NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.41 |
83.69 |
-0.72 |
-0.9% |
83.29 |
| High |
84.87 |
83.94 |
-0.93 |
-1.1% |
85.75 |
| Low |
83.44 |
82.51 |
-0.93 |
-1.1% |
81.72 |
| Close |
83.88 |
83.32 |
-0.56 |
-0.7% |
84.04 |
| Range |
1.43 |
1.43 |
0.00 |
0.0% |
4.03 |
| ATR |
1.92 |
1.88 |
-0.03 |
-1.8% |
0.00 |
| Volume |
95,439 |
63,295 |
-32,144 |
-33.7% |
408,027 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.55 |
86.86 |
84.11 |
|
| R3 |
86.12 |
85.43 |
83.71 |
|
| R2 |
84.69 |
84.69 |
83.58 |
|
| R1 |
84.00 |
84.00 |
83.45 |
83.63 |
| PP |
83.26 |
83.26 |
83.26 |
83.07 |
| S1 |
82.57 |
82.57 |
83.19 |
82.20 |
| S2 |
81.83 |
81.83 |
83.06 |
|
| S3 |
80.40 |
81.14 |
82.93 |
|
| S4 |
78.97 |
79.71 |
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% |
2.10 |
2.5% |
40% |
False |
False |
87,228 |
| 10 |
85.75 |
77.98 |
7.77 |
9.3% |
2.00 |
2.4% |
69% |
False |
False |
75,989 |
| 20 |
85.75 |
76.41 |
9.34 |
11.2% |
1.87 |
2.2% |
74% |
False |
False |
63,268 |
| 40 |
85.75 |
73.12 |
12.63 |
15.2% |
1.84 |
2.2% |
81% |
False |
False |
45,875 |
| 60 |
85.75 |
73.12 |
12.63 |
15.2% |
1.77 |
2.1% |
81% |
False |
False |
33,572 |
| 80 |
85.75 |
73.12 |
12.63 |
15.2% |
1.76 |
2.1% |
81% |
False |
False |
26,408 |
| 100 |
85.75 |
72.06 |
13.69 |
16.4% |
1.75 |
2.1% |
82% |
False |
False |
22,206 |
| 120 |
93.29 |
72.06 |
21.23 |
25.5% |
1.77 |
2.1% |
53% |
False |
False |
19,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.02 |
|
2.618 |
87.68 |
|
1.618 |
86.25 |
|
1.000 |
85.37 |
|
0.618 |
84.82 |
|
HIGH |
83.94 |
|
0.618 |
83.39 |
|
0.500 |
83.23 |
|
0.382 |
83.06 |
|
LOW |
82.51 |
|
0.618 |
81.63 |
|
1.000 |
81.08 |
|
1.618 |
80.20 |
|
2.618 |
78.77 |
|
4.250 |
76.43 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.29 |
83.31 |
| PP |
83.26 |
83.30 |
| S1 |
83.23 |
83.30 |
|