NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
81.32 |
83.74 |
2.42 |
3.0% |
85.02 |
| High |
83.85 |
83.97 |
0.12 |
0.1% |
86.02 |
| Low |
81.32 |
81.53 |
0.21 |
0.3% |
82.63 |
| Close |
83.84 |
81.94 |
-1.90 |
-2.3% |
83.17 |
| Range |
2.53 |
2.44 |
-0.09 |
-3.6% |
3.39 |
| ATR |
2.07 |
2.10 |
0.03 |
1.3% |
0.00 |
| Volume |
39,612 |
43,225 |
3,613 |
9.1% |
136,211 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.80 |
88.31 |
83.28 |
|
| R3 |
87.36 |
85.87 |
82.61 |
|
| R2 |
84.92 |
84.92 |
82.39 |
|
| R1 |
83.43 |
83.43 |
82.16 |
82.96 |
| PP |
82.48 |
82.48 |
82.48 |
82.24 |
| S1 |
80.99 |
80.99 |
81.72 |
80.52 |
| S2 |
80.04 |
80.04 |
81.49 |
|
| S3 |
77.60 |
78.55 |
81.27 |
|
| S4 |
75.16 |
76.11 |
80.60 |
|
|
| 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 |
85.18 |
81.32 |
3.86 |
4.7% |
2.83 |
3.4% |
16% |
False |
False |
32,748 |
| 10 |
86.02 |
81.32 |
4.70 |
5.7% |
2.27 |
2.8% |
13% |
False |
False |
30,251 |
| 20 |
86.30 |
78.11 |
8.19 |
10.0% |
2.08 |
2.5% |
47% |
False |
False |
29,238 |
| 40 |
86.30 |
76.24 |
10.06 |
12.3% |
1.86 |
2.3% |
57% |
False |
False |
22,697 |
| 60 |
86.30 |
73.76 |
12.54 |
15.3% |
1.71 |
2.1% |
65% |
False |
False |
17,121 |
| 80 |
86.30 |
73.76 |
12.54 |
15.3% |
1.61 |
2.0% |
65% |
False |
False |
13,567 |
| 100 |
86.30 |
73.76 |
12.54 |
15.3% |
1.48 |
1.8% |
65% |
False |
False |
11,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.34 |
|
2.618 |
90.36 |
|
1.618 |
87.92 |
|
1.000 |
86.41 |
|
0.618 |
85.48 |
|
HIGH |
83.97 |
|
0.618 |
83.04 |
|
0.500 |
82.75 |
|
0.382 |
82.46 |
|
LOW |
81.53 |
|
0.618 |
80.02 |
|
1.000 |
79.09 |
|
1.618 |
77.58 |
|
2.618 |
75.14 |
|
4.250 |
71.16 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.75 |
83.21 |
| PP |
82.48 |
82.79 |
| S1 |
82.21 |
82.36 |
|