NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.76 |
83.13 |
0.37 |
0.4% |
82.68 |
| High |
83.96 |
83.51 |
-0.45 |
-0.5% |
84.64 |
| Low |
82.17 |
82.49 |
0.32 |
0.4% |
80.63 |
| Close |
83.21 |
83.20 |
-0.01 |
0.0% |
82.45 |
| Range |
1.79 |
1.02 |
-0.77 |
-43.0% |
4.01 |
| ATR |
2.11 |
2.03 |
-0.08 |
-3.7% |
0.00 |
| Volume |
48,814 |
64,833 |
16,019 |
32.8% |
397,495 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.13 |
85.68 |
83.76 |
|
| R3 |
85.11 |
84.66 |
83.48 |
|
| R2 |
84.09 |
84.09 |
83.39 |
|
| R1 |
83.64 |
83.64 |
83.29 |
83.87 |
| PP |
83.07 |
83.07 |
83.07 |
83.18 |
| S1 |
82.62 |
82.62 |
83.11 |
82.85 |
| S2 |
82.05 |
82.05 |
83.01 |
|
| S3 |
81.03 |
81.60 |
82.92 |
|
| S4 |
80.01 |
80.58 |
82.64 |
|
|
| 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 |
83.96 |
80.63 |
3.33 |
4.0% |
1.91 |
2.3% |
77% |
False |
False |
77,764 |
| 10 |
85.48 |
80.63 |
4.85 |
5.8% |
2.23 |
2.7% |
53% |
False |
False |
70,040 |
| 20 |
85.75 |
77.98 |
7.77 |
9.3% |
2.12 |
2.5% |
67% |
False |
False |
73,015 |
| 40 |
85.75 |
75.74 |
10.01 |
12.0% |
1.97 |
2.4% |
75% |
False |
False |
58,467 |
| 60 |
85.75 |
73.12 |
12.63 |
15.2% |
1.84 |
2.2% |
80% |
False |
False |
43,945 |
| 80 |
85.75 |
73.12 |
12.63 |
15.2% |
1.82 |
2.2% |
80% |
False |
False |
34,605 |
| 100 |
85.75 |
73.12 |
12.63 |
15.2% |
1.78 |
2.1% |
80% |
False |
False |
28,666 |
| 120 |
86.81 |
72.06 |
14.75 |
17.7% |
1.83 |
2.2% |
76% |
False |
False |
24,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.85 |
|
2.618 |
86.18 |
|
1.618 |
85.16 |
|
1.000 |
84.53 |
|
0.618 |
84.14 |
|
HIGH |
83.51 |
|
0.618 |
83.12 |
|
0.500 |
83.00 |
|
0.382 |
82.88 |
|
LOW |
82.49 |
|
0.618 |
81.86 |
|
1.000 |
81.47 |
|
1.618 |
80.84 |
|
2.618 |
79.82 |
|
4.250 |
78.16 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.13 |
83.00 |
| PP |
83.07 |
82.80 |
| S1 |
83.00 |
82.60 |
|