12.74 |
14.8% |
1.63 |
1.9% |
95% |
True |
False |
16,467 |
| 100 |
86.50 |
73.76 |
12.74 |
14.8% |
1.51 |
1.8% |
95% |
True |
False |
13,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.47 |
|
2.618 |
90.79 |
|
1.618 |
89.15 |
|
1.000 |
88.14 |
|
0.618 |
87.51 |
|
HIGH |
86.50 |
|
0.618 |
85.87 |
|
0.500 |
85.68 |
|
0.382 |
85.49 |
|
LOW |
84.86 |
|
0.618 |
83.85 |
|
1.000 |
83.22 |
|
1.618 |
82.21 |
|
2.618 |
80.57 |
|
4.250 |
77.89 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.82 |
85.50 |
| PP |
85.75 |
85.10 |
| S1 |
85.68 |
84.71 |
|