NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
84.56 |
83.19 |
-1.37 |
-1.6% |
85.02 |
| High |
85.09 |
85.18 |
0.09 |
0.1% |
86.02 |
| Low |
82.63 |
82.26 |
-0.37 |
-0.4% |
82.63 |
| Close |
83.17 |
85.07 |
1.90 |
2.3% |
83.17 |
| Range |
2.46 |
2.92 |
0.46 |
18.7% |
3.39 |
| ATR |
1.82 |
1.90 |
0.08 |
4.3% |
0.00 |
| Volume |
29,001 |
29,922 |
921 |
3.2% |
136,211 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.93 |
91.92 |
86.68 |
|
| R3 |
90.01 |
89.00 |
85.87 |
|
| R2 |
87.09 |
87.09 |
85.61 |
|
| R1 |
86.08 |
86.08 |
85.34 |
86.59 |
| PP |
84.17 |
84.17 |
84.17 |
84.42 |
| S1 |
83.16 |
83.16 |
84.80 |
83.67 |
| S2 |
81.25 |
81.25 |
84.53 |
|
| S3 |
78.33 |
80.24 |
84.27 |
|
| S4 |
75.41 |
77.32 |
83.46 |
|
|
| 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 |
82.26 |
3.76 |
4.4% |
1.97 |
2.3% |
75% |
False |
True |
26,046 |
| 10 |
86.30 |
82.26 |
4.04 |
4.7% |
2.07 |
2.4% |
70% |
False |
True |
29,635 |
| 20 |
86.30 |
77.34 |
8.96 |
10.5% |
1.90 |
2.2% |
86% |
False |
False |
27,081 |
| 40 |
86.30 |
73.76 |
12.54 |
14.7% |
1.75 |
2.1% |
90% |
False |
False |
20,550 |
| 60 |
86.30 |
73.76 |
12.54 |
14.7% |
1.64 |
1.9% |
90% |
False |
False |
15,557 |
| 80 |
86.30 |
73.76 |
12.54 |
14.7% |
1.52 |
1.8% |
90% |
False |
False |
12,339 |
| 100 |
86.30 |
73.76 |
12.54 |
14.7% |
1.43 |
1.7% |
90% |
False |
False |
10,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.59 |
|
2.618 |
92.82 |
|
1.618 |
89.90 |
|
1.000 |
88.10 |
|
0.618 |
86.98 |
|
HIGH |
85.18 |
|
0.618 |
84.06 |
|
0.500 |
83.72 |
|
0.382 |
83.38 |
|
LOW |
82.26 |
|
0.618 |
80.46 |
|
1.000 |
79.34 |
|
1.618 |
77.54 |
|
2.618 |
74.62 |
|
4.250 |
69.85 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.62 |
84.76 |
| PP |
84.17 |
84.45 |
| S1 |
83.72 |
84.14 |
|