NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
81.68 |
81.37 |
-0.31 |
-0.4% |
76.47 |
| High |
82.38 |
82.99 |
0.61 |
0.7% |
81.75 |
| Low |
80.77 |
81.15 |
0.38 |
0.5% |
75.52 |
| Close |
81.47 |
82.82 |
1.35 |
1.7% |
81.58 |
| Range |
1.61 |
1.84 |
0.23 |
14.3% |
6.23 |
| ATR |
2.00 |
1.99 |
-0.01 |
-0.6% |
0.00 |
| Volume |
294,793 |
318,418 |
23,625 |
8.0% |
1,684,486 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.84 |
87.17 |
83.83 |
|
| R3 |
86.00 |
85.33 |
83.33 |
|
| R2 |
84.16 |
84.16 |
83.16 |
|
| R1 |
83.49 |
83.49 |
82.99 |
83.83 |
| PP |
82.32 |
82.32 |
82.32 |
82.49 |
| S1 |
81.65 |
81.65 |
82.65 |
81.99 |
| S2 |
80.48 |
80.48 |
82.48 |
|
| S3 |
78.64 |
79.81 |
82.31 |
|
| S4 |
76.80 |
77.97 |
81.81 |
|
|
| 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 |
82.99 |
75.60 |
7.39 |
8.9% |
2.13 |
2.6% |
98% |
True |
False |
342,628 |
| 10 |
82.99 |
73.58 |
9.41 |
11.4% |
2.01 |
2.4% |
98% |
True |
False |
318,109 |
| 20 |
82.99 |
73.58 |
9.41 |
11.4% |
1.94 |
2.3% |
98% |
True |
False |
274,416 |
| 40 |
82.99 |
71.49 |
11.50 |
13.9% |
1.99 |
2.4% |
99% |
True |
False |
189,098 |
| 60 |
83.91 |
71.49 |
12.42 |
15.0% |
1.98 |
2.4% |
91% |
False |
False |
134,861 |
| 80 |
83.91 |
71.49 |
12.42 |
15.0% |
1.98 |
2.4% |
91% |
False |
False |
104,387 |
| 100 |
83.91 |
70.96 |
12.95 |
15.6% |
2.08 |
2.5% |
92% |
False |
False |
86,067 |
| 120 |
93.14 |
70.96 |
22.18 |
26.8% |
2.03 |
2.5% |
53% |
False |
False |
73,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.81 |
|
2.618 |
87.81 |
|
1.618 |
85.97 |
|
1.000 |
84.83 |
|
0.618 |
84.13 |
|
HIGH |
82.99 |
|
0.618 |
82.29 |
|
0.500 |
82.07 |
|
0.382 |
81.85 |
|
LOW |
81.15 |
|
0.618 |
80.01 |
|
1.000 |
79.31 |
|
1.618 |
78.17 |
|
2.618 |
76.33 |
|
4.250 |
73.33 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.57 |
82.33 |
| PP |
82.32 |
81.84 |
| S1 |
82.07 |
81.35 |
|