NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
82.09 |
83.47 |
1.38 |
1.7% |
83.19 |
| High |
83.36 |
84.51 |
1.15 |
1.4% |
85.18 |
| Low |
81.86 |
82.75 |
0.89 |
1.1% |
81.32 |
| Close |
83.06 |
83.76 |
0.70 |
0.8% |
83.06 |
| Range |
1.50 |
1.76 |
0.26 |
17.3% |
3.86 |
| ATR |
2.05 |
2.03 |
-0.02 |
-1.0% |
0.00 |
| Volume |
32,735 |
17,468 |
-15,267 |
-46.6% |
167,474 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.95 |
88.12 |
84.73 |
|
| R3 |
87.19 |
86.36 |
84.24 |
|
| R2 |
85.43 |
85.43 |
84.08 |
|
| R1 |
84.60 |
84.60 |
83.92 |
85.02 |
| PP |
83.67 |
83.67 |
83.67 |
83.88 |
| S1 |
82.84 |
82.84 |
83.60 |
83.26 |
| S2 |
81.91 |
81.91 |
83.44 |
|
| S3 |
80.15 |
81.08 |
83.28 |
|
| S4 |
78.39 |
79.32 |
82.79 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.77 |
92.77 |
85.18 |
|
| R3 |
90.91 |
88.91 |
84.12 |
|
| R2 |
87.05 |
87.05 |
83.77 |
|
| R1 |
85.05 |
85.05 |
83.41 |
84.12 |
| PP |
83.19 |
83.19 |
83.19 |
82.72 |
| S1 |
81.19 |
81.19 |
82.71 |
80.26 |
| S2 |
79.33 |
79.33 |
82.35 |
|
| S3 |
75.47 |
77.33 |
82.00 |
|
| S4 |
71.61 |
73.47 |
80.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.10 |
81.32 |
3.78 |
4.5% |
2.40 |
2.9% |
65% |
False |
False |
31,004 |
| 10 |
86.02 |
81.32 |
4.70 |
5.6% |
2.19 |
2.6% |
52% |
False |
False |
28,525 |
| 20 |
86.30 |
78.26 |
8.04 |
9.6% |
2.08 |
2.5% |
68% |
False |
False |
29,311 |
| 40 |
86.30 |
76.61 |
9.69 |
11.6% |
1.84 |
2.2% |
74% |
False |
False |
23,383 |
| 60 |
86.30 |
73.76 |
12.54 |
15.0% |
1.71 |
2.0% |
80% |
False |
False |
17,745 |
| 80 |
86.30 |
73.76 |
12.54 |
15.0% |
1.61 |
1.9% |
80% |
False |
False |
14,146 |
| 100 |
86.30 |
73.76 |
12.54 |
15.0% |
1.51 |
1.8% |
80% |
False |
False |
11,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.99 |
|
2.618 |
89.12 |
|
1.618 |
87.36 |
|
1.000 |
86.27 |
|
0.618 |
85.60 |
|
HIGH |
84.51 |
|
0.618 |
83.84 |
|
0.500 |
83.63 |
|
0.382 |
83.42 |
|
LOW |
82.75 |
|
0.618 |
81.66 |
|
1.000 |
80.99 |
|
1.618 |
79.90 |
|
2.618 |
78.14 |
|
4.250 |
75.27 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.72 |
83.51 |
| PP |
83.67 |
83.27 |
| S1 |
83.63 |
83.02 |
|