NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
83.19 |
85.01 |
1.82 |
2.2% |
85.02 |
High |
85.18 |
85.10 |
-0.08 |
-0.1% |
86.02 |
Low |
82.26 |
81.32 |
-0.94 |
-1.1% |
82.63 |
Close |
85.07 |
81.53 |
-3.54 |
-4.2% |
83.17 |
Range |
2.92 |
3.78 |
0.86 |
29.5% |
3.39 |
ATR |
1.90 |
2.03 |
0.13 |
7.1% |
0.00 |
Volume |
29,922 |
21,980 |
-7,942 |
-26.5% |
136,211 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.99 |
91.54 |
83.61 |
|
R3 |
90.21 |
87.76 |
82.57 |
|
R2 |
86.43 |
86.43 |
82.22 |
|
R1 |
83.98 |
83.98 |
81.88 |
83.32 |
PP |
82.65 |
82.65 |
82.65 |
82.32 |
S1 |
80.20 |
80.20 |
81.18 |
79.54 |
S2 |
78.87 |
78.87 |
80.84 |
|
S3 |
75.09 |
76.42 |
80.49 |
|
S4 |
71.31 |
72.64 |
79.45 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.11 |
92.03 |
85.03 |
|
R3 |
90.72 |
88.64 |
84.10 |
|
R2 |
87.33 |
87.33 |
83.79 |
|
R1 |
85.25 |
85.25 |
83.48 |
84.60 |
PP |
83.94 |
83.94 |
83.94 |
83.61 |
S1 |
81.86 |
81.86 |
82.86 |
81.21 |
S2 |
80.55 |
80.55 |
82.55 |
|
S3 |
77.16 |
78.47 |
82.24 |
|
S4 |
73.77 |
75.08 |
81.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.02 |
81.32 |
4.70 |
5.8% |
2.45 |
3.0% |
4% |
False |
True |
25,793 |
10 |
86.30 |
81.32 |
4.98 |
6.1% |
2.26 |
2.8% |
4% |
False |
True |
29,269 |
20 |
86.30 |
77.34 |
8.96 |
11.0% |
1.99 |
2.4% |
47% |
False |
False |
27,443 |
40 |
86.30 |
73.76 |
12.54 |
15.4% |
1.81 |
2.2% |
62% |
False |
False |
20,948 |
60 |
86.30 |
73.76 |
12.54 |
15.4% |
1.69 |
2.1% |
62% |
False |
False |
15,877 |
80 |
86.30 |
73.76 |
12.54 |
15.4% |
1.55 |
1.9% |
62% |
False |
False |
12,590 |
100 |
86.30 |
73.76 |
12.54 |
15.4% |
1.45 |
1.8% |
62% |
False |
False |
10,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.17 |
2.618 |
95.00 |
1.618 |
91.22 |
1.000 |
88.88 |
0.618 |
87.44 |
HIGH |
85.10 |
0.618 |
83.66 |
0.500 |
83.21 |
0.382 |
82.76 |
LOW |
81.32 |
0.618 |
78.98 |
1.000 |
77.54 |
1.618 |
75.20 |
2.618 |
71.42 |
4.250 |
65.26 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
83.21 |
83.25 |
PP |
82.65 |
82.68 |
S1 |
82.09 |
82.10 |
|