NYMEX Light Sweet Crude Oil Future January 2011
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
83.13 |
83.13 |
0.00 |
0.0% |
82.68 |
High |
83.51 |
83.31 |
-0.20 |
-0.2% |
84.64 |
Low |
82.49 |
81.25 |
-1.24 |
-1.5% |
80.63 |
Close |
83.20 |
82.67 |
-0.53 |
-0.6% |
82.45 |
Range |
1.02 |
2.06 |
1.04 |
102.0% |
4.01 |
ATR |
2.03 |
2.04 |
0.00 |
0.1% |
0.00 |
Volume |
64,833 |
48,873 |
-15,960 |
-24.6% |
397,495 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.59 |
87.69 |
83.80 |
|
R3 |
86.53 |
85.63 |
83.24 |
|
R2 |
84.47 |
84.47 |
83.05 |
|
R1 |
83.57 |
83.57 |
82.86 |
82.99 |
PP |
82.41 |
82.41 |
82.41 |
82.12 |
S1 |
81.51 |
81.51 |
82.48 |
80.93 |
S2 |
80.35 |
80.35 |
82.29 |
|
S3 |
78.29 |
79.45 |
82.10 |
|
S4 |
76.23 |
77.39 |
81.54 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.60 |
92.54 |
84.66 |
|
R3 |
90.59 |
88.53 |
83.55 |
|
R2 |
86.58 |
86.58 |
83.19 |
|
R1 |
84.52 |
84.52 |
82.82 |
83.55 |
PP |
82.57 |
82.57 |
82.57 |
82.09 |
S1 |
80.51 |
80.51 |
82.08 |
79.54 |
S2 |
78.56 |
78.56 |
81.71 |
|
S3 |
74.55 |
76.50 |
81.35 |
|
S4 |
70.54 |
72.49 |
80.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.96 |
80.89 |
3.07 |
3.7% |
1.79 |
2.2% |
58% |
False |
False |
69,383 |
10 |
85.48 |
80.63 |
4.85 |
5.9% |
2.28 |
2.8% |
42% |
False |
False |
68,610 |
20 |
85.75 |
79.92 |
5.83 |
7.1% |
2.10 |
2.5% |
47% |
False |
False |
72,657 |
40 |
85.75 |
76.11 |
9.64 |
11.7% |
1.95 |
2.4% |
68% |
False |
False |
59,003 |
60 |
85.75 |
73.12 |
12.63 |
15.3% |
1.85 |
2.2% |
76% |
False |
False |
44,611 |
80 |
85.75 |
73.12 |
12.63 |
15.3% |
1.83 |
2.2% |
76% |
False |
False |
35,153 |
100 |
85.75 |
73.12 |
12.63 |
15.3% |
1.78 |
2.1% |
76% |
False |
False |
29,103 |
120 |
86.81 |
72.06 |
14.75 |
17.8% |
1.82 |
2.2% |
72% |
False |
False |
25,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.07 |
2.618 |
88.70 |
1.618 |
86.64 |
1.000 |
85.37 |
0.618 |
84.58 |
HIGH |
83.31 |
0.618 |
82.52 |
0.500 |
82.28 |
0.382 |
82.04 |
LOW |
81.25 |
0.618 |
79.98 |
1.000 |
79.19 |
1.618 |
77.92 |
2.618 |
75.86 |
4.250 |
72.50 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
82.54 |
82.65 |
PP |
82.41 |
82.63 |
S1 |
82.28 |
82.61 |
|