NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
87.00 |
84.76 |
-2.24 |
-2.6% |
85.27 |
High |
87.37 |
85.88 |
-1.49 |
-1.7% |
87.37 |
Low |
84.68 |
84.35 |
-0.33 |
-0.4% |
84.35 |
Close |
85.10 |
85.89 |
0.79 |
0.9% |
85.89 |
Range |
2.69 |
1.53 |
-1.16 |
-43.1% |
3.02 |
ATR |
1.25 |
1.27 |
0.02 |
1.6% |
0.00 |
Volume |
8,105 |
6,591 |
-1,514 |
-18.7% |
42,175 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.96 |
89.46 |
86.73 |
|
R3 |
88.43 |
87.93 |
86.31 |
|
R2 |
86.90 |
86.90 |
86.17 |
|
R1 |
86.40 |
86.40 |
86.03 |
86.65 |
PP |
85.37 |
85.37 |
85.37 |
85.50 |
S1 |
84.87 |
84.87 |
85.75 |
85.12 |
S2 |
83.84 |
83.84 |
85.61 |
|
S3 |
82.31 |
83.34 |
85.47 |
|
S4 |
80.78 |
81.81 |
85.05 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.93 |
93.43 |
87.55 |
|
R3 |
91.91 |
90.41 |
86.72 |
|
R2 |
88.89 |
88.89 |
86.44 |
|
R1 |
87.39 |
87.39 |
86.17 |
88.14 |
PP |
85.87 |
85.87 |
85.87 |
86.25 |
S1 |
84.37 |
84.37 |
85.61 |
85.12 |
S2 |
82.85 |
82.85 |
85.34 |
|
S3 |
79.83 |
81.35 |
85.06 |
|
S4 |
76.81 |
78.33 |
84.23 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.38 |
2.618 |
89.89 |
1.618 |
88.36 |
1.000 |
87.41 |
0.618 |
86.83 |
HIGH |
85.88 |
0.618 |
85.30 |
0.500 |
85.12 |
0.382 |
84.93 |
LOW |
84.35 |
0.618 |
83.40 |
1.000 |
82.82 |
1.618 |
81.87 |
2.618 |
80.34 |
4.250 |
77.85 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
85.63 |
85.88 |
PP |
85.37 |
85.87 |
S1 |
85.12 |
85.86 |
|