NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.70 |
82.66 |
-0.04 |
0.0% |
82.76 |
| High |
83.36 |
82.86 |
-0.50 |
-0.6% |
83.96 |
| Low |
82.24 |
81.33 |
-0.91 |
-1.1% |
81.25 |
| Close |
82.94 |
82.15 |
-0.79 |
-1.0% |
82.15 |
| Range |
1.12 |
1.53 |
0.41 |
36.6% |
2.71 |
| ATR |
1.97 |
1.95 |
-0.03 |
-1.3% |
0.00 |
| Volume |
96,589 |
70,225 |
-26,364 |
-27.3% |
329,334 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.70 |
85.96 |
82.99 |
|
| R3 |
85.17 |
84.43 |
82.57 |
|
| R2 |
83.64 |
83.64 |
82.43 |
|
| R1 |
82.90 |
82.90 |
82.29 |
82.51 |
| PP |
82.11 |
82.11 |
82.11 |
81.92 |
| S1 |
81.37 |
81.37 |
82.01 |
80.98 |
| S2 |
80.58 |
80.58 |
81.87 |
|
| S3 |
79.05 |
79.84 |
81.73 |
|
| S4 |
77.52 |
78.31 |
81.31 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.58 |
89.08 |
83.64 |
|
| R3 |
87.87 |
86.37 |
82.90 |
|
| R2 |
85.16 |
85.16 |
82.65 |
|
| R1 |
83.66 |
83.66 |
82.40 |
83.06 |
| PP |
82.45 |
82.45 |
82.45 |
82.15 |
| S1 |
80.95 |
80.95 |
81.90 |
80.35 |
| S2 |
79.74 |
79.74 |
81.65 |
|
| S3 |
77.03 |
78.24 |
81.40 |
|
| S4 |
74.32 |
75.53 |
80.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.96 |
81.25 |
2.71 |
3.3% |
1.50 |
1.8% |
33% |
False |
False |
65,866 |
| 10 |
84.64 |
80.63 |
4.01 |
4.9% |
2.11 |
2.6% |
38% |
False |
False |
72,682 |
| 20 |
85.75 |
80.63 |
5.12 |
6.2% |
2.04 |
2.5% |
30% |
False |
False |
74,142 |
| 40 |
85.75 |
76.41 |
9.34 |
11.4% |
1.92 |
2.3% |
61% |
False |
False |
61,336 |
| 60 |
85.75 |
73.12 |
12.63 |
15.4% |
1.87 |
2.3% |
71% |
False |
False |
47,134 |
| 80 |
85.75 |
73.12 |
12.63 |
15.4% |
1.81 |
2.2% |
71% |
False |
False |
37,094 |
| 100 |
85.75 |
73.12 |
12.63 |
15.4% |
1.77 |
2.2% |
71% |
False |
False |
30,658 |
| 120 |
86.81 |
72.06 |
14.75 |
18.0% |
1.81 |
2.2% |
68% |
False |
False |
26,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.36 |
|
2.618 |
86.87 |
|
1.618 |
85.34 |
|
1.000 |
84.39 |
|
0.618 |
83.81 |
|
HIGH |
82.86 |
|
0.618 |
82.28 |
|
0.500 |
82.10 |
|
0.382 |
81.91 |
|
LOW |
81.33 |
|
0.618 |
80.38 |
|
1.000 |
79.80 |
|
1.618 |
78.85 |
|
2.618 |
77.32 |
|
4.250 |
74.83 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.13 |
82.31 |
| PP |
82.11 |
82.25 |
| S1 |
82.10 |
82.20 |
|