NYMEX Light Sweet Crude Oil Future February 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 |
85.57 |
86.23 |
0.66 |
0.8% |
83.47 |
| High |
86.50 |
87.96 |
1.46 |
1.7% |
84.51 |
| Low |
84.86 |
86.16 |
1.30 |
1.5% |
81.87 |
| Close |
85.89 |
87.66 |
1.77 |
2.1% |
82.73 |
| Range |
1.64 |
1.80 |
0.16 |
9.8% |
2.64 |
| ATR |
1.86 |
1.87 |
0.02 |
0.8% |
0.00 |
| Volume |
32,684 |
61,950 |
29,266 |
89.5% |
129,417 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.66 |
91.96 |
88.65 |
|
| R3 |
90.86 |
90.16 |
88.16 |
|
| R2 |
89.06 |
89.06 |
87.99 |
|
| R1 |
88.36 |
88.36 |
87.83 |
88.71 |
| PP |
87.26 |
87.26 |
87.26 |
87.44 |
| S1 |
86.56 |
86.56 |
87.50 |
86.91 |
| S2 |
85.46 |
85.46 |
87.33 |
|
| S3 |
83.66 |
84.76 |
87.17 |
|
| S4 |
81.86 |
82.96 |
86.67 |
|
|
| 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 |
87.96 |
81.97 |
5.99 |
6.8% |
1.68 |
1.9% |
95% |
True |
False |
36,020 |
| 10 |
87.96 |
81.86 |
6.10 |
7.0% |
1.58 |
1.8% |
95% |
True |
False |
31,510 |
| 20 |
87.96 |
81.32 |
6.64 |
7.6% |
1.92 |
2.2% |
95% |
True |
False |
30,880 |
| 40 |
87.96 |
77.34 |
10.62 |
12.1% |
1.81 |
2.1% |
97% |
True |
False |
27,274 |
| 60 |
87.96 |
73.76 |
14.20 |
16.2% |
1.75 |
2.0% |
98% |
True |
False |
21,423 |
| 80 |
87.96 |
73.76 |
14.20 |
16.2% |
1.64 |
1.9% |
98% |
True |
False |
17,220 |
| 100 |
87.96 |
73.76 |
14.20 |
16.2% |
1.52 |
1.7% |
98% |
True |
False |
14,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.61 |
|
2.618 |
92.67 |
|
1.618 |
90.87 |
|
1.000 |
89.76 |
|
0.618 |
89.07 |
|
HIGH |
87.96 |
|
0.618 |
87.27 |
|
0.500 |
87.06 |
|
0.382 |
86.85 |
|
LOW |
86.16 |
|
0.618 |
85.05 |
|
1.000 |
84.36 |
|
1.618 |
83.25 |
|
2.618 |
81.45 |
|
4.250 |
78.51 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.46 |
87.16 |
| PP |
87.26 |
86.65 |
| S1 |
87.06 |
86.15 |
|