NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.20 |
77.91 |
1.71 |
2.2% |
74.82 |
| High |
78.13 |
80.18 |
2.05 |
2.6% |
76.77 |
| Low |
75.60 |
77.55 |
1.95 |
2.6% |
73.58 |
| Close |
77.86 |
79.97 |
2.11 |
2.7% |
76.49 |
| Range |
2.53 |
2.63 |
0.10 |
4.0% |
3.19 |
| ATR |
1.98 |
2.03 |
0.05 |
2.3% |
0.00 |
| Volume |
369,915 |
392,495 |
22,580 |
6.1% |
1,461,014 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.12 |
86.18 |
81.42 |
|
| R3 |
84.49 |
83.55 |
80.69 |
|
| R2 |
81.86 |
81.86 |
80.45 |
|
| R1 |
80.92 |
80.92 |
80.21 |
81.39 |
| PP |
79.23 |
79.23 |
79.23 |
79.47 |
| S1 |
78.29 |
78.29 |
79.73 |
78.76 |
| S2 |
76.60 |
76.60 |
79.49 |
|
| S3 |
73.97 |
75.66 |
79.25 |
|
| S4 |
71.34 |
73.03 |
78.52 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.18 |
84.03 |
78.24 |
|
| R3 |
81.99 |
80.84 |
77.37 |
|
| R2 |
78.80 |
78.80 |
77.07 |
|
| R1 |
77.65 |
77.65 |
76.78 |
78.23 |
| PP |
75.61 |
75.61 |
75.61 |
75.90 |
| S1 |
74.46 |
74.46 |
76.20 |
75.04 |
| S2 |
72.42 |
72.42 |
75.91 |
|
| S3 |
69.23 |
71.27 |
75.61 |
|
| S4 |
66.04 |
68.08 |
74.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.18 |
74.66 |
5.52 |
6.9% |
2.08 |
2.6% |
96% |
True |
False |
323,922 |
| 10 |
80.18 |
73.58 |
6.60 |
8.3% |
2.11 |
2.6% |
97% |
True |
False |
301,905 |
| 20 |
80.18 |
73.58 |
6.60 |
8.3% |
1.97 |
2.5% |
97% |
True |
False |
251,891 |
| 40 |
83.78 |
71.49 |
12.29 |
15.4% |
1.97 |
2.5% |
69% |
False |
False |
168,782 |
| 60 |
83.91 |
71.49 |
12.42 |
15.5% |
1.97 |
2.5% |
68% |
False |
False |
119,689 |
| 80 |
83.91 |
71.49 |
12.42 |
15.5% |
1.99 |
2.5% |
68% |
False |
False |
93,031 |
| 100 |
85.75 |
70.96 |
14.79 |
18.5% |
2.07 |
2.6% |
61% |
False |
False |
76,913 |
| 120 |
93.14 |
70.96 |
22.18 |
27.7% |
2.01 |
2.5% |
41% |
False |
False |
66,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.36 |
|
2.618 |
87.07 |
|
1.618 |
84.44 |
|
1.000 |
82.81 |
|
0.618 |
81.81 |
|
HIGH |
80.18 |
|
0.618 |
79.18 |
|
0.500 |
78.87 |
|
0.382 |
78.55 |
|
LOW |
77.55 |
|
0.618 |
75.92 |
|
1.000 |
74.92 |
|
1.618 |
73.29 |
|
2.618 |
70.66 |
|
4.250 |
66.37 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.60 |
79.27 |
| PP |
79.23 |
78.56 |
| S1 |
78.87 |
77.86 |
|