NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.01 |
84.41 |
1.40 |
1.7% |
83.29 |
| High |
84.46 |
84.87 |
0.41 |
0.5% |
85.75 |
| Low |
81.72 |
83.44 |
1.72 |
2.1% |
81.72 |
| Close |
84.04 |
83.88 |
-0.16 |
-0.2% |
84.04 |
| Range |
2.74 |
1.43 |
-1.31 |
-47.8% |
4.03 |
| ATR |
1.96 |
1.92 |
-0.04 |
-1.9% |
0.00 |
| Volume |
102,813 |
95,439 |
-7,374 |
-7.2% |
408,027 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.35 |
87.55 |
84.67 |
|
| R3 |
86.92 |
86.12 |
84.27 |
|
| R2 |
85.49 |
85.49 |
84.14 |
|
| R1 |
84.69 |
84.69 |
84.01 |
84.38 |
| PP |
84.06 |
84.06 |
84.06 |
83.91 |
| S1 |
83.26 |
83.26 |
83.75 |
82.95 |
| S2 |
82.63 |
82.63 |
83.62 |
|
| S3 |
81.20 |
81.83 |
83.49 |
|
| S4 |
79.77 |
80.40 |
83.09 |
|
|
| 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% |
2.21 |
2.6% |
54% |
False |
False |
88,077 |
| 10 |
85.75 |
77.54 |
8.21 |
9.8% |
2.02 |
2.4% |
77% |
False |
False |
74,932 |
| 20 |
85.75 |
76.41 |
9.34 |
11.1% |
1.86 |
2.2% |
80% |
False |
False |
62,613 |
| 40 |
85.75 |
73.12 |
12.63 |
15.1% |
1.83 |
2.2% |
85% |
False |
False |
44,456 |
| 60 |
85.75 |
73.12 |
12.63 |
15.1% |
1.77 |
2.1% |
85% |
False |
False |
32,590 |
| 80 |
85.75 |
73.12 |
12.63 |
15.1% |
1.76 |
2.1% |
85% |
False |
False |
25,737 |
| 100 |
85.75 |
72.06 |
13.69 |
16.3% |
1.77 |
2.1% |
86% |
False |
False |
21,618 |
| 120 |
93.29 |
72.06 |
21.23 |
25.3% |
1.76 |
2.1% |
56% |
False |
False |
18,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.95 |
|
2.618 |
88.61 |
|
1.618 |
87.18 |
|
1.000 |
86.30 |
|
0.618 |
85.75 |
|
HIGH |
84.87 |
|
0.618 |
84.32 |
|
0.500 |
84.16 |
|
0.382 |
83.99 |
|
LOW |
83.44 |
|
0.618 |
82.56 |
|
1.000 |
82.01 |
|
1.618 |
81.13 |
|
2.618 |
79.70 |
|
4.250 |
77.36 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.16 |
83.83 |
| PP |
84.06 |
83.78 |
| S1 |
83.97 |
83.74 |
|