NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.60 |
83.27 |
0.67 |
0.8% |
76.47 |
| High |
84.09 |
84.43 |
0.34 |
0.4% |
81.75 |
| Low |
82.29 |
81.00 |
-1.29 |
-1.6% |
75.52 |
| Close |
83.23 |
81.67 |
-1.56 |
-1.9% |
81.58 |
| Range |
1.80 |
3.43 |
1.63 |
90.6% |
6.23 |
| ATR |
1.98 |
2.08 |
0.10 |
5.3% |
0.00 |
| Volume |
327,745 |
416,414 |
88,669 |
27.1% |
1,684,486 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.66 |
90.59 |
83.56 |
|
| R3 |
89.23 |
87.16 |
82.61 |
|
| R2 |
85.80 |
85.80 |
82.30 |
|
| R1 |
83.73 |
83.73 |
81.98 |
83.05 |
| PP |
82.37 |
82.37 |
82.37 |
82.03 |
| S1 |
80.30 |
80.30 |
81.36 |
79.62 |
| S2 |
78.94 |
78.94 |
81.04 |
|
| S3 |
75.51 |
76.87 |
80.73 |
|
| S4 |
72.08 |
73.44 |
79.78 |
|
|
| 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 |
84.43 |
79.70 |
4.73 |
5.8% |
2.15 |
2.6% |
42% |
True |
False |
338,978 |
| 10 |
84.43 |
74.66 |
9.77 |
12.0% |
2.12 |
2.6% |
72% |
True |
False |
331,450 |
| 20 |
84.43 |
73.58 |
10.85 |
13.3% |
2.00 |
2.5% |
75% |
True |
False |
294,122 |
| 40 |
84.43 |
71.49 |
12.94 |
15.8% |
1.99 |
2.4% |
79% |
True |
False |
204,561 |
| 60 |
84.43 |
71.49 |
12.94 |
15.8% |
1.99 |
2.4% |
79% |
True |
False |
146,707 |
| 80 |
84.43 |
71.49 |
12.94 |
15.8% |
2.00 |
2.4% |
79% |
True |
False |
113,344 |
| 100 |
84.43 |
70.96 |
13.47 |
16.5% |
2.07 |
2.5% |
80% |
True |
False |
93,238 |
| 120 |
93.14 |
70.96 |
22.18 |
27.2% |
2.05 |
2.5% |
48% |
False |
False |
79,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.01 |
|
2.618 |
93.41 |
|
1.618 |
89.98 |
|
1.000 |
87.86 |
|
0.618 |
86.55 |
|
HIGH |
84.43 |
|
0.618 |
83.12 |
|
0.500 |
82.72 |
|
0.382 |
82.31 |
|
LOW |
81.00 |
|
0.618 |
78.88 |
|
1.000 |
77.57 |
|
1.618 |
75.45 |
|
2.618 |
72.02 |
|
4.250 |
66.42 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.72 |
82.72 |
| PP |
82.37 |
82.37 |
| S1 |
82.02 |
82.02 |
|