NYMEX Light Sweet Crude Oil Future January 2011
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
83.13 |
82.70 |
-0.43 |
-0.5% |
82.68 |
High |
83.31 |
83.36 |
0.05 |
0.1% |
84.64 |
Low |
81.25 |
82.24 |
0.99 |
1.2% |
80.63 |
Close |
82.67 |
82.94 |
0.27 |
0.3% |
82.45 |
Range |
2.06 |
1.12 |
-0.94 |
-45.6% |
4.01 |
ATR |
2.04 |
1.97 |
-0.07 |
-3.2% |
0.00 |
Volume |
48,873 |
96,589 |
47,716 |
97.6% |
397,495 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.21 |
85.69 |
83.56 |
|
R3 |
85.09 |
84.57 |
83.25 |
|
R2 |
83.97 |
83.97 |
83.15 |
|
R1 |
83.45 |
83.45 |
83.04 |
83.71 |
PP |
82.85 |
82.85 |
82.85 |
82.98 |
S1 |
82.33 |
82.33 |
82.84 |
82.59 |
S2 |
81.73 |
81.73 |
82.73 |
|
S3 |
80.61 |
81.21 |
82.63 |
|
S4 |
79.49 |
80.09 |
82.32 |
|
|
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 |
81.23 |
2.73 |
3.3% |
1.51 |
1.8% |
63% |
False |
False |
69,120 |
10 |
84.64 |
80.63 |
4.01 |
4.8% |
2.21 |
2.7% |
58% |
False |
False |
71,633 |
20 |
85.75 |
80.63 |
5.12 |
6.2% |
2.06 |
2.5% |
45% |
False |
False |
74,147 |
40 |
85.75 |
76.41 |
9.34 |
11.3% |
1.93 |
2.3% |
70% |
False |
False |
60,453 |
60 |
85.75 |
73.12 |
12.63 |
15.2% |
1.86 |
2.2% |
78% |
False |
False |
46,105 |
80 |
85.75 |
73.12 |
12.63 |
15.2% |
1.81 |
2.2% |
78% |
False |
False |
36,300 |
100 |
85.75 |
73.12 |
12.63 |
15.2% |
1.78 |
2.1% |
78% |
False |
False |
30,001 |
120 |
86.81 |
72.06 |
14.75 |
17.8% |
1.81 |
2.2% |
74% |
False |
False |
25,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.12 |
2.618 |
86.29 |
1.618 |
85.17 |
1.000 |
84.48 |
0.618 |
84.05 |
HIGH |
83.36 |
0.618 |
82.93 |
0.500 |
82.80 |
0.382 |
82.67 |
LOW |
82.24 |
0.618 |
81.55 |
1.000 |
81.12 |
1.618 |
80.43 |
2.618 |
79.31 |
4.250 |
77.48 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
82.89 |
82.75 |
PP |
82.85 |
82.57 |
S1 |
82.80 |
82.38 |
|