NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.64 |
75.76 |
-0.88 |
-1.1% |
74.30 |
| High |
76.65 |
75.99 |
-0.66 |
-0.9% |
76.73 |
| Low |
74.66 |
74.11 |
-0.55 |
-0.7% |
72.63 |
| Close |
76.02 |
74.57 |
-1.45 |
-1.9% |
76.45 |
| Range |
1.99 |
1.88 |
-0.11 |
-5.5% |
4.10 |
| ATR |
2.10 |
2.09 |
-0.01 |
-0.7% |
0.00 |
| Volume |
327,240 |
258,378 |
-68,862 |
-21.0% |
1,434,780 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.53 |
79.43 |
75.60 |
|
| R3 |
78.65 |
77.55 |
75.09 |
|
| R2 |
76.77 |
76.77 |
74.91 |
|
| R1 |
75.67 |
75.67 |
74.74 |
75.28 |
| PP |
74.89 |
74.89 |
74.89 |
74.70 |
| S1 |
73.79 |
73.79 |
74.40 |
73.40 |
| S2 |
73.01 |
73.01 |
74.23 |
|
| S3 |
71.13 |
71.91 |
74.05 |
|
| S4 |
69.25 |
70.03 |
73.54 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.57 |
86.11 |
78.71 |
|
| R3 |
83.47 |
82.01 |
77.58 |
|
| R2 |
79.37 |
79.37 |
77.20 |
|
| R1 |
77.91 |
77.91 |
76.83 |
78.64 |
| PP |
75.27 |
75.27 |
75.27 |
75.64 |
| S1 |
73.81 |
73.81 |
76.07 |
74.54 |
| S2 |
71.17 |
71.17 |
75.70 |
|
| S3 |
67.07 |
69.71 |
75.32 |
|
| S4 |
62.97 |
65.61 |
74.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.04 |
74.11 |
3.93 |
5.3% |
1.94 |
2.6% |
12% |
False |
True |
334,304 |
| 10 |
78.04 |
72.63 |
5.41 |
7.3% |
2.01 |
2.7% |
36% |
False |
False |
339,217 |
| 20 |
78.04 |
70.76 |
7.28 |
9.8% |
2.10 |
2.8% |
52% |
False |
False |
332,574 |
| 40 |
83.40 |
70.76 |
12.64 |
17.0% |
2.04 |
2.7% |
30% |
False |
False |
219,876 |
| 60 |
83.40 |
70.76 |
12.64 |
17.0% |
2.10 |
2.8% |
30% |
False |
False |
157,632 |
| 80 |
83.40 |
70.35 |
13.05 |
17.5% |
2.15 |
2.9% |
32% |
False |
False |
123,399 |
| 100 |
92.75 |
70.35 |
22.40 |
30.0% |
2.22 |
3.0% |
19% |
False |
False |
102,385 |
| 120 |
92.75 |
70.35 |
22.40 |
30.0% |
2.08 |
2.8% |
19% |
False |
False |
87,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.98 |
|
2.618 |
80.91 |
|
1.618 |
79.03 |
|
1.000 |
77.87 |
|
0.618 |
77.15 |
|
HIGH |
75.99 |
|
0.618 |
75.27 |
|
0.500 |
75.05 |
|
0.382 |
74.83 |
|
LOW |
74.11 |
|
0.618 |
72.95 |
|
1.000 |
72.23 |
|
1.618 |
71.07 |
|
2.618 |
69.19 |
|
4.250 |
66.12 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.05 |
76.05 |
| PP |
74.89 |
75.56 |
| S1 |
74.73 |
75.06 |
|