NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
78.87 |
78.66 |
-0.21 |
-0.3% |
76.91 |
| High |
79.75 |
78.83 |
-0.92 |
-1.2% |
78.80 |
| Low |
78.31 |
77.49 |
-0.82 |
-1.0% |
75.69 |
| Close |
78.83 |
78.40 |
-0.43 |
-0.5% |
78.26 |
| Range |
1.44 |
1.34 |
-0.10 |
-6.9% |
3.11 |
| ATR |
1.92 |
1.88 |
-0.04 |
-2.2% |
0.00 |
| Volume |
144,890 |
139,618 |
-5,272 |
-3.6% |
435,702 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.26 |
81.67 |
79.14 |
|
| R3 |
80.92 |
80.33 |
78.77 |
|
| R2 |
79.58 |
79.58 |
78.65 |
|
| R1 |
78.99 |
78.99 |
78.52 |
78.62 |
| PP |
78.24 |
78.24 |
78.24 |
78.05 |
| S1 |
77.65 |
77.65 |
78.28 |
77.28 |
| S2 |
76.90 |
76.90 |
78.15 |
|
| S3 |
75.56 |
76.31 |
78.03 |
|
| S4 |
74.22 |
74.97 |
77.66 |
|
|
| 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 |
76.70 |
3.05 |
3.9% |
1.56 |
2.0% |
56% |
False |
False |
136,322 |
| 10 |
79.75 |
74.82 |
4.93 |
6.3% |
1.84 |
2.3% |
73% |
False |
False |
128,876 |
| 20 |
79.75 |
72.35 |
7.40 |
9.4% |
1.88 |
2.4% |
82% |
False |
False |
108,452 |
| 40 |
84.45 |
72.35 |
12.10 |
15.4% |
1.92 |
2.4% |
50% |
False |
False |
82,441 |
| 60 |
84.45 |
72.35 |
12.10 |
15.4% |
2.01 |
2.6% |
50% |
False |
False |
67,586 |
| 80 |
84.45 |
71.50 |
12.95 |
16.5% |
2.10 |
2.7% |
53% |
False |
False |
62,807 |
| 100 |
93.55 |
71.50 |
22.05 |
28.1% |
2.20 |
2.8% |
31% |
False |
False |
62,040 |
| 120 |
93.55 |
71.50 |
22.05 |
28.1% |
2.09 |
2.7% |
31% |
False |
False |
60,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.53 |
|
2.618 |
82.34 |
|
1.618 |
81.00 |
|
1.000 |
80.17 |
|
0.618 |
79.66 |
|
HIGH |
78.83 |
|
0.618 |
78.32 |
|
0.500 |
78.16 |
|
0.382 |
78.00 |
|
LOW |
77.49 |
|
0.618 |
76.66 |
|
1.000 |
76.15 |
|
1.618 |
75.32 |
|
2.618 |
73.98 |
|
4.250 |
71.80 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.32 |
78.62 |
| PP |
78.24 |
78.55 |
| S1 |
78.16 |
78.47 |
|