NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
74.84 |
74.95 |
0.11 |
0.1% |
74.82 |
| High |
75.61 |
76.68 |
1.07 |
1.4% |
76.77 |
| Low |
73.58 |
74.66 |
1.08 |
1.5% |
73.58 |
| Close |
75.18 |
76.49 |
1.31 |
1.7% |
76.49 |
| Range |
2.03 |
2.02 |
-0.01 |
-0.5% |
3.19 |
| ATR |
1.99 |
1.99 |
0.00 |
0.1% |
0.00 |
| Volume |
284,018 |
272,649 |
-11,369 |
-4.0% |
1,461,014 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.00 |
81.27 |
77.60 |
|
| R3 |
79.98 |
79.25 |
77.05 |
|
| R2 |
77.96 |
77.96 |
76.86 |
|
| R1 |
77.23 |
77.23 |
76.68 |
77.60 |
| PP |
75.94 |
75.94 |
75.94 |
76.13 |
| S1 |
75.21 |
75.21 |
76.30 |
75.58 |
| S2 |
73.92 |
73.92 |
76.12 |
|
| S3 |
71.90 |
73.19 |
75.93 |
|
| S4 |
69.88 |
71.17 |
75.38 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.18 |
84.03 |
78.24 |
|
| R3 |
81.99 |
80.84 |
77.37 |
|
| R2 |
78.80 |
78.80 |
77.07 |
|
| R1 |
77.65 |
77.65 |
76.78 |
78.23 |
| PP |
75.61 |
75.61 |
75.61 |
75.90 |
| S1 |
74.46 |
74.46 |
76.20 |
75.04 |
| S2 |
72.42 |
72.42 |
75.91 |
|
| S3 |
69.23 |
71.27 |
75.61 |
|
| S4 |
66.04 |
68.08 |
74.74 |
|
|
| 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% |
2.02 |
2.6% |
91% |
False |
False |
292,202 |
| 10 |
78.86 |
73.58 |
5.28 |
6.9% |
1.91 |
2.5% |
55% |
False |
False |
264,513 |
| 20 |
78.86 |
73.08 |
5.78 |
7.6% |
2.05 |
2.7% |
59% |
False |
False |
216,218 |
| 40 |
83.91 |
71.49 |
12.42 |
16.2% |
1.96 |
2.6% |
40% |
False |
False |
138,252 |
| 60 |
83.91 |
71.49 |
12.42 |
16.2% |
2.00 |
2.6% |
40% |
False |
False |
98,178 |
| 80 |
83.91 |
71.49 |
12.42 |
16.2% |
2.00 |
2.6% |
40% |
False |
False |
76,822 |
| 100 |
89.33 |
70.96 |
18.37 |
24.0% |
2.12 |
2.8% |
30% |
False |
False |
64,207 |
| 120 |
93.14 |
70.96 |
22.18 |
29.0% |
1.98 |
2.6% |
25% |
False |
False |
55,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.27 |
|
2.618 |
81.97 |
|
1.618 |
79.95 |
|
1.000 |
78.70 |
|
0.618 |
77.93 |
|
HIGH |
76.68 |
|
0.618 |
75.91 |
|
0.500 |
75.67 |
|
0.382 |
75.43 |
|
LOW |
74.66 |
|
0.618 |
73.41 |
|
1.000 |
72.64 |
|
1.618 |
71.39 |
|
2.618 |
69.37 |
|
4.250 |
66.08 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.22 |
76.04 |
| PP |
75.94 |
75.58 |
| S1 |
75.67 |
75.13 |
|