NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
74.82 |
76.20 |
1.38 |
1.8% |
77.40 |
| High |
76.77 |
76.37 |
-0.40 |
-0.5% |
78.86 |
| Low |
74.58 |
74.67 |
0.09 |
0.1% |
74.10 |
| Close |
76.19 |
74.97 |
-1.22 |
-1.6% |
74.92 |
| Range |
2.19 |
1.70 |
-0.49 |
-22.4% |
4.76 |
| ATR |
2.00 |
1.98 |
-0.02 |
-1.1% |
0.00 |
| Volume |
276,903 |
300,714 |
23,811 |
8.6% |
1,184,120 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.44 |
79.40 |
75.91 |
|
| R3 |
78.74 |
77.70 |
75.44 |
|
| R2 |
77.04 |
77.04 |
75.28 |
|
| R1 |
76.00 |
76.00 |
75.13 |
75.67 |
| PP |
75.34 |
75.34 |
75.34 |
75.17 |
| S1 |
74.30 |
74.30 |
74.81 |
73.97 |
| S2 |
73.64 |
73.64 |
74.66 |
|
| S3 |
71.94 |
72.60 |
74.50 |
|
| S4 |
70.24 |
70.90 |
74.04 |
|
|
| 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 |
77.66 |
74.10 |
3.56 |
4.7% |
1.98 |
2.6% |
24% |
False |
False |
251,774 |
| 10 |
78.86 |
74.10 |
4.76 |
6.3% |
1.87 |
2.5% |
18% |
False |
False |
230,723 |
| 20 |
78.86 |
71.49 |
7.37 |
9.8% |
2.00 |
2.7% |
47% |
False |
False |
184,663 |
| 40 |
83.91 |
71.49 |
12.42 |
16.6% |
1.97 |
2.6% |
28% |
False |
False |
118,158 |
| 60 |
83.91 |
71.49 |
12.42 |
16.6% |
2.00 |
2.7% |
28% |
False |
False |
84,057 |
| 80 |
83.91 |
71.49 |
12.42 |
16.6% |
2.01 |
2.7% |
28% |
False |
False |
66,183 |
| 100 |
93.14 |
70.96 |
22.18 |
29.6% |
2.11 |
2.8% |
18% |
False |
False |
55,714 |
| 120 |
93.14 |
70.96 |
22.18 |
29.6% |
1.95 |
2.6% |
18% |
False |
False |
48,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.60 |
|
2.618 |
80.82 |
|
1.618 |
79.12 |
|
1.000 |
78.07 |
|
0.618 |
77.42 |
|
HIGH |
76.37 |
|
0.618 |
75.72 |
|
0.500 |
75.52 |
|
0.382 |
75.32 |
|
LOW |
74.67 |
|
0.618 |
73.62 |
|
1.000 |
72.97 |
|
1.618 |
71.92 |
|
2.618 |
70.22 |
|
4.250 |
67.45 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.52 |
75.44 |
| PP |
75.34 |
75.28 |
| S1 |
75.15 |
75.13 |
|