NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
83.32 |
84.49 |
1.17 |
1.4% |
84.47 |
High |
84.10 |
85.27 |
1.17 |
1.4% |
86.00 |
Low |
83.00 |
83.67 |
0.67 |
0.8% |
82.35 |
Close |
83.97 |
84.60 |
0.63 |
0.8% |
83.97 |
Range |
1.10 |
1.60 |
0.50 |
45.5% |
3.65 |
ATR |
1.71 |
1.70 |
-0.01 |
-0.5% |
0.00 |
Volume |
11,247 |
5,766 |
-5,481 |
-48.7% |
47,776 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.31 |
88.56 |
85.48 |
|
R3 |
87.71 |
86.96 |
85.04 |
|
R2 |
86.11 |
86.11 |
84.89 |
|
R1 |
85.36 |
85.36 |
84.75 |
85.74 |
PP |
84.51 |
84.51 |
84.51 |
84.70 |
S1 |
83.76 |
83.76 |
84.45 |
84.14 |
S2 |
82.91 |
82.91 |
84.31 |
|
S3 |
81.31 |
82.16 |
84.16 |
|
S4 |
79.71 |
80.56 |
83.72 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.06 |
93.16 |
85.98 |
|
R3 |
91.41 |
89.51 |
84.97 |
|
R2 |
87.76 |
87.76 |
84.64 |
|
R1 |
85.86 |
85.86 |
84.30 |
84.99 |
PP |
84.11 |
84.11 |
84.11 |
83.67 |
S1 |
82.21 |
82.21 |
83.64 |
81.34 |
S2 |
80.46 |
80.46 |
83.30 |
|
S3 |
76.81 |
78.56 |
82.97 |
|
S4 |
73.16 |
74.91 |
81.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.49 |
82.35 |
3.14 |
3.7% |
1.96 |
2.3% |
72% |
False |
False |
8,970 |
10 |
86.75 |
82.35 |
4.40 |
5.2% |
1.68 |
2.0% |
51% |
False |
False |
8,576 |
20 |
87.12 |
79.79 |
7.33 |
8.7% |
1.65 |
1.9% |
66% |
False |
False |
10,028 |
40 |
87.12 |
77.94 |
9.18 |
10.9% |
1.53 |
1.8% |
73% |
False |
False |
8,493 |
60 |
87.12 |
74.98 |
12.14 |
14.3% |
1.26 |
1.5% |
79% |
False |
False |
6,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.07 |
2.618 |
89.46 |
1.618 |
87.86 |
1.000 |
86.87 |
0.618 |
86.26 |
HIGH |
85.27 |
0.618 |
84.66 |
0.500 |
84.47 |
0.382 |
84.28 |
LOW |
83.67 |
0.618 |
82.68 |
1.000 |
82.07 |
1.618 |
81.08 |
2.618 |
79.48 |
4.250 |
76.87 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
84.56 |
84.40 |
PP |
84.51 |
84.19 |
S1 |
84.47 |
83.99 |
|