NYMEX Light Sweet Crude Oil Future March 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 |
86.00 |
86.63 |
0.63 |
0.7% |
83.90 |
| High |
86.96 |
88.38 |
1.42 |
1.6% |
84.96 |
| Low |
85.36 |
86.60 |
1.24 |
1.5% |
82.39 |
| Close |
86.37 |
88.10 |
1.73 |
2.0% |
83.21 |
| Range |
1.60 |
1.78 |
0.18 |
11.3% |
2.57 |
| ATR |
1.79 |
1.80 |
0.02 |
0.9% |
0.00 |
| Volume |
18,742 |
40,368 |
21,626 |
115.4% |
89,398 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.03 |
92.35 |
89.08 |
|
| R3 |
91.25 |
90.57 |
88.59 |
|
| R2 |
89.47 |
89.47 |
88.43 |
|
| R1 |
88.79 |
88.79 |
88.26 |
89.13 |
| PP |
87.69 |
87.69 |
87.69 |
87.87 |
| S1 |
87.01 |
87.01 |
87.94 |
87.35 |
| S2 |
85.91 |
85.91 |
87.77 |
|
| S3 |
84.13 |
85.23 |
87.61 |
|
| S4 |
82.35 |
83.45 |
87.12 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.23 |
89.79 |
84.62 |
|
| R3 |
88.66 |
87.22 |
83.92 |
|
| R2 |
86.09 |
86.09 |
83.68 |
|
| R1 |
84.65 |
84.65 |
83.45 |
84.09 |
| PP |
83.52 |
83.52 |
83.52 |
83.24 |
| S1 |
82.08 |
82.08 |
82.97 |
81.52 |
| S2 |
80.95 |
80.95 |
82.74 |
|
| S3 |
78.38 |
79.51 |
82.50 |
|
| S4 |
75.81 |
76.94 |
81.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.38 |
82.50 |
5.88 |
6.7% |
1.63 |
1.9% |
95% |
True |
False |
23,315 |
| 10 |
88.38 |
82.38 |
6.00 |
6.8% |
1.53 |
1.7% |
95% |
True |
False |
21,414 |
| 20 |
88.38 |
81.91 |
6.47 |
7.3% |
1.84 |
2.1% |
96% |
True |
False |
21,094 |
| 40 |
88.38 |
78.05 |
10.33 |
11.7% |
1.73 |
2.0% |
97% |
True |
False |
20,180 |
| 60 |
88.38 |
74.29 |
14.09 |
16.0% |
1.69 |
1.9% |
98% |
True |
False |
16,290 |
| 80 |
88.38 |
74.29 |
14.09 |
16.0% |
1.62 |
1.8% |
98% |
True |
False |
13,158 |
| 100 |
88.38 |
74.29 |
14.09 |
16.0% |
1.56 |
1.8% |
98% |
True |
False |
11,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.95 |
|
2.618 |
93.04 |
|
1.618 |
91.26 |
|
1.000 |
90.16 |
|
0.618 |
89.48 |
|
HIGH |
88.38 |
|
0.618 |
87.70 |
|
0.500 |
87.49 |
|
0.382 |
87.28 |
|
LOW |
86.60 |
|
0.618 |
85.50 |
|
1.000 |
84.82 |
|
1.618 |
83.72 |
|
2.618 |
81.94 |
|
4.250 |
79.04 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.90 |
87.60 |
| PP |
87.69 |
87.09 |
| S1 |
87.49 |
86.59 |
|