NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
87.15 |
86.03 |
-1.12 |
-1.3% |
86.93 |
High |
87.46 |
86.59 |
-0.87 |
-1.0% |
87.46 |
Low |
85.72 |
84.30 |
-1.42 |
-1.7% |
84.30 |
Close |
86.13 |
84.75 |
-1.38 |
-1.6% |
84.75 |
Range |
1.74 |
2.29 |
0.55 |
31.6% |
3.16 |
ATR |
1.66 |
1.71 |
0.04 |
2.7% |
0.00 |
Volume |
21,902 |
20,705 |
-1,197 |
-5.5% |
91,786 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.08 |
90.71 |
86.01 |
|
R3 |
89.79 |
88.42 |
85.38 |
|
R2 |
87.50 |
87.50 |
85.17 |
|
R1 |
86.13 |
86.13 |
84.96 |
85.67 |
PP |
85.21 |
85.21 |
85.21 |
84.99 |
S1 |
83.84 |
83.84 |
84.54 |
83.38 |
S2 |
82.92 |
82.92 |
84.33 |
|
S3 |
80.63 |
81.55 |
84.12 |
|
S4 |
78.34 |
79.26 |
83.49 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.98 |
93.03 |
86.49 |
|
R3 |
91.82 |
89.87 |
85.62 |
|
R2 |
88.66 |
88.66 |
85.33 |
|
R1 |
86.71 |
86.71 |
85.04 |
86.11 |
PP |
85.50 |
85.50 |
85.50 |
85.20 |
S1 |
83.55 |
83.55 |
84.46 |
82.95 |
S2 |
82.34 |
82.34 |
84.17 |
|
S3 |
79.18 |
80.39 |
83.88 |
|
S4 |
76.02 |
77.23 |
83.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.46 |
84.30 |
3.16 |
3.7% |
1.55 |
1.8% |
14% |
False |
True |
18,357 |
10 |
87.80 |
83.98 |
3.82 |
4.5% |
1.78 |
2.1% |
20% |
False |
False |
23,133 |
20 |
87.80 |
79.39 |
8.41 |
9.9% |
1.73 |
2.0% |
64% |
False |
False |
21,647 |
40 |
87.80 |
75.70 |
12.10 |
14.3% |
1.62 |
1.9% |
75% |
False |
False |
17,458 |
60 |
87.80 |
75.70 |
12.10 |
14.3% |
1.59 |
1.9% |
75% |
False |
False |
14,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.32 |
2.618 |
92.59 |
1.618 |
90.30 |
1.000 |
88.88 |
0.618 |
88.01 |
HIGH |
86.59 |
0.618 |
85.72 |
0.500 |
85.45 |
0.382 |
85.17 |
LOW |
84.30 |
0.618 |
82.88 |
1.000 |
82.01 |
1.618 |
80.59 |
2.618 |
78.30 |
4.250 |
74.57 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
85.45 |
85.88 |
PP |
85.21 |
85.50 |
S1 |
84.98 |
85.13 |
|