NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
77.58 |
78.95 |
1.37 |
1.8% |
78.04 |
| High |
79.21 |
80.23 |
1.02 |
1.3% |
79.74 |
| Low |
77.49 |
78.95 |
1.46 |
1.9% |
76.67 |
| Close |
79.00 |
79.65 |
0.65 |
0.8% |
79.00 |
| Range |
1.72 |
1.28 |
-0.44 |
-25.6% |
3.07 |
| ATR |
1.88 |
1.83 |
-0.04 |
-2.3% |
0.00 |
| Volume |
31,508 |
64,028 |
32,520 |
103.2% |
129,768 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.45 |
82.83 |
80.35 |
|
| R3 |
82.17 |
81.55 |
80.00 |
|
| R2 |
80.89 |
80.89 |
79.88 |
|
| R1 |
80.27 |
80.27 |
79.77 |
80.58 |
| PP |
79.61 |
79.61 |
79.61 |
79.77 |
| S1 |
78.99 |
78.99 |
79.53 |
79.30 |
| S2 |
78.33 |
78.33 |
79.42 |
|
| S3 |
77.05 |
77.71 |
79.30 |
|
| S4 |
75.77 |
76.43 |
78.95 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.68 |
86.41 |
80.69 |
|
| R3 |
84.61 |
83.34 |
79.84 |
|
| R2 |
81.54 |
81.54 |
79.56 |
|
| R1 |
80.27 |
80.27 |
79.28 |
80.91 |
| PP |
78.47 |
78.47 |
78.47 |
78.79 |
| S1 |
77.20 |
77.20 |
78.72 |
77.84 |
| S2 |
75.40 |
75.40 |
78.44 |
|
| S3 |
72.33 |
74.13 |
78.16 |
|
| S4 |
69.26 |
71.06 |
77.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.23 |
76.67 |
3.56 |
4.5% |
1.83 |
2.3% |
84% |
True |
False |
38,759 |
| 10 |
80.23 |
75.74 |
4.49 |
5.6% |
1.88 |
2.4% |
87% |
True |
False |
36,056 |
| 20 |
80.23 |
73.12 |
7.11 |
8.9% |
1.80 |
2.3% |
92% |
True |
False |
26,299 |
| 40 |
84.73 |
73.12 |
11.61 |
14.6% |
1.73 |
2.2% |
56% |
False |
False |
17,578 |
| 60 |
84.73 |
73.12 |
11.61 |
14.6% |
1.72 |
2.2% |
56% |
False |
False |
13,445 |
| 80 |
84.73 |
72.06 |
12.67 |
15.9% |
1.75 |
2.2% |
60% |
False |
False |
11,369 |
| 100 |
93.29 |
72.06 |
21.23 |
26.7% |
1.74 |
2.2% |
36% |
False |
False |
10,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.67 |
|
2.618 |
83.58 |
|
1.618 |
82.30 |
|
1.000 |
81.51 |
|
0.618 |
81.02 |
|
HIGH |
80.23 |
|
0.618 |
79.74 |
|
0.500 |
79.59 |
|
0.382 |
79.44 |
|
LOW |
78.95 |
|
0.618 |
78.16 |
|
1.000 |
77.67 |
|
1.618 |
76.88 |
|
2.618 |
75.60 |
|
4.250 |
73.51 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.63 |
79.39 |
| PP |
79.61 |
79.12 |
| S1 |
79.59 |
78.86 |
|