NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
81.94 |
81.72 |
-0.22 |
-0.3% |
81.68 |
High |
82.33 |
83.45 |
1.12 |
1.4% |
84.43 |
Low |
80.88 |
81.68 |
0.80 |
1.0% |
80.30 |
Close |
81.67 |
83.01 |
1.34 |
1.6% |
82.66 |
Range |
1.45 |
1.77 |
0.32 |
22.1% |
4.13 |
ATR |
2.05 |
2.03 |
-0.02 |
-0.9% |
0.00 |
Volume |
296,430 |
278,534 |
-17,896 |
-6.0% |
1,731,867 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.02 |
87.29 |
83.98 |
|
R3 |
86.25 |
85.52 |
83.50 |
|
R2 |
84.48 |
84.48 |
83.33 |
|
R1 |
83.75 |
83.75 |
83.17 |
84.12 |
PP |
82.71 |
82.71 |
82.71 |
82.90 |
S1 |
81.98 |
81.98 |
82.85 |
82.35 |
S2 |
80.94 |
80.94 |
82.69 |
|
S3 |
79.17 |
80.21 |
82.52 |
|
S4 |
77.40 |
78.44 |
82.04 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.85 |
92.89 |
84.93 |
|
R3 |
90.72 |
88.76 |
83.80 |
|
R2 |
86.59 |
86.59 |
83.42 |
|
R1 |
84.63 |
84.63 |
83.04 |
85.61 |
PP |
82.46 |
82.46 |
82.46 |
82.96 |
S1 |
80.50 |
80.50 |
82.28 |
81.48 |
S2 |
78.33 |
78.33 |
81.90 |
|
S3 |
74.20 |
76.37 |
81.52 |
|
S4 |
70.07 |
72.24 |
80.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.43 |
80.30 |
4.13 |
5.0% |
2.23 |
2.7% |
66% |
False |
False |
313,358 |
10 |
84.43 |
77.55 |
6.88 |
8.3% |
2.11 |
2.5% |
79% |
False |
False |
323,776 |
20 |
84.43 |
73.58 |
10.85 |
13.1% |
2.07 |
2.5% |
87% |
False |
False |
304,779 |
40 |
84.43 |
71.49 |
12.94 |
15.6% |
2.01 |
2.4% |
89% |
False |
False |
227,290 |
60 |
84.43 |
71.49 |
12.94 |
15.6% |
1.99 |
2.4% |
89% |
False |
False |
164,928 |
80 |
84.43 |
71.49 |
12.94 |
15.6% |
2.01 |
2.4% |
89% |
False |
False |
127,118 |
100 |
84.43 |
70.96 |
13.47 |
16.2% |
2.04 |
2.5% |
89% |
False |
False |
104,208 |
120 |
93.14 |
70.96 |
22.18 |
26.7% |
2.07 |
2.5% |
54% |
False |
False |
89,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.97 |
2.618 |
88.08 |
1.618 |
86.31 |
1.000 |
85.22 |
0.618 |
84.54 |
HIGH |
83.45 |
0.618 |
82.77 |
0.500 |
82.57 |
0.382 |
82.36 |
LOW |
81.68 |
0.618 |
80.59 |
1.000 |
79.91 |
1.618 |
78.82 |
2.618 |
77.05 |
4.250 |
74.16 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
82.86 |
82.74 |
PP |
82.71 |
82.46 |
S1 |
82.57 |
82.19 |
|