NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
81.37 |
82.60 |
1.23 |
1.5% |
76.47 |
| High |
82.99 |
84.09 |
1.10 |
1.3% |
81.75 |
| Low |
81.15 |
82.29 |
1.14 |
1.4% |
75.52 |
| Close |
82.82 |
83.23 |
0.41 |
0.5% |
81.58 |
| Range |
1.84 |
1.80 |
-0.04 |
-2.2% |
6.23 |
| ATR |
1.99 |
1.98 |
-0.01 |
-0.7% |
0.00 |
| Volume |
318,418 |
327,745 |
9,327 |
2.9% |
1,684,486 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.60 |
87.72 |
84.22 |
|
| R3 |
86.80 |
85.92 |
83.73 |
|
| R2 |
85.00 |
85.00 |
83.56 |
|
| R1 |
84.12 |
84.12 |
83.40 |
84.56 |
| PP |
83.20 |
83.20 |
83.20 |
83.43 |
| S1 |
82.32 |
82.32 |
83.07 |
82.76 |
| S2 |
81.40 |
81.40 |
82.90 |
|
| S3 |
79.60 |
80.52 |
82.74 |
|
| S4 |
77.80 |
78.72 |
82.24 |
|
|
| 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 |
84.09 |
77.55 |
6.54 |
7.9% |
1.99 |
2.4% |
87% |
True |
False |
334,194 |
| 10 |
84.09 |
73.58 |
10.51 |
12.6% |
1.98 |
2.4% |
92% |
True |
False |
318,210 |
| 20 |
84.09 |
73.58 |
10.51 |
12.6% |
1.93 |
2.3% |
92% |
True |
False |
282,023 |
| 40 |
84.09 |
71.49 |
12.60 |
15.1% |
1.98 |
2.4% |
93% |
True |
False |
195,782 |
| 60 |
84.09 |
71.49 |
12.60 |
15.1% |
1.96 |
2.4% |
93% |
True |
False |
140,062 |
| 80 |
84.09 |
71.49 |
12.60 |
15.1% |
1.98 |
2.4% |
93% |
True |
False |
108,293 |
| 100 |
84.09 |
70.96 |
13.13 |
15.8% |
2.07 |
2.5% |
93% |
True |
False |
89,212 |
| 120 |
93.14 |
70.96 |
22.18 |
26.6% |
2.03 |
2.4% |
55% |
False |
False |
76,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.74 |
|
2.618 |
88.80 |
|
1.618 |
87.00 |
|
1.000 |
85.89 |
|
0.618 |
85.20 |
|
HIGH |
84.09 |
|
0.618 |
83.40 |
|
0.500 |
83.19 |
|
0.382 |
82.98 |
|
LOW |
82.29 |
|
0.618 |
81.18 |
|
1.000 |
80.49 |
|
1.618 |
79.38 |
|
2.618 |
77.58 |
|
4.250 |
74.64 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.22 |
82.96 |
| PP |
83.20 |
82.70 |
| S1 |
83.19 |
82.43 |
|