NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
77.70 |
77.45 |
-0.25 |
-0.3% |
78.95 |
| High |
78.71 |
78.16 |
-0.55 |
-0.7% |
80.50 |
| Low |
77.00 |
76.41 |
-0.59 |
-0.8% |
77.20 |
| Close |
77.63 |
77.70 |
0.07 |
0.1% |
78.08 |
| Range |
1.71 |
1.75 |
0.04 |
2.3% |
3.30 |
| ATR |
1.79 |
1.79 |
0.00 |
-0.2% |
0.00 |
| Volume |
61,615 |
65,391 |
3,776 |
6.1% |
247,956 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.67 |
81.94 |
78.66 |
|
| R3 |
80.92 |
80.19 |
78.18 |
|
| R2 |
79.17 |
79.17 |
78.02 |
|
| R1 |
78.44 |
78.44 |
77.86 |
78.81 |
| PP |
77.42 |
77.42 |
77.42 |
77.61 |
| S1 |
76.69 |
76.69 |
77.54 |
77.06 |
| S2 |
75.67 |
75.67 |
77.38 |
|
| S3 |
73.92 |
74.94 |
77.22 |
|
| S4 |
72.17 |
73.19 |
76.74 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.49 |
86.59 |
79.90 |
|
| R3 |
85.19 |
83.29 |
78.99 |
|
| R2 |
81.89 |
81.89 |
78.69 |
|
| R1 |
79.99 |
79.99 |
78.38 |
79.29 |
| PP |
78.59 |
78.59 |
78.59 |
78.25 |
| S1 |
76.69 |
76.69 |
77.78 |
75.99 |
| S2 |
75.29 |
75.29 |
77.48 |
|
| S3 |
71.99 |
73.39 |
77.17 |
|
| S4 |
68.69 |
70.09 |
76.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.62 |
76.41 |
3.21 |
4.1% |
1.93 |
2.5% |
40% |
False |
True |
50,199 |
| 10 |
80.50 |
76.41 |
4.09 |
5.3% |
1.67 |
2.1% |
32% |
False |
True |
48,550 |
| 20 |
80.50 |
74.90 |
5.60 |
7.2% |
1.85 |
2.4% |
50% |
False |
False |
40,011 |
| 40 |
84.73 |
73.12 |
11.61 |
14.9% |
1.74 |
2.2% |
39% |
False |
False |
25,934 |
| 60 |
84.73 |
73.12 |
11.61 |
14.9% |
1.74 |
2.2% |
39% |
False |
False |
19,315 |
| 80 |
84.73 |
73.12 |
11.61 |
14.9% |
1.71 |
2.2% |
39% |
False |
False |
15,698 |
| 100 |
92.30 |
72.06 |
20.24 |
26.0% |
1.81 |
2.3% |
28% |
False |
False |
13,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.60 |
|
2.618 |
82.74 |
|
1.618 |
80.99 |
|
1.000 |
79.91 |
|
0.618 |
79.24 |
|
HIGH |
78.16 |
|
0.618 |
77.49 |
|
0.500 |
77.29 |
|
0.382 |
77.08 |
|
LOW |
76.41 |
|
0.618 |
75.33 |
|
1.000 |
74.66 |
|
1.618 |
73.58 |
|
2.618 |
71.83 |
|
4.250 |
68.97 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.56 |
78.01 |
| PP |
77.42 |
77.91 |
| S1 |
77.29 |
77.80 |
|