NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
79.05 |
77.70 |
-1.35 |
-1.7% |
78.95 |
| High |
79.61 |
78.71 |
-0.90 |
-1.1% |
80.50 |
| Low |
77.69 |
77.00 |
-0.69 |
-0.9% |
77.20 |
| Close |
77.99 |
77.63 |
-0.36 |
-0.5% |
78.08 |
| Range |
1.92 |
1.71 |
-0.21 |
-10.9% |
3.30 |
| ATR |
1.80 |
1.79 |
-0.01 |
-0.4% |
0.00 |
| Volume |
36,190 |
61,615 |
25,425 |
70.3% |
247,956 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.91 |
81.98 |
78.57 |
|
| R3 |
81.20 |
80.27 |
78.10 |
|
| R2 |
79.49 |
79.49 |
77.94 |
|
| R1 |
78.56 |
78.56 |
77.79 |
78.17 |
| PP |
77.78 |
77.78 |
77.78 |
77.59 |
| S1 |
76.85 |
76.85 |
77.47 |
76.46 |
| S2 |
76.07 |
76.07 |
77.32 |
|
| S3 |
74.36 |
75.14 |
77.16 |
|
| S4 |
72.65 |
73.43 |
76.69 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.49 |
86.59 |
79.90 |
|
| R3 |
85.19 |
83.29 |
78.99 |
|
| R2 |
81.89 |
81.89 |
78.69 |
|
| R1 |
79.99 |
79.99 |
78.38 |
79.29 |
| PP |
78.59 |
78.59 |
78.59 |
78.25 |
| S1 |
76.69 |
76.69 |
77.78 |
75.99 |
| S2 |
75.29 |
75.29 |
77.48 |
|
| S3 |
71.99 |
73.39 |
77.17 |
|
| S4 |
68.69 |
70.09 |
76.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.62 |
77.00 |
2.62 |
3.4% |
1.89 |
2.4% |
24% |
False |
True |
46,694 |
| 10 |
80.50 |
77.00 |
3.50 |
4.5% |
1.67 |
2.2% |
18% |
False |
True |
45,139 |
| 20 |
80.50 |
73.12 |
7.38 |
9.5% |
1.86 |
2.4% |
61% |
False |
False |
37,737 |
| 40 |
84.73 |
73.12 |
11.61 |
15.0% |
1.73 |
2.2% |
39% |
False |
False |
24,489 |
| 60 |
84.73 |
73.12 |
11.61 |
15.0% |
1.76 |
2.3% |
39% |
False |
False |
18,299 |
| 80 |
84.73 |
73.12 |
11.61 |
15.0% |
1.73 |
2.2% |
39% |
False |
False |
14,924 |
| 100 |
93.29 |
72.06 |
21.23 |
27.3% |
1.81 |
2.3% |
26% |
False |
False |
13,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.98 |
|
2.618 |
83.19 |
|
1.618 |
81.48 |
|
1.000 |
80.42 |
|
0.618 |
79.77 |
|
HIGH |
78.71 |
|
0.618 |
78.06 |
|
0.500 |
77.86 |
|
0.382 |
77.65 |
|
LOW |
77.00 |
|
0.618 |
75.94 |
|
1.000 |
75.29 |
|
1.618 |
74.23 |
|
2.618 |
72.52 |
|
4.250 |
69.73 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.86 |
78.31 |
| PP |
77.78 |
78.08 |
| S1 |
77.71 |
77.86 |
|