NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
79.19 |
80.67 |
1.48 |
1.9% |
77.57 |
| High |
81.12 |
82.59 |
1.47 |
1.8% |
82.59 |
| Low |
78.84 |
80.64 |
1.80 |
2.3% |
76.51 |
| Close |
80.95 |
82.50 |
1.55 |
1.9% |
82.50 |
| Range |
2.28 |
1.95 |
-0.33 |
-14.5% |
6.08 |
| ATR |
1.94 |
1.94 |
0.00 |
0.0% |
0.00 |
| Volume |
179,476 |
195,218 |
15,742 |
8.8% |
832,839 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.76 |
87.08 |
83.57 |
|
| R3 |
85.81 |
85.13 |
83.04 |
|
| R2 |
83.86 |
83.86 |
82.86 |
|
| R1 |
83.18 |
83.18 |
82.68 |
83.52 |
| PP |
81.91 |
81.91 |
81.91 |
82.08 |
| S1 |
81.23 |
81.23 |
82.32 |
81.57 |
| S2 |
79.96 |
79.96 |
82.14 |
|
| S3 |
78.01 |
79.28 |
81.96 |
|
| S4 |
76.06 |
77.33 |
81.43 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.77 |
96.72 |
85.84 |
|
| R3 |
92.69 |
90.64 |
84.17 |
|
| R2 |
86.61 |
86.61 |
83.61 |
|
| R1 |
84.56 |
84.56 |
83.06 |
85.59 |
| PP |
80.53 |
80.53 |
80.53 |
81.05 |
| S1 |
78.48 |
78.48 |
81.94 |
79.51 |
| S2 |
74.45 |
74.45 |
81.39 |
|
| S3 |
68.37 |
72.40 |
80.83 |
|
| S4 |
62.29 |
66.32 |
79.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.59 |
76.51 |
6.08 |
7.4% |
1.98 |
2.4% |
99% |
True |
False |
166,567 |
| 10 |
82.59 |
75.10 |
7.49 |
9.1% |
1.97 |
2.4% |
99% |
True |
False |
155,667 |
| 20 |
82.59 |
75.10 |
7.49 |
9.1% |
1.90 |
2.3% |
99% |
True |
False |
142,577 |
| 40 |
84.28 |
72.35 |
11.93 |
14.5% |
1.94 |
2.4% |
85% |
False |
False |
112,967 |
| 60 |
84.45 |
72.35 |
12.10 |
14.7% |
1.94 |
2.4% |
84% |
False |
False |
89,850 |
| 80 |
84.45 |
72.35 |
12.10 |
14.7% |
1.99 |
2.4% |
84% |
False |
False |
77,657 |
| 100 |
86.52 |
71.50 |
15.02 |
18.2% |
2.13 |
2.6% |
73% |
False |
False |
73,391 |
| 120 |
93.55 |
71.50 |
22.05 |
26.7% |
2.14 |
2.6% |
50% |
False |
False |
70,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.88 |
|
2.618 |
87.70 |
|
1.618 |
85.75 |
|
1.000 |
84.54 |
|
0.618 |
83.80 |
|
HIGH |
82.59 |
|
0.618 |
81.85 |
|
0.500 |
81.62 |
|
0.382 |
81.38 |
|
LOW |
80.64 |
|
0.618 |
79.43 |
|
1.000 |
78.69 |
|
1.618 |
77.48 |
|
2.618 |
75.53 |
|
4.250 |
72.35 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.21 |
81.58 |
| PP |
81.91 |
80.66 |
| S1 |
81.62 |
79.75 |
|