NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.92 |
78.14 |
1.22 |
1.6% |
76.91 |
| High |
78.42 |
79.56 |
1.14 |
1.5% |
78.80 |
| Low |
76.70 |
78.14 |
1.44 |
1.9% |
75.69 |
| Close |
78.26 |
78.87 |
0.61 |
0.8% |
78.26 |
| Range |
1.72 |
1.42 |
-0.30 |
-17.4% |
3.11 |
| ATR |
2.00 |
1.96 |
-0.04 |
-2.1% |
0.00 |
| Volume |
107,820 |
185,769 |
77,949 |
72.3% |
435,702 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.12 |
82.41 |
79.65 |
|
| R3 |
81.70 |
80.99 |
79.26 |
|
| R2 |
80.28 |
80.28 |
79.13 |
|
| R1 |
79.57 |
79.57 |
79.00 |
79.93 |
| PP |
78.86 |
78.86 |
78.86 |
79.03 |
| S1 |
78.15 |
78.15 |
78.74 |
78.51 |
| S2 |
77.44 |
77.44 |
78.61 |
|
| S3 |
76.02 |
76.73 |
78.48 |
|
| S4 |
74.60 |
75.31 |
78.09 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.91 |
85.70 |
79.97 |
|
| R3 |
83.80 |
82.59 |
79.12 |
|
| R2 |
80.69 |
80.69 |
78.83 |
|
| R1 |
79.48 |
79.48 |
78.55 |
80.09 |
| PP |
77.58 |
77.58 |
77.58 |
77.89 |
| S1 |
76.37 |
76.37 |
77.97 |
76.98 |
| S2 |
74.47 |
74.47 |
77.69 |
|
| S3 |
71.36 |
73.26 |
77.40 |
|
| S4 |
68.25 |
70.15 |
76.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.56 |
75.69 |
3.87 |
4.9% |
1.86 |
2.4% |
82% |
True |
False |
124,294 |
| 10 |
79.56 |
74.64 |
4.92 |
6.2% |
1.96 |
2.5% |
86% |
True |
False |
124,686 |
| 20 |
79.56 |
72.35 |
7.21 |
9.1% |
1.89 |
2.4% |
90% |
True |
False |
99,489 |
| 40 |
84.45 |
72.35 |
12.10 |
15.3% |
1.95 |
2.5% |
54% |
False |
False |
76,927 |
| 60 |
84.45 |
72.35 |
12.10 |
15.3% |
2.02 |
2.6% |
54% |
False |
False |
64,252 |
| 80 |
84.45 |
71.50 |
12.95 |
16.4% |
2.14 |
2.7% |
57% |
False |
False |
61,278 |
| 100 |
93.55 |
71.50 |
22.05 |
28.0% |
2.21 |
2.8% |
33% |
False |
False |
60,349 |
| 120 |
93.55 |
71.50 |
22.05 |
28.0% |
2.08 |
2.6% |
33% |
False |
False |
58,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.60 |
|
2.618 |
83.28 |
|
1.618 |
81.86 |
|
1.000 |
80.98 |
|
0.618 |
80.44 |
|
HIGH |
79.56 |
|
0.618 |
79.02 |
|
0.500 |
78.85 |
|
0.382 |
78.68 |
|
LOW |
78.14 |
|
0.618 |
77.26 |
|
1.000 |
76.72 |
|
1.618 |
75.84 |
|
2.618 |
74.42 |
|
4.250 |
72.11 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.86 |
78.62 |
| PP |
78.86 |
78.38 |
| S1 |
78.85 |
78.13 |
|