NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.89 |
83.50 |
-0.39 |
-0.5% |
83.65 |
| High |
84.80 |
83.98 |
-0.82 |
-1.0% |
84.80 |
| Low |
82.89 |
81.41 |
-1.48 |
-1.8% |
81.41 |
| Close |
83.36 |
81.93 |
-1.43 |
-1.7% |
81.93 |
| Range |
1.91 |
2.57 |
0.66 |
34.6% |
3.39 |
| ATR |
1.95 |
2.00 |
0.04 |
2.3% |
0.00 |
| Volume |
227,224 |
214,511 |
-12,713 |
-5.6% |
1,011,788 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.15 |
88.61 |
83.34 |
|
| R3 |
87.58 |
86.04 |
82.64 |
|
| R2 |
85.01 |
85.01 |
82.40 |
|
| R1 |
83.47 |
83.47 |
82.17 |
82.96 |
| PP |
82.44 |
82.44 |
82.44 |
82.18 |
| S1 |
80.90 |
80.90 |
81.69 |
80.39 |
| S2 |
79.87 |
79.87 |
81.46 |
|
| S3 |
77.30 |
78.33 |
81.22 |
|
| S4 |
74.73 |
75.76 |
80.52 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.88 |
90.80 |
83.79 |
|
| R3 |
89.49 |
87.41 |
82.86 |
|
| R2 |
86.10 |
86.10 |
82.55 |
|
| R1 |
84.02 |
84.02 |
82.24 |
83.37 |
| PP |
82.71 |
82.71 |
82.71 |
82.39 |
| S1 |
80.63 |
80.63 |
81.62 |
79.98 |
| S2 |
79.32 |
79.32 |
81.31 |
|
| S3 |
75.93 |
77.24 |
81.00 |
|
| S4 |
72.54 |
73.85 |
80.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.80 |
81.41 |
3.39 |
4.1% |
1.84 |
2.2% |
15% |
False |
True |
202,357 |
| 10 |
85.08 |
80.98 |
4.10 |
5.0% |
2.03 |
2.5% |
23% |
False |
False |
207,519 |
| 20 |
85.08 |
75.10 |
9.98 |
12.2% |
2.00 |
2.4% |
68% |
False |
False |
181,593 |
| 40 |
85.08 |
72.35 |
12.73 |
15.5% |
1.95 |
2.4% |
75% |
False |
False |
146,478 |
| 60 |
85.08 |
72.35 |
12.73 |
15.5% |
1.93 |
2.4% |
75% |
False |
False |
118,329 |
| 80 |
85.08 |
72.35 |
12.73 |
15.5% |
2.01 |
2.4% |
75% |
False |
False |
98,625 |
| 100 |
85.08 |
72.35 |
12.73 |
15.5% |
2.07 |
2.5% |
75% |
False |
False |
88,242 |
| 120 |
93.55 |
71.50 |
22.05 |
26.9% |
2.17 |
2.7% |
47% |
False |
False |
83,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.90 |
|
2.618 |
90.71 |
|
1.618 |
88.14 |
|
1.000 |
86.55 |
|
0.618 |
85.57 |
|
HIGH |
83.98 |
|
0.618 |
83.00 |
|
0.500 |
82.70 |
|
0.382 |
82.39 |
|
LOW |
81.41 |
|
0.618 |
79.82 |
|
1.000 |
78.84 |
|
1.618 |
77.25 |
|
2.618 |
74.68 |
|
4.250 |
70.49 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.70 |
83.11 |
| PP |
82.44 |
82.71 |
| S1 |
82.19 |
82.32 |
|