NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.24 |
84.75 |
0.51 |
0.6% |
78.85 |
| High |
85.61 |
85.75 |
0.14 |
0.2% |
83.36 |
| Low |
83.89 |
82.56 |
-1.33 |
-1.6% |
77.36 |
| Close |
84.77 |
83.16 |
-1.61 |
-1.9% |
83.28 |
| Range |
1.72 |
3.19 |
1.47 |
85.5% |
6.00 |
| ATR |
1.80 |
1.90 |
0.10 |
5.5% |
0.00 |
| Volume |
95,463 |
79,134 |
-16,329 |
-17.1% |
300,565 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.39 |
91.47 |
84.91 |
|
| R3 |
90.20 |
88.28 |
84.04 |
|
| R2 |
87.01 |
87.01 |
83.74 |
|
| R1 |
85.09 |
85.09 |
83.45 |
84.46 |
| PP |
83.82 |
83.82 |
83.82 |
83.51 |
| S1 |
81.90 |
81.90 |
82.87 |
81.27 |
| S2 |
80.63 |
80.63 |
82.58 |
|
| S3 |
77.44 |
78.71 |
82.28 |
|
| S4 |
74.25 |
75.52 |
81.41 |
|
|
| 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 |
85.75 |
81.56 |
4.19 |
5.0% |
2.00 |
2.4% |
38% |
True |
False |
75,107 |
| 10 |
85.75 |
77.24 |
8.51 |
10.2% |
1.95 |
2.3% |
70% |
True |
False |
66,403 |
| 20 |
85.75 |
76.41 |
9.34 |
11.2% |
1.81 |
2.2% |
72% |
True |
False |
57,477 |
| 40 |
85.75 |
73.12 |
12.63 |
15.2% |
1.82 |
2.2% |
79% |
True |
False |
40,336 |
| 60 |
85.75 |
73.12 |
12.63 |
15.2% |
1.76 |
2.1% |
79% |
True |
False |
29,432 |
| 80 |
85.75 |
73.12 |
12.63 |
15.2% |
1.74 |
2.1% |
79% |
True |
False |
23,350 |
| 100 |
85.75 |
72.06 |
13.69 |
16.5% |
1.77 |
2.1% |
81% |
True |
False |
19,744 |
| 120 |
93.29 |
72.06 |
21.23 |
25.5% |
1.74 |
2.1% |
52% |
False |
False |
17,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.31 |
|
2.618 |
94.10 |
|
1.618 |
90.91 |
|
1.000 |
88.94 |
|
0.618 |
87.72 |
|
HIGH |
85.75 |
|
0.618 |
84.53 |
|
0.500 |
84.16 |
|
0.382 |
83.78 |
|
LOW |
82.56 |
|
0.618 |
80.59 |
|
1.000 |
79.37 |
|
1.618 |
77.40 |
|
2.618 |
74.21 |
|
4.250 |
69.00 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.16 |
84.12 |
| PP |
83.82 |
83.80 |
| S1 |
83.49 |
83.48 |
|