NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
85.01 |
81.32 |
-3.69 |
-4.3% |
85.02 |
High |
85.10 |
83.85 |
-1.25 |
-1.5% |
86.02 |
Low |
81.32 |
81.32 |
0.00 |
0.0% |
82.63 |
Close |
81.53 |
83.84 |
2.31 |
2.8% |
83.17 |
Range |
3.78 |
2.53 |
-1.25 |
-33.1% |
3.39 |
ATR |
2.03 |
2.07 |
0.04 |
1.7% |
0.00 |
Volume |
21,980 |
39,612 |
17,632 |
80.2% |
136,211 |
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.59 |
89.75 |
85.23 |
|
R3 |
88.06 |
87.22 |
84.54 |
|
R2 |
85.53 |
85.53 |
84.30 |
|
R1 |
84.69 |
84.69 |
84.07 |
85.11 |
PP |
83.00 |
83.00 |
83.00 |
83.22 |
S1 |
82.16 |
82.16 |
83.61 |
82.58 |
S2 |
80.47 |
80.47 |
83.38 |
|
S3 |
77.94 |
79.63 |
83.14 |
|
S4 |
75.41 |
77.10 |
82.45 |
|
|
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 |
5.6% |
2.71 |
3.2% |
54% |
False |
True |
28,954 |
10 |
86.30 |
81.32 |
4.98 |
5.9% |
2.34 |
2.8% |
51% |
False |
True |
28,918 |
20 |
86.30 |
77.34 |
8.96 |
10.7% |
2.04 |
2.4% |
73% |
False |
False |
28,198 |
40 |
86.30 |
73.76 |
12.54 |
15.0% |
1.85 |
2.2% |
80% |
False |
False |
21,789 |
60 |
86.30 |
73.76 |
12.54 |
15.0% |
1.69 |
2.0% |
80% |
False |
False |
16,481 |
80 |
86.30 |
73.76 |
12.54 |
15.0% |
1.58 |
1.9% |
80% |
False |
False |
13,051 |
100 |
86.30 |
73.76 |
12.54 |
15.0% |
1.46 |
1.7% |
80% |
False |
False |
10,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.60 |
2.618 |
90.47 |
1.618 |
87.94 |
1.000 |
86.38 |
0.618 |
85.41 |
HIGH |
83.85 |
0.618 |
82.88 |
0.500 |
82.59 |
0.382 |
82.29 |
LOW |
81.32 |
0.618 |
79.76 |
1.000 |
78.79 |
1.618 |
77.23 |
2.618 |
74.70 |
4.250 |
70.57 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
83.42 |
83.64 |
PP |
83.00 |
83.45 |
S1 |
82.59 |
83.25 |
|