NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
80.18 |
79.96 |
-0.22 |
-0.3% |
81.21 |
High |
80.73 |
80.98 |
0.25 |
0.3% |
81.75 |
Low |
79.25 |
79.79 |
0.54 |
0.7% |
78.63 |
Close |
80.18 |
80.36 |
0.18 |
0.2% |
80.53 |
Range |
1.48 |
1.19 |
-0.29 |
-19.6% |
3.12 |
ATR |
1.38 |
1.37 |
-0.01 |
-1.0% |
0.00 |
Volume |
10,098 |
7,623 |
-2,475 |
-24.5% |
39,277 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.95 |
83.34 |
81.01 |
|
R3 |
82.76 |
82.15 |
80.69 |
|
R2 |
81.57 |
81.57 |
80.58 |
|
R1 |
80.96 |
80.96 |
80.47 |
81.27 |
PP |
80.38 |
80.38 |
80.38 |
80.53 |
S1 |
79.77 |
79.77 |
80.25 |
80.08 |
S2 |
79.19 |
79.19 |
80.14 |
|
S3 |
78.00 |
78.58 |
80.03 |
|
S4 |
76.81 |
77.39 |
79.71 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.66 |
88.22 |
82.25 |
|
R3 |
86.54 |
85.10 |
81.39 |
|
R2 |
83.42 |
83.42 |
81.10 |
|
R1 |
81.98 |
81.98 |
80.82 |
81.14 |
PP |
80.30 |
80.30 |
80.30 |
79.89 |
S1 |
78.86 |
78.86 |
80.24 |
78.02 |
S2 |
77.18 |
77.18 |
79.96 |
|
S3 |
74.06 |
75.74 |
79.67 |
|
S4 |
70.94 |
72.62 |
78.81 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.04 |
2.618 |
84.10 |
1.618 |
82.91 |
1.000 |
82.17 |
0.618 |
81.72 |
HIGH |
80.98 |
0.618 |
80.53 |
0.500 |
80.39 |
0.382 |
80.24 |
LOW |
79.79 |
0.618 |
79.05 |
1.000 |
78.60 |
1.618 |
77.86 |
2.618 |
76.67 |
4.250 |
74.73 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
80.39 |
80.28 |
PP |
80.38 |
80.20 |
S1 |
80.37 |
80.12 |
|