NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
85.46 |
84.68 |
-0.78 |
-0.9% |
85.64 |
| High |
85.55 |
84.68 |
-0.87 |
-1.0% |
85.77 |
| Low |
85.34 |
84.54 |
-0.80 |
-0.9% |
84.17 |
| Close |
85.54 |
84.61 |
-0.93 |
-1.1% |
84.61 |
| Range |
0.21 |
0.14 |
-0.07 |
-33.3% |
1.60 |
| ATR |
|
|
|
|
|
| Volume |
1,670 |
3,460 |
1,790 |
107.2% |
12,484 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.03 |
84.96 |
84.69 |
|
| R3 |
84.89 |
84.82 |
84.65 |
|
| R2 |
84.75 |
84.75 |
84.64 |
|
| R1 |
84.68 |
84.68 |
84.62 |
84.65 |
| PP |
84.61 |
84.61 |
84.61 |
84.59 |
| S1 |
84.54 |
84.54 |
84.60 |
84.51 |
| S2 |
84.47 |
84.47 |
84.58 |
|
| S3 |
84.33 |
84.40 |
84.57 |
|
| S4 |
84.19 |
84.26 |
84.53 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.65 |
88.73 |
85.49 |
|
| R3 |
88.05 |
87.13 |
85.05 |
|
| R2 |
86.45 |
86.45 |
84.90 |
|
| R1 |
85.53 |
85.53 |
84.76 |
85.19 |
| PP |
84.85 |
84.85 |
84.85 |
84.68 |
| S1 |
83.93 |
83.93 |
84.46 |
83.59 |
| S2 |
83.25 |
83.25 |
84.32 |
|
| S3 |
81.65 |
82.33 |
84.17 |
|
| S4 |
80.05 |
80.73 |
83.73 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.28 |
|
2.618 |
85.05 |
|
1.618 |
84.91 |
|
1.000 |
84.82 |
|
0.618 |
84.77 |
|
HIGH |
84.68 |
|
0.618 |
84.63 |
|
0.500 |
84.61 |
|
0.382 |
84.59 |
|
LOW |
84.54 |
|
0.618 |
84.45 |
|
1.000 |
84.40 |
|
1.618 |
84.31 |
|
2.618 |
84.17 |
|
4.250 |
83.95 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.61 |
84.86 |
| PP |
84.61 |
84.78 |
| S1 |
84.61 |
84.69 |
|