NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.60 |
82.02 |
-0.58 |
-0.7% |
77.57 |
| High |
83.15 |
83.70 |
0.55 |
0.7% |
82.59 |
| Low |
81.70 |
81.84 |
0.14 |
0.2% |
76.51 |
| Close |
82.20 |
83.64 |
1.44 |
1.8% |
82.50 |
| Range |
1.45 |
1.86 |
0.41 |
28.3% |
6.08 |
| ATR |
1.91 |
1.90 |
0.00 |
-0.2% |
0.00 |
| Volume |
217,390 |
173,782 |
-43,608 |
-20.1% |
832,839 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.64 |
88.00 |
84.66 |
|
| R3 |
86.78 |
86.14 |
84.15 |
|
| R2 |
84.92 |
84.92 |
83.98 |
|
| R1 |
84.28 |
84.28 |
83.81 |
84.60 |
| PP |
83.06 |
83.06 |
83.06 |
83.22 |
| S1 |
82.42 |
82.42 |
83.47 |
82.74 |
| S2 |
81.20 |
81.20 |
83.30 |
|
| S3 |
79.34 |
80.56 |
83.13 |
|
| S4 |
77.48 |
78.70 |
82.62 |
|
|
| 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 |
83.70 |
76.90 |
6.80 |
8.1% |
2.00 |
2.4% |
99% |
True |
False |
182,941 |
| 10 |
83.70 |
75.10 |
8.60 |
10.3% |
1.90 |
2.3% |
99% |
True |
False |
172,020 |
| 20 |
83.70 |
75.10 |
8.60 |
10.3% |
1.84 |
2.2% |
99% |
True |
False |
151,488 |
| 40 |
83.70 |
72.35 |
11.35 |
13.6% |
1.93 |
2.3% |
99% |
True |
False |
119,701 |
| 60 |
84.45 |
72.35 |
12.10 |
14.5% |
1.94 |
2.3% |
93% |
False |
False |
95,338 |
| 80 |
84.45 |
72.35 |
12.10 |
14.5% |
1.98 |
2.4% |
93% |
False |
False |
81,362 |
| 100 |
84.59 |
71.50 |
13.09 |
15.7% |
2.13 |
2.5% |
93% |
False |
False |
76,334 |
| 120 |
93.55 |
71.50 |
22.05 |
26.4% |
2.15 |
2.6% |
55% |
False |
False |
72,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.61 |
|
2.618 |
88.57 |
|
1.618 |
86.71 |
|
1.000 |
85.56 |
|
0.618 |
84.85 |
|
HIGH |
83.70 |
|
0.618 |
82.99 |
|
0.500 |
82.77 |
|
0.382 |
82.55 |
|
LOW |
81.84 |
|
0.618 |
80.69 |
|
1.000 |
79.98 |
|
1.618 |
78.83 |
|
2.618 |
76.97 |
|
4.250 |
73.94 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.35 |
83.15 |
| PP |
83.06 |
82.66 |
| S1 |
82.77 |
82.17 |
|