NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
77.62 |
76.86 |
-0.76 |
-1.0% |
75.60 |
| High |
77.66 |
77.10 |
-0.56 |
-0.7% |
77.57 |
| Low |
76.04 |
75.33 |
-0.71 |
-0.9% |
74.24 |
| Close |
77.12 |
75.74 |
-1.38 |
-1.8% |
77.37 |
| Range |
1.62 |
1.77 |
0.15 |
9.3% |
3.33 |
| ATR |
1.94 |
1.93 |
-0.01 |
-0.6% |
0.00 |
| Volume |
238,912 |
231,268 |
-7,644 |
-3.2% |
689,353 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.37 |
80.32 |
76.71 |
|
| R3 |
79.60 |
78.55 |
76.23 |
|
| R2 |
77.83 |
77.83 |
76.06 |
|
| R1 |
76.78 |
76.78 |
75.90 |
76.42 |
| PP |
76.06 |
76.06 |
76.06 |
75.88 |
| S1 |
75.01 |
75.01 |
75.58 |
74.65 |
| S2 |
74.29 |
74.29 |
75.42 |
|
| S3 |
72.52 |
73.24 |
75.25 |
|
| S4 |
70.75 |
71.47 |
74.77 |
|
|
| 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 |
75.33 |
3.53 |
4.7% |
1.65 |
2.2% |
12% |
False |
True |
233,701 |
| 10 |
78.86 |
74.24 |
4.62 |
6.1% |
1.84 |
2.4% |
32% |
False |
False |
201,878 |
| 20 |
78.86 |
71.49 |
7.37 |
9.7% |
1.95 |
2.6% |
58% |
False |
False |
156,272 |
| 40 |
83.91 |
71.49 |
12.42 |
16.4% |
1.94 |
2.6% |
34% |
False |
False |
100,335 |
| 60 |
83.91 |
71.49 |
12.42 |
16.4% |
2.00 |
2.6% |
34% |
False |
False |
71,615 |
| 80 |
83.91 |
70.96 |
12.95 |
17.1% |
2.04 |
2.7% |
37% |
False |
False |
56,776 |
| 100 |
93.14 |
70.96 |
22.18 |
29.3% |
2.08 |
2.7% |
22% |
False |
False |
48,108 |
| 120 |
93.14 |
70.96 |
22.18 |
29.3% |
1.92 |
2.5% |
22% |
False |
False |
41,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.62 |
|
2.618 |
81.73 |
|
1.618 |
79.96 |
|
1.000 |
78.87 |
|
0.618 |
78.19 |
|
HIGH |
77.10 |
|
0.618 |
76.42 |
|
0.500 |
76.22 |
|
0.382 |
76.01 |
|
LOW |
75.33 |
|
0.618 |
74.24 |
|
1.000 |
73.56 |
|
1.618 |
72.47 |
|
2.618 |
70.70 |
|
4.250 |
67.81 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.22 |
77.10 |
| PP |
76.06 |
76.64 |
| S1 |
75.90 |
76.19 |
|