NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.36 |
77.17 |
0.81 |
1.1% |
74.30 |
| High |
78.04 |
77.99 |
-0.05 |
-0.1% |
76.73 |
| Low |
76.36 |
76.21 |
-0.15 |
-0.2% |
72.63 |
| Close |
77.19 |
76.80 |
-0.39 |
-0.5% |
76.45 |
| Range |
1.68 |
1.78 |
0.10 |
6.0% |
4.10 |
| ATR |
2.12 |
2.10 |
-0.02 |
-1.2% |
0.00 |
| Volume |
314,338 |
376,905 |
62,567 |
19.9% |
1,434,780 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.34 |
81.35 |
77.78 |
|
| R3 |
80.56 |
79.57 |
77.29 |
|
| R2 |
78.78 |
78.78 |
77.13 |
|
| R1 |
77.79 |
77.79 |
76.96 |
77.40 |
| PP |
77.00 |
77.00 |
77.00 |
76.80 |
| S1 |
76.01 |
76.01 |
76.64 |
75.62 |
| S2 |
75.22 |
75.22 |
76.47 |
|
| S3 |
73.44 |
74.23 |
76.31 |
|
| S4 |
71.66 |
72.45 |
75.82 |
|
|
| 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 |
73.37 |
4.67 |
6.1% |
1.98 |
2.6% |
73% |
False |
False |
349,344 |
| 10 |
78.04 |
71.53 |
6.51 |
8.5% |
2.22 |
2.9% |
81% |
False |
False |
362,530 |
| 20 |
78.04 |
70.76 |
7.28 |
9.5% |
2.08 |
2.7% |
83% |
False |
False |
321,797 |
| 40 |
83.40 |
70.76 |
12.64 |
16.5% |
2.05 |
2.7% |
48% |
False |
False |
207,575 |
| 60 |
83.40 |
70.76 |
12.64 |
16.5% |
2.10 |
2.7% |
48% |
False |
False |
148,460 |
| 80 |
83.40 |
70.35 |
13.05 |
17.0% |
2.15 |
2.8% |
49% |
False |
False |
116,630 |
| 100 |
92.75 |
70.35 |
22.40 |
29.2% |
2.21 |
2.9% |
29% |
False |
False |
96,868 |
| 120 |
92.75 |
70.35 |
22.40 |
29.2% |
2.06 |
2.7% |
29% |
False |
False |
82,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.56 |
|
2.618 |
82.65 |
|
1.618 |
80.87 |
|
1.000 |
79.77 |
|
0.618 |
79.09 |
|
HIGH |
77.99 |
|
0.618 |
77.31 |
|
0.500 |
77.10 |
|
0.382 |
76.89 |
|
LOW |
76.21 |
|
0.618 |
75.11 |
|
1.000 |
74.43 |
|
1.618 |
73.33 |
|
2.618 |
71.55 |
|
4.250 |
68.65 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.10 |
76.60 |
| PP |
77.00 |
76.40 |
| S1 |
76.90 |
76.21 |
|