NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.29 |
82.71 |
-0.58 |
-0.7% |
78.85 |
| High |
83.82 |
84.45 |
0.63 |
0.8% |
83.36 |
| Low |
82.48 |
82.49 |
0.01 |
0.0% |
77.36 |
| Close |
82.88 |
84.39 |
1.51 |
1.8% |
83.28 |
| Range |
1.34 |
1.96 |
0.62 |
46.3% |
6.00 |
| ATR |
1.79 |
1.80 |
0.01 |
0.7% |
0.00 |
| Volume |
63,079 |
67,538 |
4,459 |
7.1% |
300,565 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.66 |
88.98 |
85.47 |
|
| R3 |
87.70 |
87.02 |
84.93 |
|
| R2 |
85.74 |
85.74 |
84.75 |
|
| R1 |
85.06 |
85.06 |
84.57 |
85.40 |
| PP |
83.78 |
83.78 |
83.78 |
83.95 |
| S1 |
83.10 |
83.10 |
84.21 |
83.44 |
| S2 |
81.82 |
81.82 |
84.03 |
|
| S3 |
79.86 |
81.14 |
83.85 |
|
| S4 |
77.90 |
79.18 |
83.31 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.33 |
97.31 |
86.58 |
|
| R3 |
93.33 |
91.31 |
84.93 |
|
| R2 |
87.33 |
87.33 |
84.38 |
|
| R1 |
85.31 |
85.31 |
83.83 |
86.32 |
| PP |
81.33 |
81.33 |
81.33 |
81.84 |
| S1 |
79.31 |
79.31 |
82.73 |
80.32 |
| S2 |
75.33 |
75.33 |
82.18 |
|
| S3 |
69.33 |
73.31 |
81.63 |
|
| S4 |
63.33 |
67.31 |
79.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.45 |
77.98 |
6.47 |
7.7% |
1.90 |
2.3% |
99% |
True |
False |
64,749 |
| 10 |
84.45 |
76.41 |
8.04 |
9.5% |
1.80 |
2.1% |
99% |
True |
False |
61,644 |
| 20 |
84.45 |
76.41 |
8.04 |
9.5% |
1.75 |
2.1% |
99% |
True |
False |
52,523 |
| 40 |
84.45 |
73.12 |
11.33 |
13.4% |
1.80 |
2.1% |
99% |
True |
False |
36,406 |
| 60 |
84.73 |
73.12 |
11.61 |
13.8% |
1.74 |
2.1% |
97% |
False |
False |
26,713 |
| 80 |
84.73 |
73.12 |
11.61 |
13.8% |
1.71 |
2.0% |
97% |
False |
False |
21,262 |
| 100 |
84.73 |
72.06 |
12.67 |
15.0% |
1.77 |
2.1% |
97% |
False |
False |
18,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.78 |
|
2.618 |
89.58 |
|
1.618 |
87.62 |
|
1.000 |
86.41 |
|
0.618 |
85.66 |
|
HIGH |
84.45 |
|
0.618 |
83.70 |
|
0.500 |
83.47 |
|
0.382 |
83.24 |
|
LOW |
82.49 |
|
0.618 |
81.28 |
|
1.000 |
80.53 |
|
1.618 |
79.32 |
|
2.618 |
77.36 |
|
4.250 |
74.16 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.08 |
83.93 |
| PP |
83.78 |
83.47 |
| S1 |
83.47 |
83.01 |
|