NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
74.79 |
74.84 |
0.05 |
0.1% |
77.40 |
| High |
76.00 |
75.61 |
-0.39 |
-0.5% |
78.86 |
| Low |
73.84 |
73.58 |
-0.26 |
-0.4% |
74.10 |
| Close |
74.71 |
75.18 |
0.47 |
0.6% |
74.92 |
| Range |
2.16 |
2.03 |
-0.13 |
-6.0% |
4.76 |
| ATR |
1.99 |
1.99 |
0.00 |
0.1% |
0.00 |
| Volume |
326,730 |
284,018 |
-42,712 |
-13.1% |
1,184,120 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.88 |
80.06 |
76.30 |
|
| R3 |
78.85 |
78.03 |
75.74 |
|
| R2 |
76.82 |
76.82 |
75.55 |
|
| R1 |
76.00 |
76.00 |
75.37 |
76.41 |
| PP |
74.79 |
74.79 |
74.79 |
75.00 |
| S1 |
73.97 |
73.97 |
74.99 |
74.38 |
| S2 |
72.76 |
72.76 |
74.81 |
|
| S3 |
70.73 |
71.94 |
74.62 |
|
| S4 |
68.70 |
69.91 |
74.06 |
|
|
| 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 |
76.77 |
73.58 |
3.19 |
4.2% |
2.14 |
2.8% |
50% |
False |
True |
279,887 |
| 10 |
78.86 |
73.58 |
5.28 |
7.0% |
1.89 |
2.5% |
30% |
False |
True |
256,794 |
| 20 |
78.86 |
73.08 |
5.78 |
7.7% |
2.03 |
2.7% |
36% |
False |
False |
207,214 |
| 40 |
83.91 |
71.49 |
12.42 |
16.5% |
1.97 |
2.6% |
30% |
False |
False |
132,621 |
| 60 |
83.91 |
71.49 |
12.42 |
16.5% |
2.00 |
2.7% |
30% |
False |
False |
93,877 |
| 80 |
83.91 |
71.49 |
12.42 |
16.5% |
2.01 |
2.7% |
30% |
False |
False |
73,540 |
| 100 |
92.17 |
70.96 |
21.21 |
28.2% |
2.13 |
2.8% |
20% |
False |
False |
61,581 |
| 120 |
93.14 |
70.96 |
22.18 |
29.5% |
1.97 |
2.6% |
19% |
False |
False |
53,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.24 |
|
2.618 |
80.92 |
|
1.618 |
78.89 |
|
1.000 |
77.64 |
|
0.618 |
76.86 |
|
HIGH |
75.61 |
|
0.618 |
74.83 |
|
0.500 |
74.60 |
|
0.382 |
74.36 |
|
LOW |
73.58 |
|
0.618 |
72.33 |
|
1.000 |
71.55 |
|
1.618 |
70.30 |
|
2.618 |
68.27 |
|
4.250 |
64.95 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.99 |
75.11 |
| PP |
74.79 |
75.04 |
| S1 |
74.60 |
74.98 |
|