NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.10 |
84.38 |
2.28 |
2.8% |
85.46 |
| High |
84.31 |
84.47 |
0.16 |
0.2% |
86.44 |
| Low |
82.07 |
82.05 |
-0.02 |
0.0% |
83.09 |
| Close |
84.31 |
82.46 |
-1.85 |
-2.2% |
83.65 |
| Range |
2.24 |
2.42 |
0.18 |
8.0% |
3.35 |
| ATR |
1.97 |
2.00 |
0.03 |
1.6% |
0.00 |
| Volume |
27,251 |
31,986 |
4,735 |
17.4% |
90,506 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.25 |
88.78 |
83.79 |
|
| R3 |
87.83 |
86.36 |
83.13 |
|
| R2 |
85.41 |
85.41 |
82.90 |
|
| R1 |
83.94 |
83.94 |
82.68 |
83.47 |
| PP |
82.99 |
82.99 |
82.99 |
82.76 |
| S1 |
81.52 |
81.52 |
82.24 |
81.05 |
| S2 |
80.57 |
80.57 |
82.02 |
|
| S3 |
78.15 |
79.10 |
81.79 |
|
| S4 |
75.73 |
76.68 |
81.13 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.44 |
92.40 |
85.49 |
|
| R3 |
91.09 |
89.05 |
84.57 |
|
| R2 |
87.74 |
87.74 |
84.26 |
|
| R1 |
85.70 |
85.70 |
83.96 |
85.05 |
| PP |
84.39 |
84.39 |
84.39 |
84.07 |
| S1 |
82.35 |
82.35 |
83.34 |
81.70 |
| S2 |
81.04 |
81.04 |
83.04 |
|
| S3 |
77.69 |
79.00 |
82.73 |
|
| S4 |
74.34 |
75.65 |
81.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.64 |
81.91 |
3.73 |
4.5% |
2.68 |
3.3% |
15% |
False |
False |
22,732 |
| 10 |
86.44 |
81.91 |
4.53 |
5.5% |
2.14 |
2.6% |
12% |
False |
False |
20,774 |
| 20 |
86.75 |
78.76 |
7.99 |
9.7% |
1.95 |
2.4% |
46% |
False |
False |
21,415 |
| 40 |
86.75 |
76.76 |
9.99 |
12.1% |
1.79 |
2.2% |
57% |
False |
False |
17,699 |
| 60 |
86.75 |
74.29 |
12.46 |
15.1% |
1.66 |
2.0% |
66% |
False |
False |
13,538 |
| 80 |
86.75 |
74.29 |
12.46 |
15.1% |
1.61 |
2.0% |
66% |
False |
False |
10,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.76 |
|
2.618 |
90.81 |
|
1.618 |
88.39 |
|
1.000 |
86.89 |
|
0.618 |
85.97 |
|
HIGH |
84.47 |
|
0.618 |
83.55 |
|
0.500 |
83.26 |
|
0.382 |
82.97 |
|
LOW |
82.05 |
|
0.618 |
80.55 |
|
1.000 |
79.63 |
|
1.618 |
78.13 |
|
2.618 |
75.71 |
|
4.250 |
71.77 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.26 |
83.73 |
| PP |
82.99 |
83.30 |
| S1 |
82.73 |
82.88 |
|