NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
77.70 |
76.40 |
-1.30 |
-1.7% |
78.14 |
| High |
78.20 |
77.50 |
-0.70 |
-0.9% |
79.75 |
| Low |
76.38 |
75.58 |
-0.80 |
-1.0% |
75.87 |
| Close |
76.65 |
76.30 |
-0.35 |
-0.5% |
76.67 |
| Range |
1.82 |
1.92 |
0.10 |
5.5% |
3.88 |
| ATR |
1.91 |
1.91 |
0.00 |
0.0% |
0.00 |
| Volume |
101,668 |
153,746 |
52,078 |
51.2% |
736,948 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.22 |
81.18 |
77.36 |
|
| R3 |
80.30 |
79.26 |
76.83 |
|
| R2 |
78.38 |
78.38 |
76.65 |
|
| R1 |
77.34 |
77.34 |
76.48 |
76.90 |
| PP |
76.46 |
76.46 |
76.46 |
76.24 |
| S1 |
75.42 |
75.42 |
76.12 |
74.98 |
| S2 |
74.54 |
74.54 |
75.95 |
|
| S3 |
72.62 |
73.50 |
75.77 |
|
| S4 |
70.70 |
71.58 |
75.24 |
|
|
| 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 |
78.50 |
75.58 |
2.92 |
3.8% |
1.99 |
2.6% |
25% |
False |
True |
129,613 |
| 10 |
79.75 |
75.58 |
4.17 |
5.5% |
1.78 |
2.3% |
17% |
False |
True |
132,967 |
| 20 |
79.75 |
72.35 |
7.40 |
9.7% |
1.96 |
2.6% |
53% |
False |
False |
122,730 |
| 40 |
84.45 |
72.35 |
12.10 |
15.9% |
1.92 |
2.5% |
33% |
False |
False |
93,329 |
| 60 |
84.45 |
72.35 |
12.10 |
15.9% |
2.01 |
2.6% |
33% |
False |
False |
75,133 |
| 80 |
84.45 |
72.35 |
12.10 |
15.9% |
2.06 |
2.7% |
33% |
False |
False |
67,552 |
| 100 |
93.55 |
71.50 |
22.05 |
28.9% |
2.22 |
2.9% |
22% |
False |
False |
65,853 |
| 120 |
93.55 |
71.50 |
22.05 |
28.9% |
2.10 |
2.8% |
22% |
False |
False |
64,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.66 |
|
2.618 |
82.53 |
|
1.618 |
80.61 |
|
1.000 |
79.42 |
|
0.618 |
78.69 |
|
HIGH |
77.50 |
|
0.618 |
76.77 |
|
0.500 |
76.54 |
|
0.382 |
76.31 |
|
LOW |
75.58 |
|
0.618 |
74.39 |
|
1.000 |
73.66 |
|
1.618 |
72.47 |
|
2.618 |
70.55 |
|
4.250 |
67.42 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.54 |
76.96 |
| PP |
76.46 |
76.74 |
| S1 |
76.38 |
76.52 |
|