NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
85.35 |
84.47 |
-0.88 |
-1.0% |
85.70 |
High |
85.76 |
86.00 |
0.24 |
0.3% |
86.75 |
Low |
83.97 |
84.32 |
0.35 |
0.4% |
83.97 |
Close |
84.06 |
85.97 |
1.91 |
2.3% |
84.06 |
Range |
1.79 |
1.68 |
-0.11 |
-6.1% |
2.78 |
ATR |
1.52 |
1.55 |
0.03 |
2.0% |
0.00 |
Volume |
6,581 |
8,690 |
2,109 |
32.0% |
43,782 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.47 |
89.90 |
86.89 |
|
R3 |
88.79 |
88.22 |
86.43 |
|
R2 |
87.11 |
87.11 |
86.28 |
|
R1 |
86.54 |
86.54 |
86.12 |
86.83 |
PP |
85.43 |
85.43 |
85.43 |
85.57 |
S1 |
84.86 |
84.86 |
85.82 |
85.15 |
S2 |
83.75 |
83.75 |
85.66 |
|
S3 |
82.07 |
83.18 |
85.51 |
|
S4 |
80.39 |
81.50 |
85.05 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.27 |
91.44 |
85.59 |
|
R3 |
90.49 |
88.66 |
84.82 |
|
R2 |
87.71 |
87.71 |
84.57 |
|
R1 |
85.88 |
85.88 |
84.31 |
85.41 |
PP |
84.93 |
84.93 |
84.93 |
84.69 |
S1 |
83.10 |
83.10 |
83.81 |
82.63 |
S2 |
82.15 |
82.15 |
83.55 |
|
S3 |
79.37 |
80.32 |
83.30 |
|
S4 |
76.59 |
77.54 |
82.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.75 |
83.97 |
2.78 |
3.2% |
1.41 |
1.6% |
72% |
False |
False |
8,182 |
10 |
87.12 |
83.37 |
3.75 |
4.4% |
1.62 |
1.9% |
69% |
False |
False |
10,506 |
20 |
87.12 |
78.63 |
8.49 |
9.9% |
1.52 |
1.8% |
86% |
False |
False |
9,843 |
40 |
87.12 |
74.98 |
12.14 |
14.1% |
1.37 |
1.6% |
91% |
False |
False |
7,793 |
60 |
87.12 |
74.98 |
12.14 |
14.1% |
1.13 |
1.3% |
91% |
False |
False |
6,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.14 |
2.618 |
90.40 |
1.618 |
88.72 |
1.000 |
87.68 |
0.618 |
87.04 |
HIGH |
86.00 |
0.618 |
85.36 |
0.500 |
85.16 |
0.382 |
84.96 |
LOW |
84.32 |
0.618 |
83.28 |
1.000 |
82.64 |
1.618 |
81.60 |
2.618 |
79.92 |
4.250 |
77.18 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
85.70 |
85.77 |
PP |
85.43 |
85.56 |
S1 |
85.16 |
85.36 |
|