NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.24 |
83.65 |
1.41 |
1.7% |
82.60 |
| High |
83.76 |
84.20 |
0.44 |
0.5% |
85.08 |
| Low |
80.98 |
82.65 |
1.67 |
2.1% |
80.98 |
| Close |
83.35 |
83.01 |
-0.34 |
-0.4% |
83.35 |
| Range |
2.78 |
1.55 |
-1.23 |
-44.2% |
4.10 |
| ATR |
2.05 |
2.01 |
-0.04 |
-1.7% |
0.00 |
| Volume |
256,527 |
224,162 |
-32,365 |
-12.6% |
1,063,404 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.94 |
87.02 |
83.86 |
|
| R3 |
86.39 |
85.47 |
83.44 |
|
| R2 |
84.84 |
84.84 |
83.29 |
|
| R1 |
83.92 |
83.92 |
83.15 |
83.61 |
| PP |
83.29 |
83.29 |
83.29 |
83.13 |
| S1 |
82.37 |
82.37 |
82.87 |
82.06 |
| S2 |
81.74 |
81.74 |
82.73 |
|
| S3 |
80.19 |
80.82 |
82.58 |
|
| S4 |
78.64 |
79.27 |
82.16 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.44 |
93.49 |
85.61 |
|
| R3 |
91.34 |
89.39 |
84.48 |
|
| R2 |
87.24 |
87.24 |
84.10 |
|
| R1 |
85.29 |
85.29 |
83.73 |
86.27 |
| PP |
83.14 |
83.14 |
83.14 |
83.62 |
| S1 |
81.19 |
81.19 |
82.97 |
82.17 |
| S2 |
79.04 |
79.04 |
82.60 |
|
| S3 |
74.94 |
77.09 |
82.22 |
|
| S4 |
70.84 |
72.99 |
81.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.08 |
80.98 |
4.10 |
4.9% |
2.25 |
2.7% |
50% |
False |
False |
214,035 |
| 10 |
85.08 |
76.61 |
8.47 |
10.2% |
2.10 |
2.5% |
76% |
False |
False |
195,422 |
| 20 |
85.08 |
75.10 |
9.98 |
12.0% |
1.96 |
2.4% |
79% |
False |
False |
169,771 |
| 40 |
85.08 |
72.35 |
12.73 |
15.3% |
1.93 |
2.3% |
84% |
False |
False |
134,630 |
| 60 |
85.08 |
72.35 |
12.73 |
15.3% |
1.95 |
2.4% |
84% |
False |
False |
107,875 |
| 80 |
85.08 |
72.35 |
12.73 |
15.3% |
2.01 |
2.4% |
84% |
False |
False |
90,631 |
| 100 |
85.08 |
71.50 |
13.58 |
16.4% |
2.10 |
2.5% |
85% |
False |
False |
82,977 |
| 120 |
93.55 |
71.50 |
22.05 |
26.6% |
2.17 |
2.6% |
52% |
False |
False |
78,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.79 |
|
2.618 |
88.26 |
|
1.618 |
86.71 |
|
1.000 |
85.75 |
|
0.618 |
85.16 |
|
HIGH |
84.20 |
|
0.618 |
83.61 |
|
0.500 |
83.43 |
|
0.382 |
83.24 |
|
LOW |
82.65 |
|
0.618 |
81.69 |
|
1.000 |
81.10 |
|
1.618 |
80.14 |
|
2.618 |
78.59 |
|
4.250 |
76.06 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.43 |
83.03 |
| PP |
83.29 |
83.02 |
| S1 |
83.15 |
83.02 |
|