NYMEX Light Sweet Crude Oil Future February 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 |
87.85 |
88.32 |
0.47 |
0.5% |
83.05 |
| High |
88.50 |
88.57 |
0.07 |
0.1% |
88.50 |
| Low |
87.11 |
87.13 |
0.02 |
0.0% |
82.92 |
| Close |
87.97 |
88.22 |
0.25 |
0.3% |
87.97 |
| Range |
1.39 |
1.44 |
0.05 |
3.6% |
5.58 |
| ATR |
1.84 |
1.81 |
-0.03 |
-1.5% |
0.00 |
| Volume |
46,808 |
46,808 |
0 |
0.0% |
199,757 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.29 |
91.70 |
89.01 |
|
| R3 |
90.85 |
90.26 |
88.62 |
|
| R2 |
89.41 |
89.41 |
88.48 |
|
| R1 |
88.82 |
88.82 |
88.35 |
88.40 |
| PP |
87.97 |
87.97 |
87.97 |
87.76 |
| S1 |
87.38 |
87.38 |
88.09 |
86.96 |
| S2 |
86.53 |
86.53 |
87.96 |
|
| S3 |
85.09 |
85.94 |
87.82 |
|
| S4 |
83.65 |
84.50 |
87.43 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.20 |
101.17 |
91.04 |
|
| R3 |
97.62 |
95.59 |
89.50 |
|
| R2 |
92.04 |
92.04 |
88.99 |
|
| R1 |
90.01 |
90.01 |
88.48 |
91.03 |
| PP |
86.46 |
86.46 |
86.46 |
86.97 |
| S1 |
84.43 |
84.43 |
87.46 |
85.45 |
| S2 |
80.88 |
80.88 |
86.95 |
|
| S3 |
75.30 |
78.85 |
86.44 |
|
| S4 |
69.72 |
73.27 |
84.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.57 |
84.33 |
4.24 |
4.8% |
1.50 |
1.7% |
92% |
True |
False |
43,709 |
| 10 |
88.57 |
81.87 |
6.70 |
7.6% |
1.53 |
1.7% |
95% |
True |
False |
35,851 |
| 20 |
88.57 |
81.32 |
7.25 |
8.2% |
1.86 |
2.1% |
95% |
True |
False |
32,188 |
| 40 |
88.57 |
77.34 |
11.23 |
12.7% |
1.82 |
2.1% |
97% |
True |
False |
28,775 |
| 60 |
88.57 |
73.76 |
14.81 |
16.8% |
1.73 |
2.0% |
98% |
True |
False |
22,767 |
| 80 |
88.57 |
73.76 |
14.81 |
16.8% |
1.64 |
1.9% |
98% |
True |
False |
18,343 |
| 100 |
88.57 |
73.76 |
14.81 |
16.8% |
1.54 |
1.7% |
98% |
True |
False |
15,098 |
| 120 |
88.57 |
72.76 |
15.81 |
17.9% |
1.47 |
1.7% |
98% |
True |
False |
13,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.69 |
|
2.618 |
92.34 |
|
1.618 |
90.90 |
|
1.000 |
90.01 |
|
0.618 |
89.46 |
|
HIGH |
88.57 |
|
0.618 |
88.02 |
|
0.500 |
87.85 |
|
0.382 |
87.68 |
|
LOW |
87.13 |
|
0.618 |
86.24 |
|
1.000 |
85.69 |
|
1.618 |
84.80 |
|
2.618 |
83.36 |
|
4.250 |
81.01 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.10 |
87.94 |
| PP |
87.97 |
87.65 |
| S1 |
87.85 |
87.37 |
|