NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
79.02 |
79.98 |
0.96 |
1.2% |
79.75 |
| High |
80.20 |
80.48 |
0.28 |
0.3% |
81.14 |
| Low |
78.08 |
78.89 |
0.81 |
1.0% |
78.08 |
| Close |
79.02 |
79.98 |
0.96 |
1.2% |
79.02 |
| Range |
2.12 |
1.59 |
-0.53 |
-25.0% |
3.06 |
| ATR |
1.60 |
1.60 |
0.00 |
-0.1% |
0.00 |
| Volume |
16,036 |
17,371 |
1,335 |
8.3% |
101,739 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.55 |
83.86 |
80.85 |
|
| R3 |
82.96 |
82.27 |
80.42 |
|
| R2 |
81.37 |
81.37 |
80.27 |
|
| R1 |
80.68 |
80.68 |
80.13 |
80.78 |
| PP |
79.78 |
79.78 |
79.78 |
79.83 |
| S1 |
79.09 |
79.09 |
79.83 |
79.19 |
| S2 |
78.19 |
78.19 |
79.69 |
|
| S3 |
76.60 |
77.50 |
79.54 |
|
| S4 |
75.01 |
75.91 |
79.11 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.59 |
86.87 |
80.70 |
|
| R3 |
85.53 |
83.81 |
79.86 |
|
| R2 |
82.47 |
82.47 |
79.58 |
|
| R1 |
80.75 |
80.75 |
79.30 |
80.08 |
| PP |
79.41 |
79.41 |
79.41 |
79.08 |
| S1 |
77.69 |
77.69 |
78.74 |
77.02 |
| S2 |
76.35 |
76.35 |
78.46 |
|
| S3 |
73.29 |
74.63 |
78.18 |
|
| S4 |
70.23 |
71.57 |
77.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.14 |
78.08 |
3.06 |
3.8% |
1.49 |
1.9% |
62% |
False |
False |
19,174 |
| 10 |
81.14 |
77.75 |
3.39 |
4.2% |
1.51 |
1.9% |
66% |
False |
False |
17,112 |
| 20 |
81.14 |
73.76 |
7.38 |
9.2% |
1.61 |
2.0% |
84% |
False |
False |
14,018 |
| 40 |
85.34 |
73.76 |
11.58 |
14.5% |
1.52 |
1.9% |
54% |
False |
False |
9,795 |
| 60 |
85.34 |
73.76 |
11.58 |
14.5% |
1.39 |
1.7% |
54% |
False |
False |
7,425 |
| 80 |
85.34 |
73.76 |
11.58 |
14.5% |
1.31 |
1.6% |
54% |
False |
False |
6,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.24 |
|
2.618 |
84.64 |
|
1.618 |
83.05 |
|
1.000 |
82.07 |
|
0.618 |
81.46 |
|
HIGH |
80.48 |
|
0.618 |
79.87 |
|
0.500 |
79.69 |
|
0.382 |
79.50 |
|
LOW |
78.89 |
|
0.618 |
77.91 |
|
1.000 |
77.30 |
|
1.618 |
76.32 |
|
2.618 |
74.73 |
|
4.250 |
72.13 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.88 |
79.75 |
| PP |
79.78 |
79.51 |
| S1 |
79.69 |
79.28 |
|