NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.02 |
83.43 |
1.41 |
1.7% |
77.57 |
| High |
83.70 |
84.87 |
1.17 |
1.4% |
82.59 |
| Low |
81.84 |
83.11 |
1.27 |
1.6% |
76.51 |
| Close |
83.64 |
83.99 |
0.35 |
0.4% |
82.50 |
| Range |
1.86 |
1.76 |
-0.10 |
-5.4% |
6.08 |
| ATR |
1.90 |
1.89 |
-0.01 |
-0.5% |
0.00 |
| Volume |
173,782 |
223,945 |
50,163 |
28.9% |
832,839 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.27 |
88.39 |
84.96 |
|
| R3 |
87.51 |
86.63 |
84.47 |
|
| R2 |
85.75 |
85.75 |
84.31 |
|
| R1 |
84.87 |
84.87 |
84.15 |
85.31 |
| PP |
83.99 |
83.99 |
83.99 |
84.21 |
| S1 |
83.11 |
83.11 |
83.83 |
83.55 |
| S2 |
82.23 |
82.23 |
83.67 |
|
| S3 |
80.47 |
81.35 |
83.51 |
|
| S4 |
78.71 |
79.59 |
83.02 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.77 |
96.72 |
85.84 |
|
| R3 |
92.69 |
90.64 |
84.17 |
|
| R2 |
86.61 |
86.61 |
83.61 |
|
| R1 |
84.56 |
84.56 |
83.06 |
85.59 |
| PP |
80.53 |
80.53 |
80.53 |
81.05 |
| S1 |
78.48 |
78.48 |
81.94 |
79.51 |
| S2 |
74.45 |
74.45 |
81.39 |
|
| S3 |
68.37 |
72.40 |
80.83 |
|
| S4 |
62.29 |
66.32 |
79.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.87 |
78.84 |
6.03 |
7.2% |
1.86 |
2.2% |
85% |
True |
False |
197,962 |
| 10 |
84.87 |
75.10 |
9.77 |
11.6% |
1.88 |
2.2% |
91% |
True |
False |
179,040 |
| 20 |
84.87 |
75.10 |
9.77 |
11.6% |
1.83 |
2.2% |
91% |
True |
False |
156,003 |
| 40 |
84.87 |
72.35 |
12.52 |
14.9% |
1.91 |
2.3% |
93% |
True |
False |
123,738 |
| 60 |
84.87 |
72.35 |
12.52 |
14.9% |
1.92 |
2.3% |
93% |
True |
False |
98,627 |
| 80 |
84.87 |
72.35 |
12.52 |
14.9% |
1.98 |
2.4% |
93% |
True |
False |
83,677 |
| 100 |
84.87 |
71.50 |
13.37 |
15.9% |
2.11 |
2.5% |
93% |
True |
False |
78,044 |
| 120 |
93.55 |
71.50 |
22.05 |
26.3% |
2.14 |
2.6% |
57% |
False |
False |
74,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.35 |
|
2.618 |
89.48 |
|
1.618 |
87.72 |
|
1.000 |
86.63 |
|
0.618 |
85.96 |
|
HIGH |
84.87 |
|
0.618 |
84.20 |
|
0.500 |
83.99 |
|
0.382 |
83.78 |
|
LOW |
83.11 |
|
0.618 |
82.02 |
|
1.000 |
81.35 |
|
1.618 |
80.26 |
|
2.618 |
78.50 |
|
4.250 |
75.63 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.99 |
83.76 |
| PP |
83.99 |
83.52 |
| S1 |
83.99 |
83.29 |
|