NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
86.20 |
86.26 |
0.06 |
0.1% |
80.18 |
| High |
87.12 |
86.86 |
-0.26 |
-0.3% |
85.02 |
| Low |
85.65 |
84.15 |
-1.50 |
-1.8% |
79.25 |
| Close |
86.32 |
84.75 |
-1.57 |
-1.8% |
85.03 |
| Range |
1.47 |
2.71 |
1.24 |
84.4% |
5.77 |
| ATR |
1.40 |
1.50 |
0.09 |
6.6% |
0.00 |
| Volume |
14,830 |
11,639 |
-3,191 |
-21.5% |
48,417 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.38 |
91.78 |
86.24 |
|
| R3 |
90.67 |
89.07 |
85.50 |
|
| R2 |
87.96 |
87.96 |
85.25 |
|
| R1 |
86.36 |
86.36 |
85.00 |
85.81 |
| PP |
85.25 |
85.25 |
85.25 |
84.98 |
| S1 |
83.65 |
83.65 |
84.50 |
83.10 |
| S2 |
82.54 |
82.54 |
84.25 |
|
| S3 |
79.83 |
80.94 |
84.00 |
|
| S4 |
77.12 |
78.23 |
83.26 |
|
|
| 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 |
98.38 |
|
2.618 |
93.95 |
|
1.618 |
91.24 |
|
1.000 |
89.57 |
|
0.618 |
88.53 |
|
HIGH |
86.86 |
|
0.618 |
85.82 |
|
0.500 |
85.51 |
|
0.382 |
85.19 |
|
LOW |
84.15 |
|
0.618 |
82.48 |
|
1.000 |
81.44 |
|
1.618 |
79.77 |
|
2.618 |
77.06 |
|
4.250 |
72.63 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.51 |
85.64 |
| PP |
85.25 |
85.34 |
| S1 |
85.00 |
85.05 |
|