NYMEX Light Sweet Crude Oil Future February 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 |
88.32 |
87.87 |
-0.45 |
-0.5% |
83.05 |
| High |
88.57 |
88.75 |
0.18 |
0.2% |
88.50 |
| Low |
87.13 |
86.60 |
-0.53 |
-0.6% |
82.92 |
| Close |
88.22 |
87.85 |
-0.37 |
-0.4% |
87.97 |
| Range |
1.44 |
2.15 |
0.71 |
49.3% |
5.58 |
| ATR |
1.81 |
1.83 |
0.02 |
1.3% |
0.00 |
| Volume |
46,808 |
31,181 |
-15,627 |
-33.4% |
199,757 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.18 |
93.17 |
89.03 |
|
| R3 |
92.03 |
91.02 |
88.44 |
|
| R2 |
89.88 |
89.88 |
88.24 |
|
| R1 |
88.87 |
88.87 |
88.05 |
88.30 |
| PP |
87.73 |
87.73 |
87.73 |
87.45 |
| S1 |
86.72 |
86.72 |
87.65 |
86.15 |
| S2 |
85.58 |
85.58 |
87.46 |
|
| S3 |
83.43 |
84.57 |
87.26 |
|
| S4 |
81.28 |
82.42 |
86.67 |
|
|
| 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 |
88.75 |
84.86 |
3.89 |
4.4% |
1.68 |
1.9% |
77% |
True |
False |
43,886 |
| 10 |
88.75 |
81.87 |
6.88 |
7.8% |
1.65 |
1.9% |
87% |
True |
False |
36,539 |
| 20 |
88.75 |
81.32 |
7.43 |
8.5% |
1.90 |
2.2% |
88% |
True |
False |
32,585 |
| 40 |
88.75 |
77.34 |
11.41 |
13.0% |
1.84 |
2.1% |
92% |
True |
False |
29,008 |
| 60 |
88.75 |
73.76 |
14.99 |
17.1% |
1.75 |
2.0% |
94% |
True |
False |
23,240 |
| 80 |
88.75 |
73.76 |
14.99 |
17.1% |
1.66 |
1.9% |
94% |
True |
False |
18,709 |
| 100 |
88.75 |
73.76 |
14.99 |
17.1% |
1.55 |
1.8% |
94% |
True |
False |
15,370 |
| 120 |
88.75 |
72.76 |
15.99 |
18.2% |
1.47 |
1.7% |
94% |
True |
False |
13,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.89 |
|
2.618 |
94.38 |
|
1.618 |
92.23 |
|
1.000 |
90.90 |
|
0.618 |
90.08 |
|
HIGH |
88.75 |
|
0.618 |
87.93 |
|
0.500 |
87.68 |
|
0.382 |
87.42 |
|
LOW |
86.60 |
|
0.618 |
85.27 |
|
1.000 |
84.45 |
|
1.618 |
83.12 |
|
2.618 |
80.97 |
|
4.250 |
77.46 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.79 |
87.79 |
| PP |
87.73 |
87.73 |
| S1 |
87.68 |
87.68 |
|