NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
84.49 |
84.24 |
-0.25 |
-0.3% |
84.47 |
High |
85.27 |
84.77 |
-0.50 |
-0.6% |
86.00 |
Low |
83.67 |
83.90 |
0.23 |
0.3% |
82.35 |
Close |
84.60 |
84.59 |
-0.01 |
0.0% |
83.97 |
Range |
1.60 |
0.87 |
-0.73 |
-45.6% |
3.65 |
ATR |
1.70 |
1.65 |
-0.06 |
-3.5% |
0.00 |
Volume |
5,766 |
8,316 |
2,550 |
44.2% |
47,776 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.03 |
86.68 |
85.07 |
|
R3 |
86.16 |
85.81 |
84.83 |
|
R2 |
85.29 |
85.29 |
84.75 |
|
R1 |
84.94 |
84.94 |
84.67 |
85.12 |
PP |
84.42 |
84.42 |
84.42 |
84.51 |
S1 |
84.07 |
84.07 |
84.51 |
84.25 |
S2 |
83.55 |
83.55 |
84.43 |
|
S3 |
82.68 |
83.20 |
84.35 |
|
S4 |
81.81 |
82.33 |
84.11 |
|
|
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 |
85.27 |
82.70 |
2.57 |
3.0% |
1.51 |
1.8% |
74% |
False |
False |
9,203 |
10 |
86.75 |
82.35 |
4.40 |
5.2% |
1.66 |
2.0% |
51% |
False |
False |
8,627 |
20 |
87.12 |
80.28 |
6.84 |
8.1% |
1.63 |
1.9% |
63% |
False |
False |
10,063 |
40 |
87.12 |
77.94 |
9.18 |
10.9% |
1.54 |
1.8% |
72% |
False |
False |
8,558 |
60 |
87.12 |
74.98 |
12.14 |
14.4% |
1.26 |
1.5% |
79% |
False |
False |
6,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.47 |
2.618 |
87.05 |
1.618 |
86.18 |
1.000 |
85.64 |
0.618 |
85.31 |
HIGH |
84.77 |
0.618 |
84.44 |
0.500 |
84.34 |
0.382 |
84.23 |
LOW |
83.90 |
0.618 |
83.36 |
1.000 |
83.03 |
1.618 |
82.49 |
2.618 |
81.62 |
4.250 |
80.20 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
84.51 |
84.44 |
PP |
84.42 |
84.29 |
S1 |
84.34 |
84.14 |
|