NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
77.91 |
79.84 |
1.93 |
2.5% |
76.47 |
| High |
80.18 |
81.75 |
1.57 |
2.0% |
81.75 |
| Low |
77.55 |
79.70 |
2.15 |
2.8% |
75.52 |
| Close |
79.97 |
81.58 |
1.61 |
2.0% |
81.58 |
| Range |
2.63 |
2.05 |
-0.58 |
-22.1% |
6.23 |
| ATR |
2.03 |
2.03 |
0.00 |
0.1% |
0.00 |
| Volume |
392,495 |
337,521 |
-54,974 |
-14.0% |
1,684,486 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.16 |
86.42 |
82.71 |
|
| R3 |
85.11 |
84.37 |
82.14 |
|
| R2 |
83.06 |
83.06 |
81.96 |
|
| R1 |
82.32 |
82.32 |
81.77 |
82.69 |
| PP |
81.01 |
81.01 |
81.01 |
81.20 |
| S1 |
80.27 |
80.27 |
81.39 |
80.64 |
| S2 |
78.96 |
78.96 |
81.20 |
|
| S3 |
76.91 |
78.22 |
81.02 |
|
| S4 |
74.86 |
76.17 |
80.45 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.31 |
96.17 |
85.01 |
|
| R3 |
92.08 |
89.94 |
83.29 |
|
| R2 |
85.85 |
85.85 |
82.72 |
|
| R1 |
83.71 |
83.71 |
82.15 |
84.78 |
| PP |
79.62 |
79.62 |
79.62 |
80.15 |
| S1 |
77.48 |
77.48 |
81.01 |
78.55 |
| S2 |
73.39 |
73.39 |
80.44 |
|
| S3 |
67.16 |
71.25 |
79.87 |
|
| S4 |
60.93 |
65.02 |
78.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.75 |
75.52 |
6.23 |
7.6% |
2.09 |
2.6% |
97% |
True |
False |
336,897 |
| 10 |
81.75 |
73.58 |
8.17 |
10.0% |
2.06 |
2.5% |
98% |
True |
False |
314,550 |
| 20 |
81.75 |
73.58 |
8.17 |
10.0% |
1.98 |
2.4% |
98% |
True |
False |
259,488 |
| 40 |
83.78 |
71.49 |
12.29 |
15.1% |
2.00 |
2.5% |
82% |
False |
False |
176,338 |
| 60 |
83.91 |
71.49 |
12.42 |
15.2% |
1.98 |
2.4% |
81% |
False |
False |
125,120 |
| 80 |
83.91 |
71.49 |
12.42 |
15.2% |
1.99 |
2.4% |
81% |
False |
False |
97,053 |
| 100 |
85.75 |
70.96 |
14.79 |
18.1% |
2.08 |
2.5% |
72% |
False |
False |
80,188 |
| 120 |
93.14 |
70.96 |
22.18 |
27.2% |
2.02 |
2.5% |
48% |
False |
False |
68,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.46 |
|
2.618 |
87.12 |
|
1.618 |
85.07 |
|
1.000 |
83.80 |
|
0.618 |
83.02 |
|
HIGH |
81.75 |
|
0.618 |
80.97 |
|
0.500 |
80.73 |
|
0.382 |
80.48 |
|
LOW |
79.70 |
|
0.618 |
78.43 |
|
1.000 |
77.65 |
|
1.618 |
76.38 |
|
2.618 |
74.33 |
|
4.250 |
70.99 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.30 |
80.61 |
| PP |
81.01 |
79.64 |
| S1 |
80.73 |
78.68 |
|