NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
81.52 |
82.76 |
1.24 |
1.5% |
82.68 |
| High |
82.80 |
83.96 |
1.16 |
1.4% |
84.64 |
| Low |
81.23 |
82.17 |
0.94 |
1.2% |
80.63 |
| Close |
82.45 |
83.21 |
0.76 |
0.9% |
82.45 |
| Range |
1.57 |
1.79 |
0.22 |
14.0% |
4.01 |
| ATR |
2.14 |
2.11 |
-0.02 |
-1.2% |
0.00 |
| Volume |
86,495 |
48,814 |
-37,681 |
-43.6% |
397,495 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.48 |
87.64 |
84.19 |
|
| R3 |
86.69 |
85.85 |
83.70 |
|
| R2 |
84.90 |
84.90 |
83.54 |
|
| R1 |
84.06 |
84.06 |
83.37 |
84.48 |
| PP |
83.11 |
83.11 |
83.11 |
83.33 |
| S1 |
82.27 |
82.27 |
83.05 |
82.69 |
| S2 |
81.32 |
81.32 |
82.88 |
|
| S3 |
79.53 |
80.48 |
82.72 |
|
| S4 |
77.74 |
78.69 |
82.23 |
|
|
| 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 |
84.56 |
80.63 |
3.93 |
4.7% |
2.47 |
3.0% |
66% |
False |
False |
76,691 |
| 10 |
85.48 |
80.63 |
4.85 |
5.8% |
2.27 |
2.7% |
53% |
False |
False |
69,887 |
| 20 |
85.75 |
77.54 |
8.21 |
9.9% |
2.15 |
2.6% |
69% |
False |
False |
72,409 |
| 40 |
85.75 |
75.74 |
10.01 |
12.0% |
1.97 |
2.4% |
75% |
False |
False |
57,792 |
| 60 |
85.75 |
73.12 |
12.63 |
15.2% |
1.86 |
2.2% |
80% |
False |
False |
42,969 |
| 80 |
85.75 |
73.12 |
12.63 |
15.2% |
1.83 |
2.2% |
80% |
False |
False |
33,886 |
| 100 |
85.75 |
73.12 |
12.63 |
15.2% |
1.80 |
2.2% |
80% |
False |
False |
28,092 |
| 120 |
87.07 |
72.06 |
15.01 |
18.0% |
1.86 |
2.2% |
74% |
False |
False |
24,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.57 |
|
2.618 |
88.65 |
|
1.618 |
86.86 |
|
1.000 |
85.75 |
|
0.618 |
85.07 |
|
HIGH |
83.96 |
|
0.618 |
83.28 |
|
0.500 |
83.07 |
|
0.382 |
82.85 |
|
LOW |
82.17 |
|
0.618 |
81.06 |
|
1.000 |
80.38 |
|
1.618 |
79.27 |
|
2.618 |
77.48 |
|
4.250 |
74.56 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.16 |
82.95 |
| PP |
83.11 |
82.69 |
| S1 |
83.07 |
82.43 |
|