NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.67 |
77.70 |
1.03 |
1.3% |
78.14 |
| High |
78.34 |
78.20 |
-0.14 |
-0.2% |
79.75 |
| Low |
76.16 |
76.38 |
0.22 |
0.3% |
75.87 |
| Close |
77.80 |
76.65 |
-1.15 |
-1.5% |
76.67 |
| Range |
2.18 |
1.82 |
-0.36 |
-16.5% |
3.88 |
| ATR |
1.92 |
1.91 |
-0.01 |
-0.4% |
0.00 |
| Volume |
125,980 |
101,668 |
-24,312 |
-19.3% |
736,948 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.54 |
81.41 |
77.65 |
|
| R3 |
80.72 |
79.59 |
77.15 |
|
| R2 |
78.90 |
78.90 |
76.98 |
|
| R1 |
77.77 |
77.77 |
76.82 |
77.43 |
| PP |
77.08 |
77.08 |
77.08 |
76.90 |
| S1 |
75.95 |
75.95 |
76.48 |
75.61 |
| S2 |
75.26 |
75.26 |
76.32 |
|
| S3 |
73.44 |
74.13 |
76.15 |
|
| S4 |
71.62 |
72.31 |
75.65 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.07 |
86.75 |
78.80 |
|
| R3 |
85.19 |
82.87 |
77.74 |
|
| R2 |
81.31 |
81.31 |
77.38 |
|
| R1 |
78.99 |
78.99 |
77.03 |
78.21 |
| PP |
77.43 |
77.43 |
77.43 |
77.04 |
| S1 |
75.11 |
75.11 |
76.31 |
74.33 |
| S2 |
73.55 |
73.55 |
75.96 |
|
| S3 |
69.67 |
71.23 |
75.60 |
|
| S4 |
65.79 |
67.35 |
74.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.83 |
75.87 |
2.96 |
3.9% |
1.88 |
2.5% |
26% |
False |
False |
126,787 |
| 10 |
79.75 |
75.87 |
3.88 |
5.1% |
1.78 |
2.3% |
20% |
False |
False |
130,956 |
| 20 |
79.75 |
72.35 |
7.40 |
9.7% |
1.93 |
2.5% |
58% |
False |
False |
117,341 |
| 40 |
84.45 |
72.35 |
12.10 |
15.8% |
1.94 |
2.5% |
36% |
False |
False |
90,143 |
| 60 |
84.45 |
72.35 |
12.10 |
15.8% |
2.00 |
2.6% |
36% |
False |
False |
73,234 |
| 80 |
84.45 |
72.35 |
12.10 |
15.8% |
2.06 |
2.7% |
36% |
False |
False |
66,268 |
| 100 |
93.55 |
71.50 |
22.05 |
28.8% |
2.21 |
2.9% |
23% |
False |
False |
65,013 |
| 120 |
93.55 |
71.50 |
22.05 |
28.8% |
2.10 |
2.7% |
23% |
False |
False |
63,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.94 |
|
2.618 |
82.96 |
|
1.618 |
81.14 |
|
1.000 |
80.02 |
|
0.618 |
79.32 |
|
HIGH |
78.20 |
|
0.618 |
77.50 |
|
0.500 |
77.29 |
|
0.382 |
77.08 |
|
LOW |
76.38 |
|
0.618 |
75.26 |
|
1.000 |
74.56 |
|
1.618 |
73.44 |
|
2.618 |
71.62 |
|
4.250 |
68.65 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.29 |
77.11 |
| PP |
77.08 |
76.95 |
| S1 |
76.86 |
76.80 |
|