NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.01 |
82.47 |
0.46 |
0.6% |
82.20 |
| High |
83.28 |
82.88 |
-0.40 |
-0.5% |
83.95 |
| Low |
81.45 |
81.81 |
0.36 |
0.4% |
79.84 |
| Close |
82.52 |
82.55 |
0.03 |
0.0% |
81.69 |
| Range |
1.83 |
1.07 |
-0.76 |
-41.5% |
4.11 |
| ATR |
2.19 |
2.11 |
-0.08 |
-3.7% |
0.00 |
| Volume |
310,801 |
233,916 |
-76,885 |
-24.7% |
1,653,049 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.62 |
85.16 |
83.14 |
|
| R3 |
84.55 |
84.09 |
82.84 |
|
| R2 |
83.48 |
83.48 |
82.75 |
|
| R1 |
83.02 |
83.02 |
82.65 |
83.25 |
| PP |
82.41 |
82.41 |
82.41 |
82.53 |
| S1 |
81.95 |
81.95 |
82.45 |
82.18 |
| S2 |
81.34 |
81.34 |
82.35 |
|
| S3 |
80.27 |
80.88 |
82.26 |
|
| S4 |
79.20 |
79.81 |
81.96 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.16 |
92.03 |
83.95 |
|
| R3 |
90.05 |
87.92 |
82.82 |
|
| R2 |
85.94 |
85.94 |
82.44 |
|
| R1 |
83.81 |
83.81 |
82.07 |
82.82 |
| PP |
81.83 |
81.83 |
81.83 |
81.33 |
| S1 |
79.70 |
79.70 |
81.31 |
78.71 |
| S2 |
77.72 |
77.72 |
80.94 |
|
| S3 |
73.61 |
75.59 |
80.56 |
|
| S4 |
69.50 |
71.48 |
79.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.28 |
79.90 |
3.38 |
4.1% |
1.97 |
2.4% |
78% |
False |
False |
303,703 |
| 10 |
84.80 |
79.84 |
4.96 |
6.0% |
2.30 |
2.8% |
55% |
False |
False |
283,543 |
| 20 |
85.08 |
76.90 |
8.18 |
9.9% |
2.19 |
2.7% |
69% |
False |
False |
239,824 |
| 40 |
85.08 |
74.64 |
10.44 |
12.6% |
2.05 |
2.5% |
76% |
False |
False |
186,874 |
| 60 |
85.08 |
72.35 |
12.73 |
15.4% |
1.98 |
2.4% |
80% |
False |
False |
149,594 |
| 80 |
85.08 |
72.35 |
12.73 |
15.4% |
2.01 |
2.4% |
80% |
False |
False |
122,226 |
| 100 |
85.08 |
72.35 |
12.73 |
15.4% |
2.03 |
2.5% |
80% |
False |
False |
106,467 |
| 120 |
86.52 |
71.50 |
15.02 |
18.2% |
2.15 |
2.6% |
74% |
False |
False |
98,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.43 |
|
2.618 |
85.68 |
|
1.618 |
84.61 |
|
1.000 |
83.95 |
|
0.618 |
83.54 |
|
HIGH |
82.88 |
|
0.618 |
82.47 |
|
0.500 |
82.35 |
|
0.382 |
82.22 |
|
LOW |
81.81 |
|
0.618 |
81.15 |
|
1.000 |
80.74 |
|
1.618 |
80.08 |
|
2.618 |
79.01 |
|
4.250 |
77.26 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.48 |
82.32 |
| PP |
82.41 |
82.08 |
| S1 |
82.35 |
81.85 |
|