NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.40 |
76.44 |
0.04 |
0.1% |
78.14 |
| High |
77.50 |
76.98 |
-0.52 |
-0.7% |
79.75 |
| Low |
75.58 |
75.10 |
-0.48 |
-0.6% |
75.87 |
| Close |
76.30 |
76.54 |
0.24 |
0.3% |
76.67 |
| Range |
1.92 |
1.88 |
-0.04 |
-2.1% |
3.88 |
| ATR |
1.91 |
1.91 |
0.00 |
-0.1% |
0.00 |
| Volume |
153,746 |
186,635 |
32,889 |
21.4% |
736,948 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.85 |
81.07 |
77.57 |
|
| R3 |
79.97 |
79.19 |
77.06 |
|
| R2 |
78.09 |
78.09 |
76.88 |
|
| R1 |
77.31 |
77.31 |
76.71 |
77.70 |
| PP |
76.21 |
76.21 |
76.21 |
76.40 |
| S1 |
75.43 |
75.43 |
76.37 |
75.82 |
| S2 |
74.33 |
74.33 |
76.20 |
|
| S3 |
72.45 |
73.55 |
76.02 |
|
| S4 |
70.57 |
71.67 |
75.51 |
|
|
| 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 |
78.34 |
75.10 |
3.24 |
4.2% |
2.03 |
2.7% |
44% |
False |
True |
136,141 |
| 10 |
79.75 |
75.10 |
4.65 |
6.1% |
1.78 |
2.3% |
31% |
False |
True |
141,279 |
| 20 |
79.75 |
74.14 |
5.61 |
7.3% |
1.94 |
2.5% |
43% |
False |
False |
128,425 |
| 40 |
84.45 |
72.35 |
12.10 |
15.8% |
1.92 |
2.5% |
35% |
False |
False |
96,751 |
| 60 |
84.45 |
72.35 |
12.10 |
15.8% |
1.99 |
2.6% |
35% |
False |
False |
77,703 |
| 80 |
84.45 |
72.35 |
12.10 |
15.8% |
2.04 |
2.7% |
35% |
False |
False |
69,373 |
| 100 |
93.08 |
71.50 |
21.58 |
28.2% |
2.22 |
2.9% |
23% |
False |
False |
67,205 |
| 120 |
93.55 |
71.50 |
22.05 |
28.8% |
2.10 |
2.7% |
23% |
False |
False |
65,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.97 |
|
2.618 |
81.90 |
|
1.618 |
80.02 |
|
1.000 |
78.86 |
|
0.618 |
78.14 |
|
HIGH |
76.98 |
|
0.618 |
76.26 |
|
0.500 |
76.04 |
|
0.382 |
75.82 |
|
LOW |
75.10 |
|
0.618 |
73.94 |
|
1.000 |
73.22 |
|
1.618 |
72.06 |
|
2.618 |
70.18 |
|
4.250 |
67.11 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.37 |
76.65 |
| PP |
76.21 |
76.61 |
| S1 |
76.04 |
76.58 |
|