NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
79.62 |
78.83 |
-0.79 |
-1.0% |
79.98 |
| High |
79.67 |
79.89 |
0.22 |
0.3% |
80.54 |
| Low |
78.14 |
78.26 |
0.12 |
0.2% |
77.34 |
| Close |
79.07 |
79.17 |
0.10 |
0.1% |
79.41 |
| Range |
1.53 |
1.63 |
0.10 |
6.5% |
3.20 |
| ATR |
1.63 |
1.63 |
0.00 |
0.0% |
0.00 |
| Volume |
22,656 |
23,606 |
950 |
4.2% |
105,131 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.00 |
83.21 |
80.07 |
|
| R3 |
82.37 |
81.58 |
79.62 |
|
| R2 |
80.74 |
80.74 |
79.47 |
|
| R1 |
79.95 |
79.95 |
79.32 |
80.35 |
| PP |
79.11 |
79.11 |
79.11 |
79.30 |
| S1 |
78.32 |
78.32 |
79.02 |
78.72 |
| S2 |
77.48 |
77.48 |
78.87 |
|
| S3 |
75.85 |
76.69 |
78.72 |
|
| S4 |
74.22 |
75.06 |
78.27 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.70 |
87.25 |
81.17 |
|
| R3 |
85.50 |
84.05 |
80.29 |
|
| R2 |
82.30 |
82.30 |
80.00 |
|
| R1 |
80.85 |
80.85 |
79.70 |
79.98 |
| PP |
79.10 |
79.10 |
79.10 |
78.66 |
| S1 |
77.65 |
77.65 |
79.12 |
76.78 |
| S2 |
75.90 |
75.90 |
78.82 |
|
| S3 |
72.70 |
74.45 |
78.53 |
|
| S4 |
69.50 |
71.25 |
77.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.89 |
77.34 |
2.55 |
3.2% |
1.63 |
2.1% |
72% |
True |
False |
23,855 |
| 10 |
80.66 |
77.34 |
3.32 |
4.2% |
1.63 |
2.1% |
55% |
False |
False |
20,801 |
| 20 |
81.14 |
76.61 |
4.53 |
5.7% |
1.65 |
2.1% |
57% |
False |
False |
17,877 |
| 40 |
85.34 |
73.76 |
11.58 |
14.6% |
1.52 |
1.9% |
47% |
False |
False |
12,477 |
| 60 |
85.34 |
73.76 |
11.58 |
14.6% |
1.46 |
1.8% |
47% |
False |
False |
9,436 |
| 80 |
85.34 |
73.76 |
11.58 |
14.6% |
1.36 |
1.7% |
47% |
False |
False |
7,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.82 |
|
2.618 |
84.16 |
|
1.618 |
82.53 |
|
1.000 |
81.52 |
|
0.618 |
80.90 |
|
HIGH |
79.89 |
|
0.618 |
79.27 |
|
0.500 |
79.08 |
|
0.382 |
78.88 |
|
LOW |
78.26 |
|
0.618 |
77.25 |
|
1.000 |
76.63 |
|
1.618 |
75.62 |
|
2.618 |
73.99 |
|
4.250 |
71.33 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.14 |
79.11 |
| PP |
79.11 |
79.06 |
| S1 |
79.08 |
79.00 |
|