NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
85.69 |
86.75 |
1.06 |
1.2% |
84.60 |
High |
86.36 |
86.75 |
0.39 |
0.5% |
87.12 |
Low |
85.61 |
85.08 |
-0.53 |
-0.6% |
83.37 |
Close |
86.01 |
85.46 |
-0.55 |
-0.6% |
85.52 |
Range |
0.75 |
1.67 |
0.92 |
122.7% |
3.75 |
ATR |
1.49 |
1.50 |
0.01 |
0.9% |
0.00 |
Volume |
10,479 |
7,358 |
-3,121 |
-29.8% |
64,926 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.77 |
89.79 |
86.38 |
|
R3 |
89.10 |
88.12 |
85.92 |
|
R2 |
87.43 |
87.43 |
85.77 |
|
R1 |
86.45 |
86.45 |
85.61 |
86.11 |
PP |
85.76 |
85.76 |
85.76 |
85.59 |
S1 |
84.78 |
84.78 |
85.31 |
84.44 |
S2 |
84.09 |
84.09 |
85.15 |
|
S3 |
82.42 |
83.11 |
85.00 |
|
S4 |
80.75 |
81.44 |
84.54 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.59 |
94.80 |
87.58 |
|
R3 |
92.84 |
91.05 |
86.55 |
|
R2 |
89.09 |
89.09 |
86.21 |
|
R1 |
87.30 |
87.30 |
85.86 |
88.20 |
PP |
85.34 |
85.34 |
85.34 |
85.78 |
S1 |
83.55 |
83.55 |
85.18 |
84.45 |
S2 |
81.59 |
81.59 |
84.83 |
|
S3 |
77.84 |
79.80 |
84.49 |
|
S4 |
74.09 |
76.05 |
83.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.75 |
83.37 |
3.38 |
4.0% |
1.41 |
1.6% |
62% |
True |
False |
9,615 |
10 |
87.12 |
83.37 |
3.75 |
4.4% |
1.50 |
1.8% |
56% |
False |
False |
11,247 |
20 |
87.12 |
78.63 |
8.49 |
9.9% |
1.53 |
1.8% |
80% |
False |
False |
9,907 |
40 |
87.12 |
74.98 |
12.14 |
14.2% |
1.34 |
1.6% |
86% |
False |
False |
7,521 |
60 |
87.12 |
74.98 |
12.14 |
14.2% |
1.10 |
1.3% |
86% |
False |
False |
5,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.85 |
2.618 |
91.12 |
1.618 |
89.45 |
1.000 |
88.42 |
0.618 |
87.78 |
HIGH |
86.75 |
0.618 |
86.11 |
0.500 |
85.92 |
0.382 |
85.72 |
LOW |
85.08 |
0.618 |
84.05 |
1.000 |
83.41 |
1.618 |
82.38 |
2.618 |
80.71 |
4.250 |
77.98 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
85.92 |
85.60 |
PP |
85.76 |
85.55 |
S1 |
85.61 |
85.51 |
|