NYMEX Light Sweet Crude Oil Future November 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 |
77.40 |
78.04 |
0.64 |
0.8% |
75.60 |
| High |
78.78 |
78.86 |
0.08 |
0.1% |
77.57 |
| Low |
77.40 |
77.28 |
-0.12 |
-0.2% |
74.24 |
| Close |
78.03 |
77.83 |
-0.20 |
-0.3% |
77.37 |
| Range |
1.38 |
1.58 |
0.20 |
14.5% |
3.33 |
| ATR |
1.99 |
1.96 |
-0.03 |
-1.5% |
0.00 |
| Volume |
295,531 |
207,335 |
-88,196 |
-29.8% |
689,353 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.73 |
81.86 |
78.70 |
|
| R3 |
81.15 |
80.28 |
78.26 |
|
| R2 |
79.57 |
79.57 |
78.12 |
|
| R1 |
78.70 |
78.70 |
77.97 |
78.35 |
| PP |
77.99 |
77.99 |
77.99 |
77.81 |
| S1 |
77.12 |
77.12 |
77.69 |
76.77 |
| S2 |
76.41 |
76.41 |
77.54 |
|
| S3 |
74.83 |
75.54 |
77.40 |
|
| S4 |
73.25 |
73.96 |
76.96 |
|
|
| 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 |
78.86 |
75.10 |
3.76 |
4.8% |
1.77 |
2.3% |
73% |
True |
False |
209,672 |
| 10 |
78.86 |
73.08 |
5.78 |
7.4% |
2.04 |
2.6% |
82% |
True |
False |
184,565 |
| 20 |
78.86 |
71.49 |
7.37 |
9.5% |
1.96 |
2.5% |
86% |
True |
False |
139,906 |
| 40 |
83.91 |
71.49 |
12.42 |
16.0% |
1.96 |
2.5% |
51% |
False |
False |
89,418 |
| 60 |
83.91 |
71.49 |
12.42 |
16.0% |
2.00 |
2.6% |
51% |
False |
False |
64,058 |
| 80 |
83.91 |
70.96 |
12.95 |
16.6% |
2.04 |
2.6% |
53% |
False |
False |
51,274 |
| 100 |
93.14 |
70.96 |
22.18 |
28.5% |
2.07 |
2.7% |
31% |
False |
False |
43,633 |
| 120 |
93.14 |
70.96 |
22.18 |
28.5% |
1.91 |
2.5% |
31% |
False |
False |
37,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.58 |
|
2.618 |
83.00 |
|
1.618 |
81.42 |
|
1.000 |
80.44 |
|
0.618 |
79.84 |
|
HIGH |
78.86 |
|
0.618 |
78.26 |
|
0.500 |
78.07 |
|
0.382 |
77.88 |
|
LOW |
77.28 |
|
0.618 |
76.30 |
|
1.000 |
75.70 |
|
1.618 |
74.72 |
|
2.618 |
73.14 |
|
4.250 |
70.57 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.07 |
77.65 |
| PP |
77.99 |
77.46 |
| S1 |
77.91 |
77.28 |
|