NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
78.14 |
78.87 |
0.73 |
0.9% |
76.91 |
| High |
79.56 |
79.75 |
0.19 |
0.2% |
78.80 |
| Low |
78.14 |
78.31 |
0.17 |
0.2% |
75.69 |
| Close |
78.87 |
78.83 |
-0.04 |
-0.1% |
78.26 |
| Range |
1.42 |
1.44 |
0.02 |
1.4% |
3.11 |
| ATR |
1.96 |
1.92 |
-0.04 |
-1.9% |
0.00 |
| Volume |
185,769 |
144,890 |
-40,879 |
-22.0% |
435,702 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.28 |
82.50 |
79.62 |
|
| R3 |
81.84 |
81.06 |
79.23 |
|
| R2 |
80.40 |
80.40 |
79.09 |
|
| R1 |
79.62 |
79.62 |
78.96 |
79.29 |
| PP |
78.96 |
78.96 |
78.96 |
78.80 |
| S1 |
78.18 |
78.18 |
78.70 |
77.85 |
| S2 |
77.52 |
77.52 |
78.57 |
|
| S3 |
76.08 |
76.74 |
78.43 |
|
| S4 |
74.64 |
75.30 |
78.04 |
|
|
| 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 |
79.75 |
76.65 |
3.10 |
3.9% |
1.69 |
2.1% |
70% |
True |
False |
135,126 |
| 10 |
79.75 |
74.64 |
5.11 |
6.5% |
1.98 |
2.5% |
82% |
True |
False |
123,906 |
| 20 |
79.75 |
72.35 |
7.40 |
9.4% |
1.91 |
2.4% |
88% |
True |
False |
103,735 |
| 40 |
84.45 |
72.35 |
12.10 |
15.3% |
1.93 |
2.4% |
54% |
False |
False |
79,851 |
| 60 |
84.45 |
72.35 |
12.10 |
15.3% |
2.02 |
2.6% |
54% |
False |
False |
65,706 |
| 80 |
84.45 |
71.50 |
12.95 |
16.4% |
2.11 |
2.7% |
57% |
False |
False |
62,095 |
| 100 |
93.55 |
71.50 |
22.05 |
28.0% |
2.20 |
2.8% |
33% |
False |
False |
61,204 |
| 120 |
93.55 |
71.50 |
22.05 |
28.0% |
2.08 |
2.6% |
33% |
False |
False |
59,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.87 |
|
2.618 |
83.52 |
|
1.618 |
82.08 |
|
1.000 |
81.19 |
|
0.618 |
80.64 |
|
HIGH |
79.75 |
|
0.618 |
79.20 |
|
0.500 |
79.03 |
|
0.382 |
78.86 |
|
LOW |
78.31 |
|
0.618 |
77.42 |
|
1.000 |
76.87 |
|
1.618 |
75.98 |
|
2.618 |
74.54 |
|
4.250 |
72.19 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.03 |
78.63 |
| PP |
78.96 |
78.43 |
| S1 |
78.90 |
78.23 |
|