NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
77.42 |
79.19 |
1.77 |
2.3% |
76.67 |
| High |
79.35 |
81.12 |
1.77 |
2.2% |
78.34 |
| Low |
76.90 |
78.84 |
1.94 |
2.5% |
75.10 |
| Close |
79.09 |
80.95 |
1.86 |
2.4% |
77.65 |
| Range |
2.45 |
2.28 |
-0.17 |
-6.9% |
3.24 |
| ATR |
1.91 |
1.94 |
0.03 |
1.4% |
0.00 |
| Volume |
148,842 |
179,476 |
30,634 |
20.6% |
723,840 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.14 |
86.33 |
82.20 |
|
| R3 |
84.86 |
84.05 |
81.58 |
|
| R2 |
82.58 |
82.58 |
81.37 |
|
| R1 |
81.77 |
81.77 |
81.16 |
82.18 |
| PP |
80.30 |
80.30 |
80.30 |
80.51 |
| S1 |
79.49 |
79.49 |
80.74 |
79.90 |
| S2 |
78.02 |
78.02 |
80.53 |
|
| S3 |
75.74 |
77.21 |
80.32 |
|
| S4 |
73.46 |
74.93 |
79.70 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.75 |
85.44 |
79.43 |
|
| R3 |
83.51 |
82.20 |
78.54 |
|
| R2 |
80.27 |
80.27 |
78.24 |
|
| R1 |
78.96 |
78.96 |
77.95 |
79.62 |
| PP |
77.03 |
77.03 |
77.03 |
77.36 |
| S1 |
75.72 |
75.72 |
77.35 |
76.38 |
| S2 |
73.79 |
73.79 |
77.06 |
|
| S3 |
70.55 |
72.48 |
76.76 |
|
| S4 |
67.31 |
69.24 |
75.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.12 |
76.05 |
5.07 |
6.3% |
1.98 |
2.5% |
97% |
True |
False |
158,686 |
| 10 |
81.12 |
75.10 |
6.02 |
7.4% |
2.01 |
2.5% |
97% |
True |
False |
147,413 |
| 20 |
81.12 |
75.10 |
6.02 |
7.4% |
1.89 |
2.3% |
97% |
True |
False |
139,255 |
| 40 |
84.28 |
72.35 |
11.93 |
14.7% |
1.91 |
2.4% |
72% |
False |
False |
109,416 |
| 60 |
84.45 |
72.35 |
12.10 |
14.9% |
1.94 |
2.4% |
71% |
False |
False |
87,304 |
| 80 |
84.45 |
72.35 |
12.10 |
14.9% |
2.00 |
2.5% |
71% |
False |
False |
75,868 |
| 100 |
86.52 |
71.50 |
15.02 |
18.6% |
2.14 |
2.6% |
63% |
False |
False |
71,867 |
| 120 |
93.55 |
71.50 |
22.05 |
27.2% |
2.13 |
2.6% |
43% |
False |
False |
69,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.81 |
|
2.618 |
87.09 |
|
1.618 |
84.81 |
|
1.000 |
83.40 |
|
0.618 |
82.53 |
|
HIGH |
81.12 |
|
0.618 |
80.25 |
|
0.500 |
79.98 |
|
0.382 |
79.71 |
|
LOW |
78.84 |
|
0.618 |
77.43 |
|
1.000 |
76.56 |
|
1.618 |
75.15 |
|
2.618 |
72.87 |
|
4.250 |
69.15 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.63 |
80.26 |
| PP |
80.30 |
79.56 |
| S1 |
79.98 |
78.87 |
|