NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.34 |
84.64 |
1.30 |
1.6% |
83.29 |
| High |
84.85 |
85.48 |
0.63 |
0.7% |
85.75 |
| Low |
83.32 |
83.59 |
0.27 |
0.3% |
81.72 |
| Close |
84.49 |
84.04 |
-0.45 |
-0.5% |
84.04 |
| Range |
1.53 |
1.89 |
0.36 |
23.5% |
4.03 |
| ATR |
1.86 |
1.86 |
0.00 |
0.1% |
0.00 |
| Volume |
63,179 |
66,361 |
3,182 |
5.0% |
408,027 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.04 |
88.93 |
85.08 |
|
| R3 |
88.15 |
87.04 |
84.56 |
|
| R2 |
86.26 |
86.26 |
84.39 |
|
| R1 |
85.15 |
85.15 |
84.21 |
84.76 |
| PP |
84.37 |
84.37 |
84.37 |
84.18 |
| S1 |
83.26 |
83.26 |
83.87 |
82.87 |
| S2 |
82.48 |
82.48 |
83.69 |
|
| S3 |
80.59 |
81.37 |
83.52 |
|
| S4 |
78.70 |
79.48 |
83.00 |
|
|
| 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 |
85.48 |
81.72 |
3.76 |
4.5% |
1.80 |
2.1% |
62% |
True |
False |
78,217 |
| 10 |
85.75 |
81.56 |
4.19 |
5.0% |
1.90 |
2.3% |
59% |
False |
False |
76,662 |
| 20 |
85.75 |
76.41 |
9.34 |
11.1% |
1.91 |
2.3% |
82% |
False |
False |
65,306 |
| 40 |
85.75 |
73.12 |
12.63 |
15.0% |
1.85 |
2.2% |
86% |
False |
False |
48,349 |
| 60 |
85.75 |
73.12 |
12.63 |
15.0% |
1.77 |
2.1% |
86% |
False |
False |
35,585 |
| 80 |
85.75 |
73.12 |
12.63 |
15.0% |
1.77 |
2.1% |
86% |
False |
False |
27,952 |
| 100 |
85.75 |
72.06 |
13.69 |
16.3% |
1.76 |
2.1% |
88% |
False |
False |
23,332 |
| 120 |
93.29 |
72.06 |
21.23 |
25.3% |
1.79 |
2.1% |
56% |
False |
False |
20,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.51 |
|
2.618 |
90.43 |
|
1.618 |
88.54 |
|
1.000 |
87.37 |
|
0.618 |
86.65 |
|
HIGH |
85.48 |
|
0.618 |
84.76 |
|
0.500 |
84.54 |
|
0.382 |
84.31 |
|
LOW |
83.59 |
|
0.618 |
82.42 |
|
1.000 |
81.70 |
|
1.618 |
80.53 |
|
2.618 |
78.64 |
|
4.250 |
75.56 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.54 |
84.03 |
| PP |
84.37 |
84.01 |
| S1 |
84.21 |
84.00 |
|