NYMEX Light Sweet Crude Oil Future November 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 |
76.50 |
75.74 |
-0.76 |
-1.0% |
75.60 |
| High |
77.45 |
77.57 |
0.12 |
0.2% |
77.57 |
| Low |
75.45 |
75.69 |
0.24 |
0.3% |
74.24 |
| Close |
75.79 |
77.37 |
1.58 |
2.1% |
77.37 |
| Range |
2.00 |
1.88 |
-0.12 |
-6.0% |
3.33 |
| ATR |
2.04 |
2.03 |
-0.01 |
-0.6% |
0.00 |
| Volume |
174,429 |
195,462 |
21,033 |
12.1% |
689,353 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.52 |
81.82 |
78.40 |
|
| R3 |
80.64 |
79.94 |
77.89 |
|
| R2 |
78.76 |
78.76 |
77.71 |
|
| R1 |
78.06 |
78.06 |
77.54 |
78.41 |
| PP |
76.88 |
76.88 |
76.88 |
77.05 |
| S1 |
76.18 |
76.18 |
77.20 |
76.53 |
| S2 |
75.00 |
75.00 |
77.03 |
|
| S3 |
73.12 |
74.30 |
76.85 |
|
| S4 |
71.24 |
72.42 |
76.34 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.38 |
85.21 |
79.20 |
|
| R3 |
83.05 |
81.88 |
78.29 |
|
| R2 |
79.72 |
79.72 |
77.98 |
|
| R1 |
78.55 |
78.55 |
77.68 |
79.14 |
| PP |
76.39 |
76.39 |
76.39 |
76.69 |
| S1 |
75.22 |
75.22 |
77.06 |
75.81 |
| S2 |
73.06 |
73.06 |
76.76 |
|
| S3 |
69.73 |
71.89 |
76.45 |
|
| S4 |
66.40 |
68.56 |
75.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.57 |
74.24 |
3.33 |
4.3% |
2.03 |
2.6% |
94% |
True |
False |
172,028 |
| 10 |
77.57 |
73.08 |
4.49 |
5.8% |
2.20 |
2.8% |
96% |
True |
False |
167,923 |
| 20 |
77.82 |
71.49 |
6.33 |
8.2% |
1.94 |
2.5% |
93% |
False |
False |
121,505 |
| 40 |
83.91 |
71.49 |
12.42 |
16.1% |
1.98 |
2.6% |
47% |
False |
False |
77,497 |
| 60 |
83.91 |
71.49 |
12.42 |
16.1% |
2.00 |
2.6% |
47% |
False |
False |
56,161 |
| 80 |
83.91 |
70.96 |
12.95 |
16.7% |
2.07 |
2.7% |
49% |
False |
False |
45,300 |
| 100 |
93.14 |
70.96 |
22.18 |
28.7% |
2.07 |
2.7% |
29% |
False |
False |
38,807 |
| 120 |
93.14 |
70.96 |
22.18 |
28.7% |
1.90 |
2.5% |
29% |
False |
False |
33,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.56 |
|
2.618 |
82.49 |
|
1.618 |
80.61 |
|
1.000 |
79.45 |
|
0.618 |
78.73 |
|
HIGH |
77.57 |
|
0.618 |
76.85 |
|
0.500 |
76.63 |
|
0.382 |
76.41 |
|
LOW |
75.69 |
|
0.618 |
74.53 |
|
1.000 |
73.81 |
|
1.618 |
72.65 |
|
2.618 |
70.77 |
|
4.250 |
67.70 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.12 |
77.03 |
| PP |
76.88 |
76.68 |
| S1 |
76.63 |
76.34 |
|