NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.77 |
81.38 |
-1.39 |
-1.7% |
82.95 |
| High |
83.33 |
83.28 |
-0.05 |
-0.1% |
84.12 |
| Low |
80.75 |
80.35 |
-0.40 |
-0.5% |
80.75 |
| Close |
81.25 |
83.08 |
1.83 |
2.3% |
81.25 |
| Range |
2.58 |
2.93 |
0.35 |
13.6% |
3.37 |
| ATR |
2.06 |
2.13 |
0.06 |
3.0% |
0.00 |
| Volume |
307,791 |
209,383 |
-98,408 |
-32.0% |
1,395,748 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.03 |
89.98 |
84.69 |
|
| R3 |
88.10 |
87.05 |
83.89 |
|
| R2 |
85.17 |
85.17 |
83.62 |
|
| R1 |
84.12 |
84.12 |
83.35 |
84.65 |
| PP |
82.24 |
82.24 |
82.24 |
82.50 |
| S1 |
81.19 |
81.19 |
82.81 |
81.72 |
| S2 |
79.31 |
79.31 |
82.54 |
|
| S3 |
76.38 |
78.26 |
82.27 |
|
| S4 |
73.45 |
75.33 |
81.47 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.15 |
90.07 |
83.10 |
|
| R3 |
88.78 |
86.70 |
82.18 |
|
| R2 |
85.41 |
85.41 |
81.87 |
|
| R1 |
83.33 |
83.33 |
81.56 |
82.69 |
| PP |
82.04 |
82.04 |
82.04 |
81.72 |
| S1 |
79.96 |
79.96 |
80.94 |
79.32 |
| S2 |
78.67 |
78.67 |
80.63 |
|
| S3 |
75.30 |
76.59 |
80.32 |
|
| S4 |
71.93 |
73.22 |
79.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.12 |
80.35 |
3.77 |
4.5% |
2.13 |
2.6% |
72% |
False |
True |
280,843 |
| 10 |
84.43 |
80.30 |
4.13 |
5.0% |
2.22 |
2.7% |
67% |
False |
False |
304,220 |
| 20 |
84.43 |
73.58 |
10.85 |
13.1% |
2.11 |
2.5% |
88% |
False |
False |
310,279 |
| 40 |
84.43 |
71.49 |
12.94 |
15.6% |
2.06 |
2.5% |
90% |
False |
False |
241,479 |
| 60 |
84.43 |
71.49 |
12.94 |
15.6% |
2.01 |
2.4% |
90% |
False |
False |
177,407 |
| 80 |
84.43 |
71.49 |
12.94 |
15.6% |
2.05 |
2.5% |
90% |
False |
False |
137,012 |
| 100 |
84.43 |
71.49 |
12.94 |
15.6% |
2.06 |
2.5% |
90% |
False |
False |
112,124 |
| 120 |
93.14 |
70.96 |
22.18 |
26.7% |
2.10 |
2.5% |
55% |
False |
False |
95,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.73 |
|
2.618 |
90.95 |
|
1.618 |
88.02 |
|
1.000 |
86.21 |
|
0.618 |
85.09 |
|
HIGH |
83.28 |
|
0.618 |
82.16 |
|
0.500 |
81.82 |
|
0.382 |
81.47 |
|
LOW |
80.35 |
|
0.618 |
78.54 |
|
1.000 |
77.42 |
|
1.618 |
75.61 |
|
2.618 |
72.68 |
|
4.250 |
67.90 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.66 |
82.80 |
| PP |
82.24 |
82.52 |
| S1 |
81.82 |
82.24 |
|