NYMEX Light Sweet Crude Oil Future February 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 |
85.02 |
84.15 |
-0.87 |
-1.0% |
84.00 |
| High |
85.36 |
84.57 |
-0.79 |
-0.9% |
86.30 |
| Low |
83.98 |
83.17 |
-0.81 |
-1.0% |
82.31 |
| Close |
84.50 |
83.98 |
-0.52 |
-0.6% |
84.58 |
| Range |
1.38 |
1.40 |
0.02 |
1.4% |
3.99 |
| ATR |
1.82 |
1.79 |
-0.03 |
-1.6% |
0.00 |
| Volume |
35,901 |
23,245 |
-12,656 |
-35.3% |
158,471 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.11 |
87.44 |
84.75 |
|
| R3 |
86.71 |
86.04 |
84.37 |
|
| R2 |
85.31 |
85.31 |
84.24 |
|
| R1 |
84.64 |
84.64 |
84.11 |
84.28 |
| PP |
83.91 |
83.91 |
83.91 |
83.72 |
| S1 |
83.24 |
83.24 |
83.85 |
82.88 |
| S2 |
82.51 |
82.51 |
83.72 |
|
| S3 |
81.11 |
81.84 |
83.60 |
|
| S4 |
79.71 |
80.44 |
83.21 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.37 |
94.46 |
86.77 |
|
| R3 |
92.38 |
90.47 |
85.68 |
|
| R2 |
88.39 |
88.39 |
85.31 |
|
| R1 |
86.48 |
86.48 |
84.95 |
87.44 |
| PP |
84.40 |
84.40 |
84.40 |
84.87 |
| S1 |
82.49 |
82.49 |
84.21 |
83.45 |
| S2 |
80.41 |
80.41 |
83.85 |
|
| S3 |
76.42 |
78.50 |
83.48 |
|
| S4 |
72.43 |
74.51 |
82.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.30 |
82.31 |
3.99 |
4.8% |
2.06 |
2.5% |
42% |
False |
False |
32,744 |
| 10 |
86.30 |
78.83 |
7.47 |
8.9% |
1.94 |
2.3% |
69% |
False |
False |
30,061 |
| 20 |
86.30 |
77.34 |
8.96 |
10.7% |
1.78 |
2.1% |
74% |
False |
False |
25,431 |
| 40 |
86.30 |
73.76 |
12.54 |
14.9% |
1.68 |
2.0% |
81% |
False |
False |
18,568 |
| 60 |
86.30 |
73.76 |
12.54 |
14.9% |
1.58 |
1.9% |
81% |
False |
False |
14,084 |
| 80 |
86.30 |
73.76 |
12.54 |
14.9% |
1.47 |
1.7% |
81% |
False |
False |
11,067 |
| 100 |
86.30 |
72.76 |
13.54 |
16.1% |
1.39 |
1.7% |
83% |
False |
False |
9,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.52 |
|
2.618 |
88.24 |
|
1.618 |
86.84 |
|
1.000 |
85.97 |
|
0.618 |
85.44 |
|
HIGH |
84.57 |
|
0.618 |
84.04 |
|
0.500 |
83.87 |
|
0.382 |
83.70 |
|
LOW |
83.17 |
|
0.618 |
82.30 |
|
1.000 |
81.77 |
|
1.618 |
80.90 |
|
2.618 |
79.50 |
|
4.250 |
77.22 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.94 |
83.93 |
| PP |
83.91 |
83.88 |
| S1 |
83.87 |
83.84 |
|