NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
85.39 |
83.52 |
-1.87 |
-2.2% |
84.00 |
| High |
86.30 |
85.00 |
-1.30 |
-1.5% |
86.30 |
| Low |
83.15 |
82.31 |
-0.84 |
-1.0% |
82.31 |
| Close |
83.77 |
84.58 |
0.81 |
1.0% |
84.58 |
| Range |
3.15 |
2.69 |
-0.46 |
-14.6% |
3.99 |
| ATR |
1.79 |
1.85 |
0.06 |
3.6% |
0.00 |
| Volume |
29,895 |
31,568 |
1,673 |
5.6% |
158,471 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.03 |
91.00 |
86.06 |
|
| R3 |
89.34 |
88.31 |
85.32 |
|
| R2 |
86.65 |
86.65 |
85.07 |
|
| R1 |
85.62 |
85.62 |
84.83 |
86.14 |
| PP |
83.96 |
83.96 |
83.96 |
84.22 |
| S1 |
82.93 |
82.93 |
84.33 |
83.45 |
| S2 |
81.27 |
81.27 |
84.09 |
|
| S3 |
78.58 |
80.24 |
83.84 |
|
| S4 |
75.89 |
77.55 |
83.10 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.37 |
94.46 |
86.77 |
|
| R3 |
92.38 |
90.47 |
85.68 |
|
| R2 |
88.39 |
88.39 |
85.31 |
|
| R1 |
86.48 |
86.48 |
84.95 |
87.44 |
| PP |
84.40 |
84.40 |
84.40 |
84.87 |
| S1 |
82.49 |
82.49 |
84.21 |
83.45 |
| S2 |
80.41 |
80.41 |
83.85 |
|
| S3 |
76.42 |
78.50 |
83.48 |
|
| S4 |
72.43 |
74.51 |
82.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.30 |
82.31 |
3.99 |
4.7% |
2.14 |
2.5% |
57% |
False |
True |
31,694 |
| 10 |
86.30 |
78.14 |
8.16 |
9.6% |
1.98 |
2.3% |
79% |
False |
False |
28,773 |
| 20 |
86.30 |
77.34 |
8.96 |
10.6% |
1.77 |
2.1% |
81% |
False |
False |
24,730 |
| 40 |
86.30 |
73.76 |
12.54 |
14.8% |
1.67 |
2.0% |
86% |
False |
False |
17,347 |
| 60 |
86.30 |
73.76 |
12.54 |
14.8% |
1.57 |
1.9% |
86% |
False |
False |
13,158 |
| 80 |
86.30 |
73.76 |
12.54 |
14.8% |
1.44 |
1.7% |
86% |
False |
False |
10,406 |
| 100 |
86.30 |
72.76 |
13.54 |
16.0% |
1.38 |
1.6% |
87% |
False |
False |
8,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.43 |
|
2.618 |
92.04 |
|
1.618 |
89.35 |
|
1.000 |
87.69 |
|
0.618 |
86.66 |
|
HIGH |
85.00 |
|
0.618 |
83.97 |
|
0.500 |
83.66 |
|
0.382 |
83.34 |
|
LOW |
82.31 |
|
0.618 |
80.65 |
|
1.000 |
79.62 |
|
1.618 |
77.96 |
|
2.618 |
75.27 |
|
4.250 |
70.88 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.27 |
84.49 |
| PP |
83.96 |
84.40 |
| S1 |
83.66 |
84.31 |
|