NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.02 |
82.24 |
-1.78 |
-2.1% |
82.60 |
| High |
85.08 |
83.76 |
-1.32 |
-1.6% |
85.08 |
| Low |
81.77 |
80.98 |
-0.79 |
-1.0% |
80.98 |
| Close |
82.38 |
83.35 |
0.97 |
1.2% |
83.35 |
| Range |
3.31 |
2.78 |
-0.53 |
-16.0% |
4.10 |
| ATR |
1.99 |
2.05 |
0.06 |
2.8% |
0.00 |
| Volume |
191,760 |
256,527 |
64,767 |
33.8% |
1,063,404 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.04 |
89.97 |
84.88 |
|
| R3 |
88.26 |
87.19 |
84.11 |
|
| R2 |
85.48 |
85.48 |
83.86 |
|
| R1 |
84.41 |
84.41 |
83.60 |
84.95 |
| PP |
82.70 |
82.70 |
82.70 |
82.96 |
| S1 |
81.63 |
81.63 |
83.10 |
82.17 |
| S2 |
79.92 |
79.92 |
82.84 |
|
| S3 |
77.14 |
78.85 |
82.59 |
|
| S4 |
74.36 |
76.07 |
81.82 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.44 |
93.49 |
85.61 |
|
| R3 |
91.34 |
89.39 |
84.48 |
|
| R2 |
87.24 |
87.24 |
84.10 |
|
| R1 |
85.29 |
85.29 |
83.73 |
86.27 |
| PP |
83.14 |
83.14 |
83.14 |
83.62 |
| S1 |
81.19 |
81.19 |
82.97 |
82.17 |
| S2 |
79.04 |
79.04 |
82.60 |
|
| S3 |
74.94 |
77.09 |
82.22 |
|
| S4 |
70.84 |
72.99 |
81.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.08 |
80.98 |
4.10 |
4.9% |
2.23 |
2.7% |
58% |
False |
True |
212,680 |
| 10 |
85.08 |
76.51 |
8.57 |
10.3% |
2.11 |
2.5% |
80% |
False |
False |
189,624 |
| 20 |
85.08 |
75.10 |
9.98 |
12.0% |
1.95 |
2.3% |
83% |
False |
False |
167,851 |
| 40 |
85.08 |
72.35 |
12.73 |
15.3% |
1.93 |
2.3% |
86% |
False |
False |
131,704 |
| 60 |
85.08 |
72.35 |
12.73 |
15.3% |
1.96 |
2.3% |
86% |
False |
False |
104,665 |
| 80 |
85.08 |
72.35 |
12.73 |
15.3% |
2.00 |
2.4% |
86% |
False |
False |
88,445 |
| 100 |
85.08 |
71.50 |
13.58 |
16.3% |
2.11 |
2.5% |
87% |
False |
False |
81,315 |
| 120 |
93.55 |
71.50 |
22.05 |
26.5% |
2.17 |
2.6% |
54% |
False |
False |
77,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.58 |
|
2.618 |
91.04 |
|
1.618 |
88.26 |
|
1.000 |
86.54 |
|
0.618 |
85.48 |
|
HIGH |
83.76 |
|
0.618 |
82.70 |
|
0.500 |
82.37 |
|
0.382 |
82.04 |
|
LOW |
80.98 |
|
0.618 |
79.26 |
|
1.000 |
78.20 |
|
1.618 |
76.48 |
|
2.618 |
73.70 |
|
4.250 |
69.17 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.02 |
83.24 |
| PP |
82.70 |
83.14 |
| S1 |
82.37 |
83.03 |
|