NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
83.04 |
85.00 |
1.96 |
2.4% |
86.07 |
High |
84.95 |
85.00 |
0.05 |
0.1% |
86.75 |
Low |
83.04 |
83.28 |
0.24 |
0.3% |
84.76 |
Close |
85.04 |
83.28 |
-1.76 |
-2.1% |
84.42 |
Range |
1.91 |
1.72 |
-0.19 |
-9.9% |
1.99 |
ATR |
1.46 |
1.48 |
0.02 |
1.5% |
0.00 |
Volume |
6,552 |
9,217 |
2,665 |
40.7% |
25,347 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.01 |
87.87 |
84.23 |
|
R3 |
87.29 |
86.15 |
83.75 |
|
R2 |
85.57 |
85.57 |
83.60 |
|
R1 |
84.43 |
84.43 |
83.44 |
84.14 |
PP |
83.85 |
83.85 |
83.85 |
83.71 |
S1 |
82.71 |
82.71 |
83.12 |
82.42 |
S2 |
82.13 |
82.13 |
82.96 |
|
S3 |
80.41 |
80.99 |
82.81 |
|
S4 |
78.69 |
79.27 |
82.33 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.28 |
89.84 |
85.51 |
|
R3 |
89.29 |
87.85 |
84.97 |
|
R2 |
87.30 |
87.30 |
84.78 |
|
R1 |
85.86 |
85.86 |
84.60 |
85.59 |
PP |
85.31 |
85.31 |
85.31 |
85.17 |
S1 |
83.87 |
83.87 |
84.24 |
83.60 |
S2 |
83.32 |
83.32 |
84.06 |
|
S3 |
81.33 |
81.88 |
83.87 |
|
S4 |
79.34 |
79.89 |
83.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.20 |
82.75 |
3.45 |
4.1% |
1.97 |
2.4% |
15% |
False |
False |
5,690 |
10 |
86.75 |
82.75 |
4.00 |
4.8% |
1.50 |
1.8% |
13% |
False |
False |
5,652 |
20 |
87.37 |
79.84 |
7.53 |
9.0% |
1.30 |
1.6% |
46% |
False |
False |
6,316 |
40 |
87.37 |
78.15 |
9.22 |
11.1% |
1.02 |
1.2% |
56% |
False |
False |
5,451 |
60 |
87.37 |
75.91 |
11.46 |
13.8% |
0.90 |
1.1% |
64% |
False |
False |
4,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.31 |
2.618 |
89.50 |
1.618 |
87.78 |
1.000 |
86.72 |
0.618 |
86.06 |
HIGH |
85.00 |
0.618 |
84.34 |
0.500 |
84.14 |
0.382 |
83.94 |
LOW |
83.28 |
0.618 |
82.22 |
1.000 |
81.56 |
1.618 |
80.50 |
2.618 |
78.78 |
4.250 |
75.97 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
84.14 |
84.39 |
PP |
83.85 |
84.02 |
S1 |
83.57 |
83.65 |
|