NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.23 |
82.68 |
-1.55 |
-1.8% |
84.41 |
| High |
84.62 |
84.64 |
0.02 |
0.0% |
85.48 |
| Low |
82.08 |
81.68 |
-0.40 |
-0.5% |
82.08 |
| Close |
82.61 |
84.49 |
1.88 |
2.3% |
82.61 |
| Range |
2.54 |
2.96 |
0.42 |
16.5% |
3.40 |
| ATR |
1.91 |
1.98 |
0.08 |
3.9% |
0.00 |
| Volume |
59,727 |
62,853 |
3,126 |
5.2% |
348,001 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.48 |
91.45 |
86.12 |
|
| R3 |
89.52 |
88.49 |
85.30 |
|
| R2 |
86.56 |
86.56 |
85.03 |
|
| R1 |
85.53 |
85.53 |
84.76 |
86.05 |
| PP |
83.60 |
83.60 |
83.60 |
83.86 |
| S1 |
82.57 |
82.57 |
84.22 |
83.09 |
| S2 |
80.64 |
80.64 |
83.95 |
|
| S3 |
77.68 |
79.61 |
83.68 |
|
| S4 |
74.72 |
76.65 |
82.86 |
|
|
| 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 |
81.68 |
3.80 |
4.5% |
2.07 |
2.4% |
74% |
False |
True |
63,083 |
| 10 |
85.75 |
81.68 |
4.07 |
4.8% |
2.14 |
2.5% |
69% |
False |
True |
75,580 |
| 20 |
85.75 |
76.41 |
9.34 |
11.1% |
1.97 |
2.3% |
87% |
False |
False |
67,045 |
| 40 |
85.75 |
73.12 |
12.63 |
14.9% |
1.90 |
2.2% |
90% |
False |
False |
50,537 |
| 60 |
85.75 |
73.12 |
12.63 |
14.9% |
1.81 |
2.1% |
90% |
False |
False |
37,260 |
| 80 |
85.75 |
73.12 |
12.63 |
14.9% |
1.80 |
2.1% |
90% |
False |
False |
29,393 |
| 100 |
85.75 |
73.12 |
12.63 |
14.9% |
1.78 |
2.1% |
90% |
False |
False |
24,457 |
| 120 |
93.29 |
72.06 |
21.23 |
25.1% |
1.82 |
2.1% |
59% |
False |
False |
21,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.22 |
|
2.618 |
92.39 |
|
1.618 |
89.43 |
|
1.000 |
87.60 |
|
0.618 |
86.47 |
|
HIGH |
84.64 |
|
0.618 |
83.51 |
|
0.500 |
83.16 |
|
0.382 |
82.81 |
|
LOW |
81.68 |
|
0.618 |
79.85 |
|
1.000 |
78.72 |
|
1.618 |
76.89 |
|
2.618 |
73.93 |
|
4.250 |
69.10 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.05 |
84.19 |
| PP |
83.60 |
83.88 |
| S1 |
83.16 |
83.58 |
|