NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
78.66 |
78.21 |
-0.45 |
-0.6% |
76.91 |
| High |
78.83 |
78.50 |
-0.33 |
-0.4% |
78.80 |
| Low |
77.49 |
76.80 |
-0.69 |
-0.9% |
75.69 |
| Close |
78.40 |
77.19 |
-1.21 |
-1.5% |
78.26 |
| Range |
1.34 |
1.70 |
0.36 |
26.9% |
3.11 |
| ATR |
1.88 |
1.87 |
-0.01 |
-0.7% |
0.00 |
| Volume |
139,618 |
153,994 |
14,376 |
10.3% |
435,702 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.60 |
81.59 |
78.13 |
|
| R3 |
80.90 |
79.89 |
77.66 |
|
| R2 |
79.20 |
79.20 |
77.50 |
|
| R1 |
78.19 |
78.19 |
77.35 |
77.85 |
| PP |
77.50 |
77.50 |
77.50 |
77.32 |
| S1 |
76.49 |
76.49 |
77.03 |
76.15 |
| S2 |
75.80 |
75.80 |
76.88 |
|
| S3 |
74.10 |
74.79 |
76.72 |
|
| S4 |
72.40 |
73.09 |
76.26 |
|
|
| 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 |
4.0% |
1.52 |
2.0% |
16% |
False |
False |
146,418 |
| 10 |
79.75 |
75.69 |
4.06 |
5.3% |
1.77 |
2.3% |
37% |
False |
False |
131,096 |
| 20 |
79.75 |
72.35 |
7.40 |
9.6% |
1.89 |
2.4% |
65% |
False |
False |
110,107 |
| 40 |
84.45 |
72.35 |
12.10 |
15.7% |
1.91 |
2.5% |
40% |
False |
False |
85,448 |
| 60 |
84.45 |
72.35 |
12.10 |
15.7% |
2.01 |
2.6% |
40% |
False |
False |
69,650 |
| 80 |
84.45 |
71.50 |
12.95 |
16.8% |
2.10 |
2.7% |
44% |
False |
False |
63,897 |
| 100 |
93.55 |
71.50 |
22.05 |
28.6% |
2.20 |
2.9% |
26% |
False |
False |
63,123 |
| 120 |
93.55 |
71.50 |
22.05 |
28.6% |
2.09 |
2.7% |
26% |
False |
False |
61,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.73 |
|
2.618 |
82.95 |
|
1.618 |
81.25 |
|
1.000 |
80.20 |
|
0.618 |
79.55 |
|
HIGH |
78.50 |
|
0.618 |
77.85 |
|
0.500 |
77.65 |
|
0.382 |
77.45 |
|
LOW |
76.80 |
|
0.618 |
75.75 |
|
1.000 |
75.10 |
|
1.618 |
74.05 |
|
2.618 |
72.35 |
|
4.250 |
69.58 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.65 |
78.28 |
| PP |
77.50 |
77.91 |
| S1 |
77.34 |
77.55 |
|