NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
74.40 |
76.36 |
1.96 |
2.6% |
74.30 |
| High |
76.73 |
78.04 |
1.31 |
1.7% |
76.73 |
| Low |
74.37 |
76.36 |
1.99 |
2.7% |
72.63 |
| Close |
76.45 |
77.19 |
0.74 |
1.0% |
76.45 |
| Range |
2.36 |
1.68 |
-0.68 |
-28.8% |
4.10 |
| ATR |
2.16 |
2.12 |
-0.03 |
-1.6% |
0.00 |
| Volume |
394,662 |
314,338 |
-80,324 |
-20.4% |
1,434,780 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.24 |
81.39 |
78.11 |
|
| R3 |
80.56 |
79.71 |
77.65 |
|
| R2 |
78.88 |
78.88 |
77.50 |
|
| R1 |
78.03 |
78.03 |
77.34 |
78.46 |
| PP |
77.20 |
77.20 |
77.20 |
77.41 |
| S1 |
76.35 |
76.35 |
77.04 |
76.78 |
| S2 |
75.52 |
75.52 |
76.88 |
|
| S3 |
73.84 |
74.67 |
76.73 |
|
| S4 |
72.16 |
72.99 |
76.27 |
|
|
| 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 |
78.04 |
72.63 |
5.41 |
7.0% |
2.03 |
2.6% |
84% |
True |
False |
349,823 |
| 10 |
78.04 |
71.53 |
6.51 |
8.4% |
2.20 |
2.8% |
87% |
True |
False |
348,926 |
| 20 |
78.04 |
70.76 |
7.28 |
9.4% |
2.05 |
2.7% |
88% |
True |
False |
308,478 |
| 40 |
83.40 |
70.76 |
12.64 |
16.4% |
2.06 |
2.7% |
51% |
False |
False |
198,863 |
| 60 |
83.40 |
70.76 |
12.64 |
16.4% |
2.09 |
2.7% |
51% |
False |
False |
142,669 |
| 80 |
83.40 |
70.35 |
13.05 |
16.9% |
2.17 |
2.8% |
52% |
False |
False |
112,160 |
| 100 |
92.75 |
70.35 |
22.40 |
29.0% |
2.21 |
2.9% |
31% |
False |
False |
93,254 |
| 120 |
92.75 |
70.35 |
22.40 |
29.0% |
2.05 |
2.7% |
31% |
False |
False |
79,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.18 |
|
2.618 |
82.44 |
|
1.618 |
80.76 |
|
1.000 |
79.72 |
|
0.618 |
79.08 |
|
HIGH |
78.04 |
|
0.618 |
77.40 |
|
0.500 |
77.20 |
|
0.382 |
77.00 |
|
LOW |
76.36 |
|
0.618 |
75.32 |
|
1.000 |
74.68 |
|
1.618 |
73.64 |
|
2.618 |
71.96 |
|
4.250 |
69.22 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.20 |
76.78 |
| PP |
77.20 |
76.37 |
| S1 |
77.19 |
75.96 |
|