NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
78.95 |
79.76 |
0.81 |
1.0% |
78.04 |
| High |
80.23 |
80.50 |
0.27 |
0.3% |
79.74 |
| Low |
78.95 |
79.10 |
0.15 |
0.2% |
76.67 |
| Close |
79.65 |
79.74 |
0.09 |
0.1% |
79.00 |
| Range |
1.28 |
1.40 |
0.12 |
9.4% |
3.07 |
| ATR |
1.83 |
1.80 |
-0.03 |
-1.7% |
0.00 |
| Volume |
64,028 |
50,190 |
-13,838 |
-21.6% |
129,768 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.98 |
83.26 |
80.51 |
|
| R3 |
82.58 |
81.86 |
80.13 |
|
| R2 |
81.18 |
81.18 |
80.00 |
|
| R1 |
80.46 |
80.46 |
79.87 |
80.12 |
| PP |
79.78 |
79.78 |
79.78 |
79.61 |
| S1 |
79.06 |
79.06 |
79.61 |
78.72 |
| S2 |
78.38 |
78.38 |
79.48 |
|
| S3 |
76.98 |
77.66 |
79.36 |
|
| S4 |
75.58 |
76.26 |
78.97 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.68 |
86.41 |
80.69 |
|
| R3 |
84.61 |
83.34 |
79.84 |
|
| R2 |
81.54 |
81.54 |
79.56 |
|
| R1 |
80.27 |
80.27 |
79.28 |
80.91 |
| PP |
78.47 |
78.47 |
78.47 |
78.79 |
| S1 |
77.20 |
77.20 |
78.72 |
77.84 |
| S2 |
75.40 |
75.40 |
78.44 |
|
| S3 |
72.33 |
74.13 |
78.16 |
|
| S4 |
69.26 |
71.06 |
77.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.50 |
77.49 |
3.01 |
3.8% |
1.62 |
2.0% |
75% |
True |
False |
44,247 |
| 10 |
80.50 |
75.74 |
4.76 |
6.0% |
1.91 |
2.4% |
84% |
True |
False |
37,291 |
| 20 |
80.50 |
73.12 |
7.38 |
9.3% |
1.82 |
2.3% |
90% |
True |
False |
28,482 |
| 40 |
84.73 |
73.12 |
11.61 |
14.6% |
1.72 |
2.2% |
57% |
False |
False |
18,724 |
| 60 |
84.73 |
73.12 |
11.61 |
14.6% |
1.72 |
2.2% |
57% |
False |
False |
14,122 |
| 80 |
84.73 |
72.06 |
12.67 |
15.9% |
1.72 |
2.2% |
61% |
False |
False |
11,941 |
| 100 |
93.29 |
72.06 |
21.23 |
26.6% |
1.75 |
2.2% |
36% |
False |
False |
10,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.45 |
|
2.618 |
84.17 |
|
1.618 |
82.77 |
|
1.000 |
81.90 |
|
0.618 |
81.37 |
|
HIGH |
80.50 |
|
0.618 |
79.97 |
|
0.500 |
79.80 |
|
0.382 |
79.63 |
|
LOW |
79.10 |
|
0.618 |
78.23 |
|
1.000 |
77.70 |
|
1.618 |
76.83 |
|
2.618 |
75.43 |
|
4.250 |
73.15 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.80 |
79.49 |
| PP |
79.78 |
79.24 |
| S1 |
79.76 |
79.00 |
|