NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.15 |
84.27 |
0.12 |
0.1% |
84.00 |
| High |
84.57 |
85.44 |
0.87 |
1.0% |
86.30 |
| Low |
83.17 |
84.23 |
1.06 |
1.3% |
82.31 |
| Close |
83.98 |
85.09 |
1.11 |
1.3% |
84.58 |
| Range |
1.40 |
1.21 |
-0.19 |
-13.6% |
3.99 |
| ATR |
1.79 |
1.76 |
-0.02 |
-1.3% |
0.00 |
| Volume |
23,245 |
23,806 |
561 |
2.4% |
158,471 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.55 |
88.03 |
85.76 |
|
| R3 |
87.34 |
86.82 |
85.42 |
|
| R2 |
86.13 |
86.13 |
85.31 |
|
| R1 |
85.61 |
85.61 |
85.20 |
85.87 |
| PP |
84.92 |
84.92 |
84.92 |
85.05 |
| S1 |
84.40 |
84.40 |
84.98 |
84.66 |
| S2 |
83.71 |
83.71 |
84.87 |
|
| S3 |
82.50 |
83.19 |
84.76 |
|
| S4 |
81.29 |
81.98 |
84.42 |
|
|
| 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% |
1.97 |
2.3% |
70% |
False |
False |
28,883 |
| 10 |
86.30 |
80.71 |
5.59 |
6.6% |
1.83 |
2.1% |
78% |
False |
False |
30,274 |
| 20 |
86.30 |
77.34 |
8.96 |
10.5% |
1.79 |
2.1% |
86% |
False |
False |
25,511 |
| 40 |
86.30 |
73.76 |
12.54 |
14.7% |
1.67 |
2.0% |
90% |
False |
False |
19,090 |
| 60 |
86.30 |
73.76 |
12.54 |
14.7% |
1.58 |
1.9% |
90% |
False |
False |
14,448 |
| 80 |
86.30 |
73.76 |
12.54 |
14.7% |
1.46 |
1.7% |
90% |
False |
False |
11,348 |
| 100 |
86.30 |
72.76 |
13.54 |
15.9% |
1.38 |
1.6% |
91% |
False |
False |
9,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.58 |
|
2.618 |
88.61 |
|
1.618 |
87.40 |
|
1.000 |
86.65 |
|
0.618 |
86.19 |
|
HIGH |
85.44 |
|
0.618 |
84.98 |
|
0.500 |
84.84 |
|
0.382 |
84.69 |
|
LOW |
84.23 |
|
0.618 |
83.48 |
|
1.000 |
83.02 |
|
1.618 |
82.27 |
|
2.618 |
81.06 |
|
4.250 |
79.09 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.01 |
84.83 |
| PP |
84.92 |
84.57 |
| S1 |
84.84 |
84.31 |
|