NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.68 |
84.27 |
1.59 |
1.9% |
84.41 |
| High |
84.64 |
84.56 |
-0.08 |
-0.1% |
85.48 |
| Low |
81.68 |
80.70 |
-0.98 |
-1.2% |
82.08 |
| Close |
84.49 |
80.88 |
-3.61 |
-4.3% |
82.61 |
| Range |
2.96 |
3.86 |
0.90 |
30.4% |
3.40 |
| ATR |
1.98 |
2.12 |
0.13 |
6.8% |
0.00 |
| Volume |
62,853 |
59,467 |
-3,386 |
-5.4% |
348,001 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.63 |
91.11 |
83.00 |
|
| R3 |
89.77 |
87.25 |
81.94 |
|
| R2 |
85.91 |
85.91 |
81.59 |
|
| R1 |
83.39 |
83.39 |
81.23 |
82.72 |
| PP |
82.05 |
82.05 |
82.05 |
81.71 |
| S1 |
79.53 |
79.53 |
80.53 |
78.86 |
| S2 |
78.19 |
78.19 |
80.17 |
|
| S3 |
74.33 |
75.67 |
79.82 |
|
| S4 |
70.47 |
71.81 |
78.76 |
|
|
| 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 |
80.70 |
4.78 |
5.9% |
2.56 |
3.2% |
4% |
False |
True |
62,317 |
| 10 |
85.75 |
80.70 |
5.05 |
6.2% |
2.33 |
2.9% |
4% |
False |
True |
74,773 |
| 20 |
85.75 |
76.41 |
9.34 |
11.5% |
2.06 |
2.6% |
48% |
False |
False |
68,208 |
| 40 |
85.75 |
73.12 |
12.63 |
15.6% |
1.95 |
2.4% |
61% |
False |
False |
51,766 |
| 60 |
85.75 |
73.12 |
12.63 |
15.6% |
1.86 |
2.3% |
61% |
False |
False |
38,117 |
| 80 |
85.75 |
73.12 |
12.63 |
15.6% |
1.82 |
2.3% |
61% |
False |
False |
30,090 |
| 100 |
85.75 |
73.12 |
12.63 |
15.6% |
1.80 |
2.2% |
61% |
False |
False |
25,001 |
| 120 |
93.29 |
72.06 |
21.23 |
26.2% |
1.84 |
2.3% |
42% |
False |
False |
21,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.97 |
|
2.618 |
94.67 |
|
1.618 |
90.81 |
|
1.000 |
88.42 |
|
0.618 |
86.95 |
|
HIGH |
84.56 |
|
0.618 |
83.09 |
|
0.500 |
82.63 |
|
0.382 |
82.17 |
|
LOW |
80.70 |
|
0.618 |
78.31 |
|
1.000 |
76.84 |
|
1.618 |
74.45 |
|
2.618 |
70.59 |
|
4.250 |
64.30 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.63 |
82.67 |
| PP |
82.05 |
82.07 |
| S1 |
81.46 |
81.48 |
|