NYMEX Light Sweet Crude Oil Future November 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 |
75.74 |
77.40 |
1.66 |
2.2% |
75.60 |
| High |
77.57 |
78.78 |
1.21 |
1.6% |
77.57 |
| Low |
75.69 |
77.40 |
1.71 |
2.3% |
74.24 |
| Close |
77.37 |
78.03 |
0.66 |
0.9% |
77.37 |
| Range |
1.88 |
1.38 |
-0.50 |
-26.6% |
3.33 |
| ATR |
2.03 |
1.99 |
-0.04 |
-2.2% |
0.00 |
| Volume |
195,462 |
295,531 |
100,069 |
51.2% |
689,353 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.21 |
81.50 |
78.79 |
|
| R3 |
80.83 |
80.12 |
78.41 |
|
| R2 |
79.45 |
79.45 |
78.28 |
|
| R1 |
78.74 |
78.74 |
78.16 |
79.10 |
| PP |
78.07 |
78.07 |
78.07 |
78.25 |
| S1 |
77.36 |
77.36 |
77.90 |
77.72 |
| S2 |
76.69 |
76.69 |
77.78 |
|
| S3 |
75.31 |
75.98 |
77.65 |
|
| S4 |
73.93 |
74.60 |
77.27 |
|
|
| 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 |
78.78 |
74.24 |
4.54 |
5.8% |
1.87 |
2.4% |
83% |
True |
False |
196,976 |
| 10 |
78.78 |
73.08 |
5.70 |
7.3% |
2.02 |
2.6% |
87% |
True |
False |
184,355 |
| 20 |
78.78 |
71.49 |
7.29 |
9.3% |
1.93 |
2.5% |
90% |
True |
False |
132,109 |
| 40 |
83.91 |
71.49 |
12.42 |
15.9% |
1.97 |
2.5% |
53% |
False |
False |
84,563 |
| 60 |
83.91 |
71.49 |
12.42 |
15.9% |
2.00 |
2.6% |
53% |
False |
False |
60,868 |
| 80 |
83.91 |
70.96 |
12.95 |
16.6% |
2.07 |
2.7% |
55% |
False |
False |
48,854 |
| 100 |
93.14 |
70.96 |
22.18 |
28.4% |
2.08 |
2.7% |
32% |
False |
False |
41,679 |
| 120 |
93.14 |
70.96 |
22.18 |
28.4% |
1.91 |
2.4% |
32% |
False |
False |
36,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.65 |
|
2.618 |
82.39 |
|
1.618 |
81.01 |
|
1.000 |
80.16 |
|
0.618 |
79.63 |
|
HIGH |
78.78 |
|
0.618 |
78.25 |
|
0.500 |
78.09 |
|
0.382 |
77.93 |
|
LOW |
77.40 |
|
0.618 |
76.55 |
|
1.000 |
76.02 |
|
1.618 |
75.17 |
|
2.618 |
73.79 |
|
4.250 |
71.54 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.09 |
77.73 |
| PP |
78.07 |
77.42 |
| S1 |
78.05 |
77.12 |
|