NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.27 |
81.43 |
-1.84 |
-2.2% |
81.68 |
| High |
84.43 |
83.13 |
-1.30 |
-1.5% |
84.43 |
| Low |
81.00 |
80.30 |
-0.70 |
-0.9% |
80.30 |
| Close |
81.67 |
82.66 |
0.99 |
1.2% |
82.66 |
| Range |
3.43 |
2.83 |
-0.60 |
-17.5% |
4.13 |
| ATR |
2.08 |
2.13 |
0.05 |
2.6% |
0.00 |
| Volume |
416,414 |
374,497 |
-41,917 |
-10.1% |
1,731,867 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.52 |
89.42 |
84.22 |
|
| R3 |
87.69 |
86.59 |
83.44 |
|
| R2 |
84.86 |
84.86 |
83.18 |
|
| R1 |
83.76 |
83.76 |
82.92 |
84.31 |
| PP |
82.03 |
82.03 |
82.03 |
82.31 |
| S1 |
80.93 |
80.93 |
82.40 |
81.48 |
| S2 |
79.20 |
79.20 |
82.14 |
|
| S3 |
76.37 |
78.10 |
81.88 |
|
| S4 |
73.54 |
75.27 |
81.10 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.85 |
92.89 |
84.93 |
|
| R3 |
90.72 |
88.76 |
83.80 |
|
| R2 |
86.59 |
86.59 |
83.42 |
|
| R1 |
84.63 |
84.63 |
83.04 |
85.61 |
| PP |
82.46 |
82.46 |
82.46 |
82.96 |
| S1 |
80.50 |
80.50 |
82.28 |
81.48 |
| S2 |
78.33 |
78.33 |
81.90 |
|
| S3 |
74.20 |
76.37 |
81.52 |
|
| S4 |
70.07 |
72.24 |
80.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.43 |
80.30 |
4.13 |
5.0% |
2.30 |
2.8% |
57% |
False |
True |
346,373 |
| 10 |
84.43 |
75.52 |
8.91 |
10.8% |
2.20 |
2.7% |
80% |
False |
False |
341,635 |
| 20 |
84.43 |
73.58 |
10.85 |
13.1% |
2.05 |
2.5% |
84% |
False |
False |
303,074 |
| 40 |
84.43 |
71.49 |
12.94 |
15.7% |
2.00 |
2.4% |
86% |
False |
False |
212,289 |
| 60 |
84.43 |
71.49 |
12.94 |
15.7% |
2.00 |
2.4% |
86% |
False |
False |
152,689 |
| 80 |
84.43 |
71.49 |
12.94 |
15.7% |
2.01 |
2.4% |
86% |
False |
False |
117,889 |
| 100 |
84.43 |
70.96 |
13.47 |
16.3% |
2.07 |
2.5% |
87% |
False |
False |
96,855 |
| 120 |
93.14 |
70.96 |
22.18 |
26.8% |
2.07 |
2.5% |
53% |
False |
False |
82,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.16 |
|
2.618 |
90.54 |
|
1.618 |
87.71 |
|
1.000 |
85.96 |
|
0.618 |
84.88 |
|
HIGH |
83.13 |
|
0.618 |
82.05 |
|
0.500 |
81.72 |
|
0.382 |
81.38 |
|
LOW |
80.30 |
|
0.618 |
78.55 |
|
1.000 |
77.47 |
|
1.618 |
75.72 |
|
2.618 |
72.89 |
|
4.250 |
68.27 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.35 |
82.56 |
| PP |
82.03 |
82.46 |
| S1 |
81.72 |
82.37 |
|