NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
74.92 |
74.40 |
-0.52 |
-0.7% |
74.30 |
| High |
75.96 |
76.73 |
0.77 |
1.0% |
76.73 |
| Low |
73.88 |
74.37 |
0.49 |
0.7% |
72.63 |
| Close |
74.15 |
76.45 |
2.30 |
3.1% |
76.45 |
| Range |
2.08 |
2.36 |
0.28 |
13.5% |
4.10 |
| ATR |
2.12 |
2.16 |
0.03 |
1.5% |
0.00 |
| Volume |
334,015 |
394,662 |
60,647 |
18.2% |
1,434,780 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.93 |
82.05 |
77.75 |
|
| R3 |
80.57 |
79.69 |
77.10 |
|
| R2 |
78.21 |
78.21 |
76.88 |
|
| R1 |
77.33 |
77.33 |
76.67 |
77.77 |
| PP |
75.85 |
75.85 |
75.85 |
76.07 |
| S1 |
74.97 |
74.97 |
76.23 |
75.41 |
| S2 |
73.49 |
73.49 |
76.02 |
|
| S3 |
71.13 |
72.61 |
75.80 |
|
| S4 |
68.77 |
70.25 |
75.15 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.57 |
86.11 |
78.71 |
|
| R3 |
83.47 |
82.01 |
77.58 |
|
| R2 |
79.37 |
79.37 |
77.20 |
|
| R1 |
77.91 |
77.91 |
76.83 |
78.64 |
| PP |
75.27 |
75.27 |
75.27 |
75.64 |
| S1 |
73.81 |
73.81 |
76.07 |
74.54 |
| S2 |
71.17 |
71.17 |
75.70 |
|
| S3 |
67.07 |
69.71 |
75.32 |
|
| S4 |
62.97 |
65.61 |
74.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.73 |
72.63 |
4.10 |
5.4% |
2.14 |
2.8% |
93% |
True |
False |
359,205 |
| 10 |
76.73 |
71.53 |
5.20 |
6.8% |
2.39 |
3.1% |
95% |
True |
False |
363,080 |
| 20 |
77.12 |
70.76 |
6.36 |
8.3% |
2.05 |
2.7% |
89% |
False |
False |
303,132 |
| 40 |
83.40 |
70.76 |
12.64 |
16.5% |
2.06 |
2.7% |
45% |
False |
False |
191,950 |
| 60 |
83.40 |
70.76 |
12.64 |
16.5% |
2.09 |
2.7% |
45% |
False |
False |
137,855 |
| 80 |
83.40 |
70.35 |
13.05 |
17.1% |
2.17 |
2.8% |
47% |
False |
False |
108,408 |
| 100 |
92.75 |
70.35 |
22.40 |
29.3% |
2.20 |
2.9% |
27% |
False |
False |
90,220 |
| 120 |
92.75 |
70.35 |
22.40 |
29.3% |
2.04 |
2.7% |
27% |
False |
False |
77,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.76 |
|
2.618 |
82.91 |
|
1.618 |
80.55 |
|
1.000 |
79.09 |
|
0.618 |
78.19 |
|
HIGH |
76.73 |
|
0.618 |
75.83 |
|
0.500 |
75.55 |
|
0.382 |
75.27 |
|
LOW |
74.37 |
|
0.618 |
72.91 |
|
1.000 |
72.01 |
|
1.618 |
70.55 |
|
2.618 |
68.19 |
|
4.250 |
64.34 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.15 |
75.98 |
| PP |
75.85 |
75.52 |
| S1 |
75.55 |
75.05 |
|