NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
79.93 |
82.55 |
2.62 |
3.3% |
83.65 |
| High |
82.58 |
82.70 |
0.12 |
0.1% |
84.80 |
| Low |
79.90 |
80.09 |
0.19 |
0.2% |
81.41 |
| Close |
82.54 |
80.56 |
-1.98 |
-2.4% |
81.93 |
| Range |
2.68 |
2.61 |
-0.07 |
-2.6% |
3.39 |
| ATR |
2.24 |
2.27 |
0.03 |
1.2% |
0.00 |
| Volume |
402,737 |
344,542 |
-58,195 |
-14.4% |
1,011,788 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.95 |
87.36 |
82.00 |
|
| R3 |
86.34 |
84.75 |
81.28 |
|
| R2 |
83.73 |
83.73 |
81.04 |
|
| R1 |
82.14 |
82.14 |
80.80 |
81.63 |
| PP |
81.12 |
81.12 |
81.12 |
80.86 |
| S1 |
79.53 |
79.53 |
80.32 |
79.02 |
| S2 |
78.51 |
78.51 |
80.08 |
|
| S3 |
75.90 |
76.92 |
79.84 |
|
| S4 |
73.29 |
74.31 |
79.12 |
|
|
| 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 |
83.98 |
79.84 |
4.14 |
5.1% |
2.97 |
3.7% |
17% |
False |
False |
328,208 |
| 10 |
84.80 |
79.84 |
4.96 |
6.2% |
2.42 |
3.0% |
15% |
False |
False |
269,484 |
| 20 |
85.08 |
76.05 |
9.03 |
11.2% |
2.22 |
2.8% |
50% |
False |
False |
224,518 |
| 40 |
85.08 |
74.14 |
10.94 |
13.6% |
2.08 |
2.6% |
59% |
False |
False |
176,471 |
| 60 |
85.08 |
72.35 |
12.73 |
15.8% |
2.02 |
2.5% |
64% |
False |
False |
139,340 |
| 80 |
85.08 |
72.35 |
12.73 |
15.8% |
2.05 |
2.5% |
64% |
False |
False |
114,407 |
| 100 |
85.08 |
72.35 |
12.73 |
15.8% |
2.07 |
2.6% |
64% |
False |
False |
100,402 |
| 120 |
93.08 |
71.50 |
21.58 |
26.8% |
2.22 |
2.8% |
42% |
False |
False |
93,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.79 |
|
2.618 |
89.53 |
|
1.618 |
86.92 |
|
1.000 |
85.31 |
|
0.618 |
84.31 |
|
HIGH |
82.70 |
|
0.618 |
81.70 |
|
0.500 |
81.40 |
|
0.382 |
81.09 |
|
LOW |
80.09 |
|
0.618 |
78.48 |
|
1.000 |
77.48 |
|
1.618 |
75.87 |
|
2.618 |
73.26 |
|
4.250 |
69.00 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.40 |
81.87 |
| PP |
81.12 |
81.43 |
| S1 |
80.84 |
81.00 |
|