NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
79.46 |
81.04 |
1.58 |
2.0% |
79.98 |
| High |
81.17 |
82.72 |
1.55 |
1.9% |
80.54 |
| Low |
78.83 |
80.71 |
1.88 |
2.4% |
77.34 |
| Close |
80.97 |
82.58 |
1.61 |
2.0% |
79.41 |
| Range |
2.34 |
2.01 |
-0.33 |
-14.1% |
3.20 |
| ATR |
1.68 |
1.70 |
0.02 |
1.4% |
0.00 |
| Volume |
21,678 |
33,450 |
11,772 |
54.3% |
105,131 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.03 |
87.32 |
83.69 |
|
| R3 |
86.02 |
85.31 |
83.13 |
|
| R2 |
84.01 |
84.01 |
82.95 |
|
| R1 |
83.30 |
83.30 |
82.76 |
83.66 |
| PP |
82.00 |
82.00 |
82.00 |
82.18 |
| S1 |
81.29 |
81.29 |
82.40 |
81.65 |
| S2 |
79.99 |
79.99 |
82.21 |
|
| S3 |
77.98 |
79.28 |
82.03 |
|
| S4 |
75.97 |
77.27 |
81.47 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.70 |
87.25 |
81.17 |
|
| R3 |
85.50 |
84.05 |
80.29 |
|
| R2 |
82.30 |
82.30 |
80.00 |
|
| R1 |
80.85 |
80.85 |
79.70 |
79.98 |
| PP |
79.10 |
79.10 |
79.10 |
78.66 |
| S1 |
77.65 |
77.65 |
79.12 |
76.78 |
| S2 |
75.90 |
75.90 |
78.82 |
|
| S3 |
72.70 |
74.45 |
78.53 |
|
| S4 |
69.50 |
71.25 |
77.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.72 |
78.11 |
4.61 |
5.6% |
1.85 |
2.2% |
97% |
True |
False |
25,496 |
| 10 |
82.72 |
77.34 |
5.38 |
6.5% |
1.82 |
2.2% |
97% |
True |
False |
22,255 |
| 20 |
82.72 |
77.34 |
5.38 |
6.5% |
1.66 |
2.0% |
97% |
True |
False |
19,124 |
| 40 |
84.56 |
73.76 |
10.80 |
13.1% |
1.56 |
1.9% |
82% |
False |
False |
13,622 |
| 60 |
85.34 |
73.76 |
11.58 |
14.0% |
1.47 |
1.8% |
76% |
False |
False |
10,286 |
| 80 |
85.34 |
73.76 |
11.58 |
14.0% |
1.39 |
1.7% |
76% |
False |
False |
8,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.26 |
|
2.618 |
87.98 |
|
1.618 |
85.97 |
|
1.000 |
84.73 |
|
0.618 |
83.96 |
|
HIGH |
82.72 |
|
0.618 |
81.95 |
|
0.500 |
81.72 |
|
0.382 |
81.48 |
|
LOW |
80.71 |
|
0.618 |
79.47 |
|
1.000 |
78.70 |
|
1.618 |
77.46 |
|
2.618 |
75.45 |
|
4.250 |
72.17 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.29 |
81.88 |
| PP |
82.00 |
81.19 |
| S1 |
81.72 |
80.49 |
|