NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
84.32 |
85.57 |
1.25 |
1.5% |
85.56 |
| High |
86.21 |
86.60 |
0.39 |
0.5% |
85.62 |
| Low |
84.32 |
85.54 |
1.22 |
1.4% |
83.37 |
| Close |
85.45 |
86.23 |
0.78 |
0.9% |
83.99 |
| Range |
1.89 |
1.06 |
-0.83 |
-43.9% |
2.25 |
| ATR |
1.42 |
1.40 |
-0.02 |
-1.4% |
0.00 |
| Volume |
5,361 |
10,892 |
5,531 |
103.2% |
28,181 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.30 |
88.83 |
86.81 |
|
| R3 |
88.24 |
87.77 |
86.52 |
|
| R2 |
87.18 |
87.18 |
86.42 |
|
| R1 |
86.71 |
86.71 |
86.33 |
86.95 |
| PP |
86.12 |
86.12 |
86.12 |
86.24 |
| S1 |
85.65 |
85.65 |
86.13 |
85.89 |
| S2 |
85.06 |
85.06 |
86.04 |
|
| S3 |
84.00 |
84.59 |
85.94 |
|
| S4 |
82.94 |
83.53 |
85.65 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.08 |
89.78 |
85.23 |
|
| R3 |
88.83 |
87.53 |
84.61 |
|
| R2 |
86.58 |
86.58 |
84.40 |
|
| R1 |
85.28 |
85.28 |
84.20 |
84.81 |
| PP |
84.33 |
84.33 |
84.33 |
84.09 |
| S1 |
83.03 |
83.03 |
83.78 |
82.56 |
| S2 |
82.08 |
82.08 |
83.58 |
|
| S3 |
79.83 |
80.78 |
83.37 |
|
| S4 |
77.58 |
78.53 |
82.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.60 |
83.37 |
3.23 |
3.7% |
1.10 |
1.3% |
89% |
True |
False |
6,487 |
| 10 |
86.60 |
83.04 |
3.56 |
4.1% |
1.23 |
1.4% |
90% |
True |
False |
6,558 |
| 20 |
87.37 |
82.75 |
4.62 |
5.4% |
1.37 |
1.6% |
75% |
False |
False |
6,239 |
| 40 |
87.37 |
79.39 |
7.98 |
9.3% |
1.06 |
1.2% |
86% |
False |
False |
6,030 |
| 60 |
87.37 |
75.91 |
11.46 |
13.3% |
1.00 |
1.2% |
90% |
False |
False |
5,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.11 |
|
2.618 |
89.38 |
|
1.618 |
88.32 |
|
1.000 |
87.66 |
|
0.618 |
87.26 |
|
HIGH |
86.60 |
|
0.618 |
86.20 |
|
0.500 |
86.07 |
|
0.382 |
85.94 |
|
LOW |
85.54 |
|
0.618 |
84.88 |
|
1.000 |
84.48 |
|
1.618 |
83.82 |
|
2.618 |
82.76 |
|
4.250 |
81.04 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.18 |
85.82 |
| PP |
86.12 |
85.40 |
| S1 |
86.07 |
84.99 |
|