NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
78.12 |
78.50 |
0.38 |
0.5% |
78.12 |
| High |
79.17 |
80.37 |
1.20 |
1.5% |
79.62 |
| Low |
77.54 |
77.98 |
0.44 |
0.6% |
76.41 |
| Close |
78.40 |
80.15 |
1.75 |
2.2% |
78.62 |
| Range |
1.63 |
2.39 |
0.76 |
46.6% |
3.21 |
| ATR |
1.77 |
1.81 |
0.04 |
2.5% |
0.00 |
| Volume |
52,726 |
56,026 |
3,300 |
6.3% |
264,303 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.67 |
85.80 |
81.46 |
|
| R3 |
84.28 |
83.41 |
80.81 |
|
| R2 |
81.89 |
81.89 |
80.59 |
|
| R1 |
81.02 |
81.02 |
80.37 |
81.46 |
| PP |
79.50 |
79.50 |
79.50 |
79.72 |
| S1 |
78.63 |
78.63 |
79.93 |
79.07 |
| S2 |
77.11 |
77.11 |
79.71 |
|
| S3 |
74.72 |
76.24 |
79.49 |
|
| S4 |
72.33 |
73.85 |
78.84 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.85 |
86.44 |
80.39 |
|
| R3 |
84.64 |
83.23 |
79.50 |
|
| R2 |
81.43 |
81.43 |
79.21 |
|
| R1 |
80.02 |
80.02 |
78.91 |
80.73 |
| PP |
78.22 |
78.22 |
78.22 |
78.57 |
| S1 |
76.81 |
76.81 |
78.33 |
77.52 |
| S2 |
75.01 |
75.01 |
78.03 |
|
| S3 |
71.80 |
73.60 |
77.74 |
|
| S4 |
68.59 |
70.39 |
76.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.37 |
76.41 |
3.96 |
4.9% |
1.83 |
2.3% |
94% |
True |
False |
57,422 |
| 10 |
80.37 |
76.41 |
3.96 |
4.9% |
1.86 |
2.3% |
94% |
True |
False |
52,058 |
| 20 |
80.50 |
76.11 |
4.39 |
5.5% |
1.81 |
2.3% |
92% |
False |
False |
45,349 |
| 40 |
84.73 |
73.12 |
11.61 |
14.5% |
1.73 |
2.2% |
61% |
False |
False |
30,588 |
| 60 |
84.73 |
73.12 |
11.61 |
14.5% |
1.73 |
2.2% |
61% |
False |
False |
22,652 |
| 80 |
84.73 |
73.12 |
11.61 |
14.5% |
1.69 |
2.1% |
61% |
False |
False |
18,215 |
| 100 |
86.81 |
72.06 |
14.75 |
18.4% |
1.77 |
2.2% |
55% |
False |
False |
15,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.53 |
|
2.618 |
86.63 |
|
1.618 |
84.24 |
|
1.000 |
82.76 |
|
0.618 |
81.85 |
|
HIGH |
80.37 |
|
0.618 |
79.46 |
|
0.500 |
79.18 |
|
0.382 |
78.89 |
|
LOW |
77.98 |
|
0.618 |
76.50 |
|
1.000 |
75.59 |
|
1.618 |
74.11 |
|
2.618 |
71.72 |
|
4.250 |
67.82 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.83 |
79.72 |
| PP |
79.50 |
79.29 |
| S1 |
79.18 |
78.87 |
|