NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.13 |
81.52 |
-1.61 |
-1.9% |
82.68 |
| High |
83.39 |
82.80 |
-0.59 |
-0.7% |
84.64 |
| Low |
80.89 |
81.23 |
0.34 |
0.4% |
80.63 |
| Close |
81.33 |
82.45 |
1.12 |
1.4% |
82.45 |
| Range |
2.50 |
1.57 |
-0.93 |
-37.2% |
4.01 |
| ATR |
2.18 |
2.14 |
-0.04 |
-2.0% |
0.00 |
| Volume |
97,904 |
86,495 |
-11,409 |
-11.7% |
397,495 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.87 |
86.23 |
83.31 |
|
| R3 |
85.30 |
84.66 |
82.88 |
|
| R2 |
83.73 |
83.73 |
82.74 |
|
| R1 |
83.09 |
83.09 |
82.59 |
83.41 |
| PP |
82.16 |
82.16 |
82.16 |
82.32 |
| S1 |
81.52 |
81.52 |
82.31 |
81.84 |
| S2 |
80.59 |
80.59 |
82.16 |
|
| S3 |
79.02 |
79.95 |
82.02 |
|
| S4 |
77.45 |
78.38 |
81.59 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.60 |
92.54 |
84.66 |
|
| R3 |
90.59 |
88.53 |
83.55 |
|
| R2 |
86.58 |
86.58 |
83.19 |
|
| R1 |
84.52 |
84.52 |
82.82 |
83.55 |
| PP |
82.57 |
82.57 |
82.57 |
82.09 |
| S1 |
80.51 |
80.51 |
82.08 |
79.54 |
| S2 |
78.56 |
78.56 |
81.71 |
|
| S3 |
74.55 |
76.50 |
81.35 |
|
| S4 |
70.54 |
72.49 |
80.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.64 |
80.63 |
4.01 |
4.9% |
2.71 |
3.3% |
45% |
False |
False |
79,499 |
| 10 |
85.48 |
80.63 |
4.85 |
5.9% |
2.24 |
2.7% |
38% |
False |
False |
74,549 |
| 20 |
85.75 |
77.36 |
8.39 |
10.2% |
2.14 |
2.6% |
61% |
False |
False |
72,704 |
| 40 |
85.75 |
75.52 |
10.23 |
12.4% |
2.00 |
2.4% |
68% |
False |
False |
57,307 |
| 60 |
85.75 |
73.12 |
12.63 |
15.3% |
1.87 |
2.3% |
74% |
False |
False |
42,289 |
| 80 |
85.75 |
73.12 |
12.63 |
15.3% |
1.85 |
2.2% |
74% |
False |
False |
33,340 |
| 100 |
85.75 |
73.12 |
12.63 |
15.3% |
1.80 |
2.2% |
74% |
False |
False |
27,645 |
| 120 |
89.50 |
72.06 |
17.44 |
21.2% |
1.86 |
2.3% |
60% |
False |
False |
23,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.47 |
|
2.618 |
86.91 |
|
1.618 |
85.34 |
|
1.000 |
84.37 |
|
0.618 |
83.77 |
|
HIGH |
82.80 |
|
0.618 |
82.20 |
|
0.500 |
82.02 |
|
0.382 |
81.83 |
|
LOW |
81.23 |
|
0.618 |
80.26 |
|
1.000 |
79.66 |
|
1.618 |
78.69 |
|
2.618 |
77.12 |
|
4.250 |
74.56 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.31 |
82.30 |
| PP |
82.16 |
82.16 |
| S1 |
82.02 |
82.01 |
|