NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
80.67 |
82.60 |
1.93 |
2.4% |
77.57 |
| High |
82.59 |
83.15 |
0.56 |
0.7% |
82.59 |
| Low |
80.64 |
81.70 |
1.06 |
1.3% |
76.51 |
| Close |
82.50 |
82.20 |
-0.30 |
-0.4% |
82.50 |
| Range |
1.95 |
1.45 |
-0.50 |
-25.6% |
6.08 |
| ATR |
1.94 |
1.91 |
-0.04 |
-1.8% |
0.00 |
| Volume |
195,218 |
217,390 |
22,172 |
11.4% |
832,839 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.70 |
85.90 |
83.00 |
|
| R3 |
85.25 |
84.45 |
82.60 |
|
| R2 |
83.80 |
83.80 |
82.47 |
|
| R1 |
83.00 |
83.00 |
82.33 |
82.68 |
| PP |
82.35 |
82.35 |
82.35 |
82.19 |
| S1 |
81.55 |
81.55 |
82.07 |
81.23 |
| S2 |
80.90 |
80.90 |
81.93 |
|
| S3 |
79.45 |
80.10 |
81.80 |
|
| S4 |
78.00 |
78.65 |
81.40 |
|
|
| 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 |
83.15 |
76.61 |
6.54 |
8.0% |
1.95 |
2.4% |
85% |
True |
False |
176,810 |
| 10 |
83.15 |
75.10 |
8.05 |
9.8% |
1.89 |
2.3% |
88% |
True |
False |
164,808 |
| 20 |
83.15 |
75.10 |
8.05 |
9.8% |
1.86 |
2.3% |
88% |
True |
False |
147,335 |
| 40 |
83.37 |
72.35 |
11.02 |
13.4% |
1.91 |
2.3% |
89% |
False |
False |
117,070 |
| 60 |
84.45 |
72.35 |
12.10 |
14.7% |
1.94 |
2.4% |
81% |
False |
False |
92,950 |
| 80 |
84.45 |
72.35 |
12.10 |
14.7% |
1.98 |
2.4% |
81% |
False |
False |
79,726 |
| 100 |
86.52 |
71.50 |
15.02 |
18.3% |
2.13 |
2.6% |
71% |
False |
False |
75,049 |
| 120 |
93.55 |
71.50 |
22.05 |
26.8% |
2.14 |
2.6% |
49% |
False |
False |
71,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.31 |
|
2.618 |
86.95 |
|
1.618 |
85.50 |
|
1.000 |
84.60 |
|
0.618 |
84.05 |
|
HIGH |
83.15 |
|
0.618 |
82.60 |
|
0.500 |
82.43 |
|
0.382 |
82.25 |
|
LOW |
81.70 |
|
0.618 |
80.80 |
|
1.000 |
80.25 |
|
1.618 |
79.35 |
|
2.618 |
77.90 |
|
4.250 |
75.54 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.43 |
81.80 |
| PP |
82.35 |
81.40 |
| S1 |
82.28 |
81.00 |
|