NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.20 |
74.79 |
-1.41 |
-1.9% |
77.40 |
| High |
76.37 |
76.00 |
-0.37 |
-0.5% |
78.86 |
| Low |
74.67 |
73.84 |
-0.83 |
-1.1% |
74.10 |
| Close |
74.97 |
74.71 |
-0.26 |
-0.3% |
74.92 |
| Range |
1.70 |
2.16 |
0.46 |
27.1% |
4.76 |
| ATR |
1.98 |
1.99 |
0.01 |
0.7% |
0.00 |
| Volume |
300,714 |
326,730 |
26,016 |
8.7% |
1,184,120 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.33 |
80.18 |
75.90 |
|
| R3 |
79.17 |
78.02 |
75.30 |
|
| R2 |
77.01 |
77.01 |
75.11 |
|
| R1 |
75.86 |
75.86 |
74.91 |
75.36 |
| PP |
74.85 |
74.85 |
74.85 |
74.60 |
| S1 |
73.70 |
73.70 |
74.51 |
73.20 |
| S2 |
72.69 |
72.69 |
74.31 |
|
| S3 |
70.53 |
71.54 |
74.12 |
|
| S4 |
68.37 |
69.38 |
73.52 |
|
|
| 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 |
77.10 |
73.84 |
3.26 |
4.4% |
2.08 |
2.8% |
27% |
False |
True |
269,337 |
| 10 |
78.86 |
73.84 |
5.02 |
6.7% |
1.89 |
2.5% |
17% |
False |
True |
245,835 |
| 20 |
78.86 |
71.49 |
7.37 |
9.9% |
2.03 |
2.7% |
44% |
False |
False |
198,188 |
| 40 |
83.91 |
71.49 |
12.42 |
16.6% |
1.96 |
2.6% |
26% |
False |
False |
126,010 |
| 60 |
83.91 |
71.49 |
12.42 |
16.6% |
2.02 |
2.7% |
26% |
False |
False |
89,284 |
| 80 |
83.91 |
71.49 |
12.42 |
16.6% |
2.02 |
2.7% |
26% |
False |
False |
70,131 |
| 100 |
93.14 |
70.96 |
22.18 |
29.7% |
2.12 |
2.8% |
17% |
False |
False |
58,844 |
| 120 |
93.14 |
70.96 |
22.18 |
29.7% |
1.96 |
2.6% |
17% |
False |
False |
50,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.18 |
|
2.618 |
81.65 |
|
1.618 |
79.49 |
|
1.000 |
78.16 |
|
0.618 |
77.33 |
|
HIGH |
76.00 |
|
0.618 |
75.17 |
|
0.500 |
74.92 |
|
0.382 |
74.67 |
|
LOW |
73.84 |
|
0.618 |
72.51 |
|
1.000 |
71.68 |
|
1.618 |
70.35 |
|
2.618 |
68.19 |
|
4.250 |
64.66 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.92 |
75.31 |
| PP |
74.85 |
75.11 |
| S1 |
74.78 |
74.91 |
|