NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
75.63 |
74.82 |
-0.81 |
-1.1% |
77.40 |
| High |
76.70 |
76.77 |
0.07 |
0.1% |
78.86 |
| Low |
74.10 |
74.58 |
0.48 |
0.6% |
74.10 |
| Close |
74.92 |
76.19 |
1.27 |
1.7% |
74.92 |
| Range |
2.60 |
2.19 |
-0.41 |
-15.8% |
4.76 |
| ATR |
1.98 |
2.00 |
0.01 |
0.8% |
0.00 |
| Volume |
211,074 |
276,903 |
65,829 |
31.2% |
1,184,120 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.42 |
81.49 |
77.39 |
|
| R3 |
80.23 |
79.30 |
76.79 |
|
| R2 |
78.04 |
78.04 |
76.59 |
|
| R1 |
77.11 |
77.11 |
76.39 |
77.58 |
| PP |
75.85 |
75.85 |
75.85 |
76.08 |
| S1 |
74.92 |
74.92 |
75.99 |
75.39 |
| S2 |
73.66 |
73.66 |
75.79 |
|
| S3 |
71.47 |
72.73 |
75.59 |
|
| S4 |
69.28 |
70.54 |
74.99 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.24 |
87.34 |
77.54 |
|
| R3 |
85.48 |
82.58 |
76.23 |
|
| R2 |
80.72 |
80.72 |
75.79 |
|
| R1 |
77.82 |
77.82 |
75.36 |
76.89 |
| PP |
75.96 |
75.96 |
75.96 |
75.50 |
| S1 |
73.06 |
73.06 |
74.48 |
72.13 |
| S2 |
71.20 |
71.20 |
74.05 |
|
| S3 |
66.44 |
68.30 |
73.61 |
|
| S4 |
61.68 |
63.54 |
72.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.86 |
74.10 |
4.76 |
6.2% |
1.95 |
2.6% |
44% |
False |
False |
233,098 |
| 10 |
78.86 |
74.10 |
4.76 |
6.2% |
1.91 |
2.5% |
44% |
False |
False |
215,037 |
| 20 |
78.86 |
71.49 |
7.37 |
9.7% |
2.01 |
2.6% |
64% |
False |
False |
172,678 |
| 40 |
83.91 |
71.49 |
12.42 |
16.3% |
1.96 |
2.6% |
38% |
False |
False |
110,971 |
| 60 |
83.91 |
71.49 |
12.42 |
16.3% |
2.03 |
2.7% |
38% |
False |
False |
79,257 |
| 80 |
83.91 |
71.49 |
12.42 |
16.3% |
2.04 |
2.7% |
38% |
False |
False |
62,585 |
| 100 |
93.14 |
70.96 |
22.18 |
29.1% |
2.10 |
2.8% |
24% |
False |
False |
52,816 |
| 120 |
93.14 |
70.96 |
22.18 |
29.1% |
1.94 |
2.6% |
24% |
False |
False |
45,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.08 |
|
2.618 |
82.50 |
|
1.618 |
80.31 |
|
1.000 |
78.96 |
|
0.618 |
78.12 |
|
HIGH |
76.77 |
|
0.618 |
75.93 |
|
0.500 |
75.68 |
|
0.382 |
75.42 |
|
LOW |
74.58 |
|
0.618 |
73.23 |
|
1.000 |
72.39 |
|
1.618 |
71.04 |
|
2.618 |
68.85 |
|
4.250 |
65.27 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.02 |
75.99 |
| PP |
75.85 |
75.80 |
| S1 |
75.68 |
75.60 |
|