NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
81.99 |
81.92 |
-0.07 |
-0.1% |
82.01 |
| High |
82.64 |
82.12 |
-0.52 |
-0.6% |
83.28 |
| Low |
81.50 |
80.56 |
-0.94 |
-1.2% |
80.52 |
| Close |
82.18 |
81.43 |
-0.75 |
-0.9% |
81.43 |
| Range |
1.14 |
1.56 |
0.42 |
36.8% |
2.76 |
| ATR |
2.05 |
2.02 |
-0.03 |
-1.5% |
0.00 |
| Volume |
276,983 |
290,248 |
13,265 |
4.8% |
1,452,507 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.05 |
85.30 |
82.29 |
|
| R3 |
84.49 |
83.74 |
81.86 |
|
| R2 |
82.93 |
82.93 |
81.72 |
|
| R1 |
82.18 |
82.18 |
81.57 |
81.78 |
| PP |
81.37 |
81.37 |
81.37 |
81.17 |
| S1 |
80.62 |
80.62 |
81.29 |
80.22 |
| S2 |
79.81 |
79.81 |
81.14 |
|
| S3 |
78.25 |
79.06 |
81.00 |
|
| S4 |
76.69 |
77.50 |
80.57 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.02 |
88.49 |
82.95 |
|
| R3 |
87.26 |
85.73 |
82.19 |
|
| R2 |
84.50 |
84.50 |
81.94 |
|
| R1 |
82.97 |
82.97 |
81.68 |
82.36 |
| PP |
81.74 |
81.74 |
81.74 |
81.44 |
| S1 |
80.21 |
80.21 |
81.18 |
79.60 |
| S2 |
78.98 |
78.98 |
80.92 |
|
| S3 |
76.22 |
77.45 |
80.67 |
|
| S4 |
73.46 |
74.69 |
79.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.28 |
80.52 |
2.76 |
3.4% |
1.55 |
1.9% |
33% |
False |
False |
290,501 |
| 10 |
83.95 |
79.84 |
4.11 |
5.0% |
2.17 |
2.7% |
39% |
False |
False |
310,555 |
| 20 |
85.08 |
79.84 |
5.24 |
6.4% |
2.10 |
2.6% |
30% |
False |
False |
259,037 |
| 40 |
85.08 |
75.10 |
9.98 |
12.3% |
2.00 |
2.5% |
63% |
False |
False |
200,807 |
| 60 |
85.08 |
72.35 |
12.73 |
15.6% |
1.99 |
2.4% |
71% |
False |
False |
161,657 |
| 80 |
85.08 |
72.35 |
12.73 |
15.6% |
1.98 |
2.4% |
71% |
False |
False |
132,147 |
| 100 |
85.08 |
72.35 |
12.73 |
15.6% |
2.01 |
2.5% |
71% |
False |
False |
113,933 |
| 120 |
86.52 |
71.50 |
15.02 |
18.4% |
2.13 |
2.6% |
66% |
False |
False |
104,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.75 |
|
2.618 |
86.20 |
|
1.618 |
84.64 |
|
1.000 |
83.68 |
|
0.618 |
83.08 |
|
HIGH |
82.12 |
|
0.618 |
81.52 |
|
0.500 |
81.34 |
|
0.382 |
81.16 |
|
LOW |
80.56 |
|
0.618 |
79.60 |
|
1.000 |
79.00 |
|
1.618 |
78.04 |
|
2.618 |
76.48 |
|
4.250 |
73.93 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.40 |
81.61 |
| PP |
81.37 |
81.55 |
| S1 |
81.34 |
81.49 |
|