NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.23 |
76.20 |
-0.03 |
0.0% |
74.82 |
| High |
77.12 |
78.13 |
1.01 |
1.3% |
76.77 |
| Low |
75.53 |
75.60 |
0.07 |
0.1% |
73.58 |
| Close |
76.18 |
77.86 |
1.68 |
2.2% |
76.49 |
| Range |
1.59 |
2.53 |
0.94 |
59.1% |
3.19 |
| ATR |
1.94 |
1.98 |
0.04 |
2.2% |
0.00 |
| Volume |
313,842 |
369,915 |
56,073 |
17.9% |
1,461,014 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.79 |
83.85 |
79.25 |
|
| R3 |
82.26 |
81.32 |
78.56 |
|
| R2 |
79.73 |
79.73 |
78.32 |
|
| R1 |
78.79 |
78.79 |
78.09 |
79.26 |
| PP |
77.20 |
77.20 |
77.20 |
77.43 |
| S1 |
76.26 |
76.26 |
77.63 |
76.73 |
| S2 |
74.67 |
74.67 |
77.40 |
|
| S3 |
72.14 |
73.73 |
77.16 |
|
| S4 |
69.61 |
71.20 |
76.47 |
|
|
| 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 |
78.13 |
73.58 |
4.55 |
5.8% |
1.96 |
2.5% |
94% |
True |
False |
302,227 |
| 10 |
78.13 |
73.58 |
4.55 |
5.8% |
2.02 |
2.6% |
94% |
True |
False |
285,782 |
| 20 |
78.86 |
73.31 |
5.55 |
7.1% |
1.97 |
2.5% |
82% |
False |
False |
241,305 |
| 40 |
83.91 |
71.49 |
12.42 |
16.0% |
1.94 |
2.5% |
51% |
False |
False |
159,793 |
| 60 |
83.91 |
71.49 |
12.42 |
16.0% |
1.97 |
2.5% |
51% |
False |
False |
113,339 |
| 80 |
83.91 |
71.49 |
12.42 |
16.0% |
1.97 |
2.5% |
51% |
False |
False |
88,273 |
| 100 |
85.75 |
70.96 |
14.79 |
19.0% |
2.07 |
2.7% |
47% |
False |
False |
73,169 |
| 120 |
93.14 |
70.96 |
22.18 |
28.5% |
2.00 |
2.6% |
31% |
False |
False |
63,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.88 |
|
2.618 |
84.75 |
|
1.618 |
82.22 |
|
1.000 |
80.66 |
|
0.618 |
79.69 |
|
HIGH |
78.13 |
|
0.618 |
77.16 |
|
0.500 |
76.87 |
|
0.382 |
76.57 |
|
LOW |
75.60 |
|
0.618 |
74.04 |
|
1.000 |
73.07 |
|
1.618 |
71.51 |
|
2.618 |
68.98 |
|
4.250 |
64.85 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.53 |
77.52 |
| PP |
77.20 |
77.17 |
| S1 |
76.87 |
76.83 |
|