NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
85.50 |
84.56 |
-0.94 |
-1.1% |
85.02 |
| High |
86.02 |
85.09 |
-0.93 |
-1.1% |
86.02 |
| Low |
84.14 |
82.63 |
-1.51 |
-1.8% |
82.63 |
| Close |
84.59 |
83.17 |
-1.42 |
-1.7% |
83.17 |
| Range |
1.88 |
2.46 |
0.58 |
30.9% |
3.39 |
| ATR |
1.77 |
1.82 |
0.05 |
2.8% |
0.00 |
| Volume |
24,258 |
29,001 |
4,743 |
19.6% |
136,211 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.01 |
89.55 |
84.52 |
|
| R3 |
88.55 |
87.09 |
83.85 |
|
| R2 |
86.09 |
86.09 |
83.62 |
|
| R1 |
84.63 |
84.63 |
83.40 |
84.13 |
| PP |
83.63 |
83.63 |
83.63 |
83.38 |
| S1 |
82.17 |
82.17 |
82.94 |
81.67 |
| S2 |
81.17 |
81.17 |
82.72 |
|
| S3 |
78.71 |
79.71 |
82.49 |
|
| S4 |
76.25 |
77.25 |
81.82 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.11 |
92.03 |
85.03 |
|
| R3 |
90.72 |
88.64 |
84.10 |
|
| R2 |
87.33 |
87.33 |
83.79 |
|
| R1 |
85.25 |
85.25 |
83.48 |
84.60 |
| PP |
83.94 |
83.94 |
83.94 |
83.61 |
| S1 |
81.86 |
81.86 |
82.86 |
81.21 |
| S2 |
80.55 |
80.55 |
82.55 |
|
| S3 |
77.16 |
78.47 |
82.24 |
|
| S4 |
73.77 |
75.08 |
81.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.02 |
82.63 |
3.39 |
4.1% |
1.67 |
2.0% |
16% |
False |
True |
27,242 |
| 10 |
86.30 |
82.31 |
3.99 |
4.8% |
1.90 |
2.3% |
22% |
False |
False |
29,468 |
| 20 |
86.30 |
77.34 |
8.96 |
10.8% |
1.83 |
2.2% |
65% |
False |
False |
26,453 |
| 40 |
86.30 |
73.76 |
12.54 |
15.1% |
1.71 |
2.1% |
75% |
False |
False |
19,951 |
| 60 |
86.30 |
73.76 |
12.54 |
15.1% |
1.61 |
1.9% |
75% |
False |
False |
15,144 |
| 80 |
86.30 |
73.76 |
12.54 |
15.1% |
1.49 |
1.8% |
75% |
False |
False |
11,988 |
| 100 |
86.30 |
73.76 |
12.54 |
15.1% |
1.41 |
1.7% |
75% |
False |
False |
10,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.55 |
|
2.618 |
91.53 |
|
1.618 |
89.07 |
|
1.000 |
87.55 |
|
0.618 |
86.61 |
|
HIGH |
85.09 |
|
0.618 |
84.15 |
|
0.500 |
83.86 |
|
0.382 |
83.57 |
|
LOW |
82.63 |
|
0.618 |
81.11 |
|
1.000 |
80.17 |
|
1.618 |
78.65 |
|
2.618 |
76.19 |
|
4.250 |
72.18 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.86 |
84.33 |
| PP |
83.63 |
83.94 |
| S1 |
83.40 |
83.56 |
|