NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
78.04 |
77.62 |
-0.42 |
-0.5% |
75.60 |
| High |
78.86 |
77.66 |
-1.20 |
-1.5% |
77.57 |
| Low |
77.28 |
76.04 |
-1.24 |
-1.6% |
74.24 |
| Close |
77.83 |
77.12 |
-0.71 |
-0.9% |
77.37 |
| Range |
1.58 |
1.62 |
0.04 |
2.5% |
3.33 |
| ATR |
1.96 |
1.94 |
-0.01 |
-0.6% |
0.00 |
| Volume |
207,335 |
238,912 |
31,577 |
15.2% |
689,353 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.80 |
81.08 |
78.01 |
|
| R3 |
80.18 |
79.46 |
77.57 |
|
| R2 |
78.56 |
78.56 |
77.42 |
|
| R1 |
77.84 |
77.84 |
77.27 |
77.39 |
| PP |
76.94 |
76.94 |
76.94 |
76.72 |
| S1 |
76.22 |
76.22 |
76.97 |
75.77 |
| S2 |
75.32 |
75.32 |
76.82 |
|
| S3 |
73.70 |
74.60 |
76.67 |
|
| S4 |
72.08 |
72.98 |
76.23 |
|
|
| 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 |
75.45 |
3.41 |
4.4% |
1.69 |
2.2% |
49% |
False |
False |
222,333 |
| 10 |
78.86 |
73.31 |
5.55 |
7.2% |
1.91 |
2.5% |
69% |
False |
False |
196,827 |
| 20 |
78.86 |
71.49 |
7.37 |
9.6% |
1.95 |
2.5% |
76% |
False |
False |
149,801 |
| 40 |
83.91 |
71.49 |
12.42 |
16.1% |
1.95 |
2.5% |
45% |
False |
False |
95,003 |
| 60 |
83.91 |
71.49 |
12.42 |
16.1% |
2.00 |
2.6% |
45% |
False |
False |
67,897 |
| 80 |
83.91 |
70.96 |
12.95 |
16.8% |
2.04 |
2.6% |
48% |
False |
False |
54,066 |
| 100 |
93.14 |
70.96 |
22.18 |
28.8% |
2.07 |
2.7% |
28% |
False |
False |
45,926 |
| 120 |
93.14 |
70.96 |
22.18 |
28.8% |
1.92 |
2.5% |
28% |
False |
False |
39,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.55 |
|
2.618 |
81.90 |
|
1.618 |
80.28 |
|
1.000 |
79.28 |
|
0.618 |
78.66 |
|
HIGH |
77.66 |
|
0.618 |
77.04 |
|
0.500 |
76.85 |
|
0.382 |
76.66 |
|
LOW |
76.04 |
|
0.618 |
75.04 |
|
1.000 |
74.42 |
|
1.618 |
73.42 |
|
2.618 |
71.80 |
|
4.250 |
69.16 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.03 |
77.45 |
| PP |
76.94 |
77.34 |
| S1 |
76.85 |
77.23 |
|