NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.60 |
84.68 |
0.08 |
0.1% |
80.18 |
| High |
85.30 |
86.05 |
0.75 |
0.9% |
85.02 |
| Low |
84.31 |
84.55 |
0.24 |
0.3% |
79.25 |
| Close |
84.55 |
86.02 |
1.47 |
1.7% |
85.03 |
| Range |
0.99 |
1.50 |
0.51 |
51.5% |
5.77 |
| ATR |
1.39 |
1.40 |
0.01 |
0.6% |
0.00 |
| Volume |
12,330 |
15,251 |
2,921 |
23.7% |
48,417 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.04 |
89.53 |
86.85 |
|
| R3 |
88.54 |
88.03 |
86.43 |
|
| R2 |
87.04 |
87.04 |
86.30 |
|
| R1 |
86.53 |
86.53 |
86.16 |
86.79 |
| PP |
85.54 |
85.54 |
85.54 |
85.67 |
| S1 |
85.03 |
85.03 |
85.88 |
85.29 |
| S2 |
84.04 |
84.04 |
85.75 |
|
| S3 |
82.54 |
83.53 |
85.61 |
|
| S4 |
81.04 |
82.03 |
85.20 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.41 |
98.49 |
88.20 |
|
| R3 |
94.64 |
92.72 |
86.62 |
|
| R2 |
88.87 |
88.87 |
86.09 |
|
| R1 |
86.95 |
86.95 |
85.56 |
87.91 |
| PP |
83.10 |
83.10 |
83.10 |
83.58 |
| S1 |
81.18 |
81.18 |
84.50 |
82.14 |
| S2 |
77.33 |
77.33 |
83.97 |
|
| S3 |
71.56 |
75.41 |
83.44 |
|
| S4 |
65.79 |
69.64 |
81.86 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.43 |
|
2.618 |
89.98 |
|
1.618 |
88.48 |
|
1.000 |
87.55 |
|
0.618 |
86.98 |
|
HIGH |
86.05 |
|
0.618 |
85.48 |
|
0.500 |
85.30 |
|
0.382 |
85.12 |
|
LOW |
84.55 |
|
0.618 |
83.62 |
|
1.000 |
83.05 |
|
1.618 |
82.12 |
|
2.618 |
80.62 |
|
4.250 |
78.18 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.78 |
85.64 |
| PP |
85.54 |
85.26 |
| S1 |
85.30 |
84.88 |
|