NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.69 |
83.34 |
-0.35 |
-0.4% |
83.29 |
| High |
83.94 |
84.85 |
0.91 |
1.1% |
85.75 |
| Low |
82.51 |
83.32 |
0.81 |
1.0% |
81.72 |
| Close |
83.32 |
84.49 |
1.17 |
1.4% |
84.04 |
| Range |
1.43 |
1.53 |
0.10 |
7.0% |
4.03 |
| ATR |
1.88 |
1.86 |
-0.03 |
-1.3% |
0.00 |
| Volume |
63,295 |
63,179 |
-116 |
-0.2% |
408,027 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.81 |
88.18 |
85.33 |
|
| R3 |
87.28 |
86.65 |
84.91 |
|
| R2 |
85.75 |
85.75 |
84.77 |
|
| R1 |
85.12 |
85.12 |
84.63 |
85.44 |
| PP |
84.22 |
84.22 |
84.22 |
84.38 |
| S1 |
83.59 |
83.59 |
84.35 |
83.91 |
| S2 |
82.69 |
82.69 |
84.21 |
|
| S3 |
81.16 |
82.06 |
84.07 |
|
| S4 |
79.63 |
80.53 |
83.65 |
|
|
| 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% |
2.06 |
2.4% |
69% |
False |
False |
80,772 |
| 10 |
85.75 |
79.92 |
5.83 |
6.9% |
1.92 |
2.3% |
78% |
False |
False |
76,704 |
| 20 |
85.75 |
76.41 |
9.34 |
11.1% |
1.89 |
2.2% |
87% |
False |
False |
64,381 |
| 40 |
85.75 |
73.12 |
12.63 |
14.9% |
1.84 |
2.2% |
90% |
False |
False |
47,262 |
| 60 |
85.75 |
73.12 |
12.63 |
14.9% |
1.77 |
2.1% |
90% |
False |
False |
34,575 |
| 80 |
85.75 |
73.12 |
12.63 |
14.9% |
1.76 |
2.1% |
90% |
False |
False |
27,163 |
| 100 |
85.75 |
72.06 |
13.69 |
16.2% |
1.75 |
2.1% |
91% |
False |
False |
22,752 |
| 120 |
93.29 |
72.06 |
21.23 |
25.1% |
1.78 |
2.1% |
59% |
False |
False |
19,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.35 |
|
2.618 |
88.86 |
|
1.618 |
87.33 |
|
1.000 |
86.38 |
|
0.618 |
85.80 |
|
HIGH |
84.85 |
|
0.618 |
84.27 |
|
0.500 |
84.09 |
|
0.382 |
83.90 |
|
LOW |
83.32 |
|
0.618 |
82.37 |
|
1.000 |
81.79 |
|
1.618 |
80.84 |
|
2.618 |
79.31 |
|
4.250 |
76.82 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.36 |
84.22 |
| PP |
84.22 |
83.96 |
| S1 |
84.09 |
83.69 |
|