NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
86.93 |
85.47 |
-1.46 |
-1.7% |
85.74 |
| High |
86.93 |
86.23 |
-0.70 |
-0.8% |
87.80 |
| Low |
85.72 |
84.93 |
-0.79 |
-0.9% |
83.98 |
| Close |
86.12 |
85.74 |
-0.38 |
-0.4% |
86.23 |
| Range |
1.21 |
1.30 |
0.09 |
7.4% |
3.82 |
| ATR |
1.71 |
1.68 |
-0.03 |
-1.7% |
0.00 |
| Volume |
16,696 |
15,554 |
-1,142 |
-6.8% |
139,547 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.53 |
88.94 |
86.46 |
|
| R3 |
88.23 |
87.64 |
86.10 |
|
| R2 |
86.93 |
86.93 |
85.98 |
|
| R1 |
86.34 |
86.34 |
85.86 |
86.64 |
| PP |
85.63 |
85.63 |
85.63 |
85.78 |
| S1 |
85.04 |
85.04 |
85.62 |
85.34 |
| S2 |
84.33 |
84.33 |
85.50 |
|
| S3 |
83.03 |
83.74 |
85.38 |
|
| S4 |
81.73 |
82.44 |
85.03 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.46 |
95.67 |
88.33 |
|
| R3 |
93.64 |
91.85 |
87.28 |
|
| R2 |
89.82 |
89.82 |
86.93 |
|
| R1 |
88.03 |
88.03 |
86.58 |
88.93 |
| PP |
86.00 |
86.00 |
86.00 |
86.45 |
| S1 |
84.21 |
84.21 |
85.88 |
85.11 |
| S2 |
82.18 |
82.18 |
85.53 |
|
| S3 |
78.36 |
80.39 |
85.18 |
|
| S4 |
74.54 |
76.57 |
84.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.76 |
|
2.618 |
89.63 |
|
1.618 |
88.33 |
|
1.000 |
87.53 |
|
0.618 |
87.03 |
|
HIGH |
86.23 |
|
0.618 |
85.73 |
|
0.500 |
85.58 |
|
0.382 |
85.43 |
|
LOW |
84.93 |
|
0.618 |
84.13 |
|
1.000 |
83.63 |
|
1.618 |
82.83 |
|
2.618 |
81.53 |
|
4.250 |
79.41 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.69 |
85.65 |
| PP |
85.63 |
85.55 |
| S1 |
85.58 |
85.46 |
|