NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.75 |
83.01 |
-1.74 |
-2.1% |
83.29 |
| High |
85.75 |
84.46 |
-1.29 |
-1.5% |
85.75 |
| Low |
82.56 |
81.72 |
-0.84 |
-1.0% |
81.72 |
| Close |
83.16 |
84.04 |
0.88 |
1.1% |
84.04 |
| Range |
3.19 |
2.74 |
-0.45 |
-14.1% |
4.03 |
| ATR |
1.90 |
1.96 |
0.06 |
3.2% |
0.00 |
| Volume |
79,134 |
102,813 |
23,679 |
29.9% |
408,027 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.63 |
90.57 |
85.55 |
|
| R3 |
88.89 |
87.83 |
84.79 |
|
| R2 |
86.15 |
86.15 |
84.54 |
|
| R1 |
85.09 |
85.09 |
84.29 |
85.62 |
| PP |
83.41 |
83.41 |
83.41 |
83.67 |
| S1 |
82.35 |
82.35 |
83.79 |
82.88 |
| S2 |
80.67 |
80.67 |
83.54 |
|
| S3 |
77.93 |
79.61 |
83.29 |
|
| S4 |
75.19 |
76.87 |
82.53 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.93 |
94.01 |
86.26 |
|
| R3 |
91.90 |
89.98 |
85.15 |
|
| R2 |
87.87 |
87.87 |
84.78 |
|
| R1 |
85.95 |
85.95 |
84.41 |
86.91 |
| PP |
83.84 |
83.84 |
83.84 |
84.32 |
| S1 |
81.92 |
81.92 |
83.67 |
82.88 |
| S2 |
79.81 |
79.81 |
83.30 |
|
| S3 |
75.78 |
77.89 |
82.93 |
|
| S4 |
71.75 |
73.86 |
81.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.75 |
81.72 |
4.03 |
4.8% |
2.19 |
2.6% |
58% |
False |
True |
81,605 |
| 10 |
85.75 |
77.36 |
8.39 |
10.0% |
2.04 |
2.4% |
80% |
False |
False |
70,859 |
| 20 |
85.75 |
76.41 |
9.34 |
11.1% |
1.86 |
2.2% |
82% |
False |
False |
61,042 |
| 40 |
85.75 |
73.12 |
12.63 |
15.0% |
1.83 |
2.2% |
86% |
False |
False |
42,554 |
| 60 |
85.75 |
73.12 |
12.63 |
15.0% |
1.77 |
2.1% |
86% |
False |
False |
31,054 |
| 80 |
85.75 |
73.12 |
12.63 |
15.0% |
1.75 |
2.1% |
86% |
False |
False |
24,607 |
| 100 |
85.75 |
72.06 |
13.69 |
16.3% |
1.77 |
2.1% |
88% |
False |
False |
20,725 |
| 120 |
93.29 |
72.06 |
21.23 |
25.3% |
1.76 |
2.1% |
56% |
False |
False |
18,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.11 |
|
2.618 |
91.63 |
|
1.618 |
88.89 |
|
1.000 |
87.20 |
|
0.618 |
86.15 |
|
HIGH |
84.46 |
|
0.618 |
83.41 |
|
0.500 |
83.09 |
|
0.382 |
82.77 |
|
LOW |
81.72 |
|
0.618 |
80.03 |
|
1.000 |
78.98 |
|
1.618 |
77.29 |
|
2.618 |
74.55 |
|
4.250 |
70.08 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.72 |
83.94 |
| PP |
83.41 |
83.84 |
| S1 |
83.09 |
83.74 |
|