NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.76 |
82.50 |
-0.26 |
-0.3% |
82.60 |
| High |
83.10 |
84.14 |
1.04 |
1.3% |
85.08 |
| Low |
81.67 |
82.42 |
0.75 |
0.9% |
80.98 |
| Close |
82.45 |
83.74 |
1.29 |
1.6% |
83.35 |
| Range |
1.43 |
1.72 |
0.29 |
20.3% |
4.10 |
| ATR |
1.97 |
1.95 |
-0.02 |
-0.9% |
0.00 |
| Volume |
149,957 |
195,934 |
45,977 |
30.7% |
1,063,404 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.59 |
87.89 |
84.69 |
|
| R3 |
86.87 |
86.17 |
84.21 |
|
| R2 |
85.15 |
85.15 |
84.06 |
|
| R1 |
84.45 |
84.45 |
83.90 |
84.80 |
| PP |
83.43 |
83.43 |
83.43 |
83.61 |
| S1 |
82.73 |
82.73 |
83.58 |
83.08 |
| S2 |
81.71 |
81.71 |
83.42 |
|
| S3 |
79.99 |
81.01 |
83.27 |
|
| S4 |
78.27 |
79.29 |
82.79 |
|
|
| 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% |
2.16 |
2.6% |
67% |
False |
False |
203,668 |
| 10 |
85.08 |
78.84 |
6.24 |
7.5% |
2.01 |
2.4% |
79% |
False |
False |
200,815 |
| 20 |
85.08 |
75.10 |
9.98 |
11.9% |
1.98 |
2.4% |
87% |
False |
False |
172,840 |
| 40 |
85.08 |
72.35 |
12.73 |
15.2% |
1.93 |
2.3% |
89% |
False |
False |
140,646 |
| 60 |
85.08 |
72.35 |
12.73 |
15.2% |
1.94 |
2.3% |
89% |
False |
False |
112,574 |
| 80 |
85.08 |
72.35 |
12.73 |
15.2% |
2.00 |
2.4% |
89% |
False |
False |
93,899 |
| 100 |
85.08 |
71.50 |
13.58 |
16.2% |
2.07 |
2.5% |
90% |
False |
False |
84,814 |
| 120 |
93.55 |
71.50 |
22.05 |
26.3% |
2.16 |
2.6% |
56% |
False |
False |
80,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.45 |
|
2.618 |
88.64 |
|
1.618 |
86.92 |
|
1.000 |
85.86 |
|
0.618 |
85.20 |
|
HIGH |
84.14 |
|
0.618 |
83.48 |
|
0.500 |
83.28 |
|
0.382 |
83.08 |
|
LOW |
82.42 |
|
0.618 |
81.36 |
|
1.000 |
80.70 |
|
1.618 |
79.64 |
|
2.618 |
77.92 |
|
4.250 |
75.11 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.59 |
83.47 |
| PP |
83.43 |
83.20 |
| S1 |
83.28 |
82.94 |
|