NYMEX Light Sweet Crude Oil Future December 2010
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
80.73 |
82.01 |
1.28 |
1.6% |
82.20 |
High |
82.07 |
83.28 |
1.21 |
1.5% |
83.95 |
Low |
80.41 |
81.45 |
1.04 |
1.3% |
79.84 |
Close |
81.69 |
82.52 |
0.83 |
1.0% |
81.69 |
Range |
1.66 |
1.83 |
0.17 |
10.2% |
4.11 |
ATR |
2.22 |
2.19 |
-0.03 |
-1.3% |
0.00 |
Volume |
226,520 |
310,801 |
84,281 |
37.2% |
1,653,049 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.91 |
87.04 |
83.53 |
|
R3 |
86.08 |
85.21 |
83.02 |
|
R2 |
84.25 |
84.25 |
82.86 |
|
R1 |
83.38 |
83.38 |
82.69 |
83.82 |
PP |
82.42 |
82.42 |
82.42 |
82.63 |
S1 |
81.55 |
81.55 |
82.35 |
81.99 |
S2 |
80.59 |
80.59 |
82.18 |
|
S3 |
78.76 |
79.72 |
82.02 |
|
S4 |
76.93 |
77.89 |
81.51 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.16 |
92.03 |
83.95 |
|
R3 |
90.05 |
87.92 |
82.82 |
|
R2 |
85.94 |
85.94 |
82.44 |
|
R1 |
83.81 |
83.81 |
82.07 |
82.82 |
PP |
81.83 |
81.83 |
81.83 |
81.33 |
S1 |
79.70 |
79.70 |
81.31 |
78.71 |
S2 |
77.72 |
77.72 |
80.94 |
|
S3 |
73.61 |
75.59 |
80.56 |
|
S4 |
69.50 |
71.48 |
79.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.89 |
79.84 |
4.05 |
4.9% |
2.57 |
3.1% |
66% |
False |
False |
347,119 |
10 |
84.80 |
79.84 |
4.96 |
6.0% |
2.34 |
2.8% |
54% |
False |
False |
275,147 |
20 |
85.08 |
76.61 |
8.47 |
10.3% |
2.22 |
2.7% |
70% |
False |
False |
235,285 |
40 |
85.08 |
74.64 |
10.44 |
12.7% |
2.05 |
2.5% |
75% |
False |
False |
184,844 |
60 |
85.08 |
72.35 |
12.73 |
15.4% |
2.00 |
2.4% |
80% |
False |
False |
146,364 |
80 |
85.08 |
72.35 |
12.73 |
15.4% |
2.03 |
2.5% |
80% |
False |
False |
120,002 |
100 |
85.08 |
72.35 |
12.73 |
15.4% |
2.06 |
2.5% |
80% |
False |
False |
104,785 |
120 |
87.40 |
71.50 |
15.90 |
19.3% |
2.19 |
2.7% |
69% |
False |
False |
97,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.06 |
2.618 |
88.07 |
1.618 |
86.24 |
1.000 |
85.11 |
0.618 |
84.41 |
HIGH |
83.28 |
0.618 |
82.58 |
0.500 |
82.37 |
0.382 |
82.15 |
LOW |
81.45 |
0.618 |
80.32 |
1.000 |
79.62 |
1.618 |
78.49 |
2.618 |
76.66 |
4.250 |
73.67 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
82.47 |
82.24 |
PP |
82.42 |
81.96 |
S1 |
82.37 |
81.69 |
|