NYMEX Light Sweet Crude Oil Future January 2011
Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
81.65 |
83.29 |
1.64 |
2.0% |
78.85 |
High |
83.36 |
83.82 |
0.46 |
0.6% |
83.36 |
Low |
81.56 |
82.48 |
0.92 |
1.1% |
77.36 |
Close |
83.28 |
82.88 |
-0.40 |
-0.5% |
83.28 |
Range |
1.80 |
1.34 |
-0.46 |
-25.6% |
6.00 |
ATR |
1.83 |
1.79 |
-0.03 |
-1.9% |
0.00 |
Volume |
70,325 |
63,079 |
-7,246 |
-10.3% |
300,565 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.08 |
86.32 |
83.62 |
|
R3 |
85.74 |
84.98 |
83.25 |
|
R2 |
84.40 |
84.40 |
83.13 |
|
R1 |
83.64 |
83.64 |
83.00 |
83.35 |
PP |
83.06 |
83.06 |
83.06 |
82.92 |
S1 |
82.30 |
82.30 |
82.76 |
82.01 |
S2 |
81.72 |
81.72 |
82.63 |
|
S3 |
80.38 |
80.96 |
82.51 |
|
S4 |
79.04 |
79.62 |
82.14 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.33 |
97.31 |
86.58 |
|
R3 |
93.33 |
91.31 |
84.93 |
|
R2 |
87.33 |
87.33 |
84.38 |
|
R1 |
85.31 |
85.31 |
83.83 |
86.32 |
PP |
81.33 |
81.33 |
81.33 |
81.84 |
S1 |
79.31 |
79.31 |
82.73 |
80.32 |
S2 |
75.33 |
75.33 |
82.18 |
|
S3 |
69.33 |
73.31 |
81.63 |
|
S4 |
63.33 |
67.31 |
79.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.82 |
77.54 |
6.28 |
7.6% |
1.84 |
2.2% |
85% |
True |
False |
61,787 |
10 |
83.82 |
76.41 |
7.41 |
8.9% |
1.80 |
2.2% |
87% |
True |
False |
58,509 |
20 |
83.82 |
76.41 |
7.41 |
8.9% |
1.77 |
2.1% |
87% |
True |
False |
50,283 |
40 |
83.86 |
73.12 |
10.74 |
13.0% |
1.77 |
2.1% |
91% |
False |
False |
34,985 |
60 |
84.73 |
73.12 |
11.61 |
14.0% |
1.74 |
2.1% |
84% |
False |
False |
25,681 |
80 |
84.73 |
73.12 |
11.61 |
14.0% |
1.70 |
2.1% |
84% |
False |
False |
20,484 |
100 |
86.81 |
72.06 |
14.75 |
17.8% |
1.77 |
2.1% |
73% |
False |
False |
17,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.52 |
2.618 |
87.33 |
1.618 |
85.99 |
1.000 |
85.16 |
0.618 |
84.65 |
HIGH |
83.82 |
0.618 |
83.31 |
0.500 |
83.15 |
0.382 |
82.99 |
LOW |
82.48 |
0.618 |
81.65 |
1.000 |
81.14 |
1.618 |
80.31 |
2.618 |
78.97 |
4.250 |
76.79 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
83.15 |
82.54 |
PP |
83.06 |
82.21 |
S1 |
82.97 |
81.87 |
|