NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.64 |
84.23 |
-0.41 |
-0.5% |
84.41 |
| High |
85.48 |
84.62 |
-0.86 |
-1.0% |
85.48 |
| Low |
83.59 |
82.08 |
-1.51 |
-1.8% |
82.08 |
| Close |
84.04 |
82.61 |
-1.43 |
-1.7% |
82.61 |
| Range |
1.89 |
2.54 |
0.65 |
34.4% |
3.40 |
| ATR |
1.86 |
1.91 |
0.05 |
2.6% |
0.00 |
| Volume |
66,361 |
59,727 |
-6,634 |
-10.0% |
348,001 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.72 |
89.21 |
84.01 |
|
| R3 |
88.18 |
86.67 |
83.31 |
|
| R2 |
85.64 |
85.64 |
83.08 |
|
| R1 |
84.13 |
84.13 |
82.84 |
83.62 |
| PP |
83.10 |
83.10 |
83.10 |
82.85 |
| S1 |
81.59 |
81.59 |
82.38 |
81.08 |
| S2 |
80.56 |
80.56 |
82.14 |
|
| S3 |
78.02 |
79.05 |
81.91 |
|
| S4 |
75.48 |
76.51 |
81.21 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.59 |
91.50 |
84.48 |
|
| R3 |
90.19 |
88.10 |
83.55 |
|
| R2 |
86.79 |
86.79 |
83.23 |
|
| R1 |
84.70 |
84.70 |
82.92 |
84.05 |
| PP |
83.39 |
83.39 |
83.39 |
83.06 |
| S1 |
81.30 |
81.30 |
82.30 |
80.65 |
| S2 |
79.99 |
79.99 |
81.99 |
|
| S3 |
76.59 |
77.90 |
81.68 |
|
| S4 |
73.19 |
74.50 |
80.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.48 |
82.08 |
3.40 |
4.1% |
1.76 |
2.1% |
16% |
False |
True |
69,600 |
| 10 |
85.75 |
81.72 |
4.03 |
4.9% |
1.98 |
2.4% |
22% |
False |
False |
75,602 |
| 20 |
85.75 |
76.41 |
9.34 |
11.3% |
1.93 |
2.3% |
66% |
False |
False |
66,044 |
| 40 |
85.75 |
73.12 |
12.63 |
15.3% |
1.86 |
2.3% |
75% |
False |
False |
49,282 |
| 60 |
85.75 |
73.12 |
12.63 |
15.3% |
1.78 |
2.2% |
75% |
False |
False |
36,340 |
| 80 |
85.75 |
73.12 |
12.63 |
15.3% |
1.77 |
2.1% |
75% |
False |
False |
28,656 |
| 100 |
85.75 |
73.12 |
12.63 |
15.3% |
1.76 |
2.1% |
75% |
False |
False |
23,884 |
| 120 |
93.29 |
72.06 |
21.23 |
25.7% |
1.80 |
2.2% |
50% |
False |
False |
20,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.42 |
|
2.618 |
91.27 |
|
1.618 |
88.73 |
|
1.000 |
87.16 |
|
0.618 |
86.19 |
|
HIGH |
84.62 |
|
0.618 |
83.65 |
|
0.500 |
83.35 |
|
0.382 |
83.05 |
|
LOW |
82.08 |
|
0.618 |
80.51 |
|
1.000 |
79.54 |
|
1.618 |
77.97 |
|
2.618 |
75.43 |
|
4.250 |
71.29 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.35 |
83.78 |
| PP |
83.10 |
83.39 |
| S1 |
82.86 |
83.00 |
|