NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.31 |
85.01 |
1.70 |
2.0% |
79.62 |
| High |
85.05 |
86.18 |
1.13 |
1.3% |
83.99 |
| Low |
83.11 |
84.48 |
1.37 |
1.6% |
78.14 |
| Close |
85.01 |
85.38 |
0.37 |
0.4% |
83.95 |
| Range |
1.94 |
1.70 |
-0.24 |
-12.4% |
5.85 |
| ATR |
1.68 |
1.68 |
0.00 |
0.1% |
0.00 |
| Volume |
25,646 |
43,115 |
17,469 |
68.1% |
129,263 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.45 |
89.61 |
86.32 |
|
| R3 |
88.75 |
87.91 |
85.85 |
|
| R2 |
87.05 |
87.05 |
85.69 |
|
| R1 |
86.21 |
86.21 |
85.54 |
86.63 |
| PP |
85.35 |
85.35 |
85.35 |
85.56 |
| S1 |
84.51 |
84.51 |
85.22 |
84.93 |
| S2 |
83.65 |
83.65 |
85.07 |
|
| S3 |
81.95 |
82.81 |
84.91 |
|
| S4 |
80.25 |
81.11 |
84.45 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.58 |
97.61 |
87.17 |
|
| R3 |
93.73 |
91.76 |
85.56 |
|
| R2 |
87.88 |
87.88 |
85.02 |
|
| R1 |
85.91 |
85.91 |
84.49 |
86.90 |
| PP |
82.03 |
82.03 |
82.03 |
82.52 |
| S1 |
80.06 |
80.06 |
83.41 |
81.05 |
| S2 |
76.18 |
76.18 |
82.88 |
|
| S3 |
70.33 |
74.21 |
82.34 |
|
| S4 |
64.48 |
68.36 |
80.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.18 |
80.71 |
5.47 |
6.4% |
1.69 |
2.0% |
85% |
True |
False |
31,666 |
| 10 |
86.18 |
77.34 |
8.84 |
10.4% |
1.74 |
2.0% |
91% |
True |
False |
27,477 |
| 20 |
86.18 |
77.34 |
8.84 |
10.4% |
1.62 |
1.9% |
91% |
True |
False |
23,046 |
| 40 |
86.18 |
73.76 |
12.42 |
14.5% |
1.63 |
1.9% |
94% |
True |
False |
16,075 |
| 60 |
86.18 |
73.76 |
12.42 |
14.5% |
1.52 |
1.8% |
94% |
True |
False |
12,197 |
| 80 |
86.18 |
73.76 |
12.42 |
14.5% |
1.39 |
1.6% |
94% |
True |
False |
9,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.41 |
|
2.618 |
90.63 |
|
1.618 |
88.93 |
|
1.000 |
87.88 |
|
0.618 |
87.23 |
|
HIGH |
86.18 |
|
0.618 |
85.53 |
|
0.500 |
85.33 |
|
0.382 |
85.13 |
|
LOW |
84.48 |
|
0.618 |
83.43 |
|
1.000 |
82.78 |
|
1.618 |
81.73 |
|
2.618 |
80.03 |
|
4.250 |
77.26 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.36 |
85.14 |
| PP |
85.35 |
84.89 |
| S1 |
85.33 |
84.65 |
|