NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.27 |
80.73 |
-3.54 |
-4.2% |
84.41 |
| High |
84.56 |
83.28 |
-1.28 |
-1.5% |
85.48 |
| Low |
80.70 |
80.63 |
-0.07 |
-0.1% |
82.08 |
| Close |
80.88 |
83.26 |
2.38 |
2.9% |
82.61 |
| Range |
3.86 |
2.65 |
-1.21 |
-31.3% |
3.40 |
| ATR |
2.12 |
2.16 |
0.04 |
1.8% |
0.00 |
| Volume |
59,467 |
90,776 |
31,309 |
52.6% |
348,001 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.34 |
89.45 |
84.72 |
|
| R3 |
87.69 |
86.80 |
83.99 |
|
| R2 |
85.04 |
85.04 |
83.75 |
|
| R1 |
84.15 |
84.15 |
83.50 |
84.60 |
| PP |
82.39 |
82.39 |
82.39 |
82.61 |
| S1 |
81.50 |
81.50 |
83.02 |
81.95 |
| S2 |
79.74 |
79.74 |
82.77 |
|
| S3 |
77.09 |
78.85 |
82.53 |
|
| S4 |
74.44 |
76.20 |
81.80 |
|
|
| 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 |
80.63 |
4.85 |
5.8% |
2.78 |
3.3% |
54% |
False |
True |
67,836 |
| 10 |
85.75 |
80.63 |
5.12 |
6.1% |
2.42 |
2.9% |
51% |
False |
True |
74,304 |
| 20 |
85.75 |
76.41 |
9.34 |
11.2% |
2.11 |
2.5% |
73% |
False |
False |
69,666 |
| 40 |
85.75 |
73.12 |
12.63 |
15.2% |
1.99 |
2.4% |
80% |
False |
False |
53,702 |
| 60 |
85.75 |
73.12 |
12.63 |
15.2% |
1.86 |
2.2% |
80% |
False |
False |
39,548 |
| 80 |
85.75 |
73.12 |
12.63 |
15.2% |
1.85 |
2.2% |
80% |
False |
False |
31,141 |
| 100 |
85.75 |
73.12 |
12.63 |
15.2% |
1.80 |
2.2% |
80% |
False |
False |
25,872 |
| 120 |
93.29 |
72.06 |
21.23 |
25.5% |
1.86 |
2.2% |
53% |
False |
False |
22,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.54 |
|
2.618 |
90.22 |
|
1.618 |
87.57 |
|
1.000 |
85.93 |
|
0.618 |
84.92 |
|
HIGH |
83.28 |
|
0.618 |
82.27 |
|
0.500 |
81.96 |
|
0.382 |
81.64 |
|
LOW |
80.63 |
|
0.618 |
78.99 |
|
1.000 |
77.98 |
|
1.618 |
76.34 |
|
2.618 |
73.69 |
|
4.250 |
69.37 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.83 |
83.05 |
| PP |
82.39 |
82.84 |
| S1 |
81.96 |
82.64 |
|