NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
83.49 |
83.70 |
0.21 |
0.3% |
83.19 |
| High |
84.02 |
83.87 |
-0.15 |
-0.2% |
85.18 |
| Low |
83.03 |
81.87 |
-1.16 |
-1.4% |
81.32 |
| Close |
83.74 |
83.28 |
-0.46 |
-0.5% |
83.06 |
| Range |
0.99 |
2.00 |
1.01 |
102.0% |
3.86 |
| ATR |
1.96 |
1.96 |
0.00 |
0.2% |
0.00 |
| Volume |
24,304 |
21,445 |
-2,859 |
-11.8% |
167,474 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.01 |
88.14 |
84.38 |
|
| R3 |
87.01 |
86.14 |
83.83 |
|
| R2 |
85.01 |
85.01 |
83.65 |
|
| R1 |
84.14 |
84.14 |
83.46 |
83.58 |
| PP |
83.01 |
83.01 |
83.01 |
82.72 |
| S1 |
82.14 |
82.14 |
83.10 |
81.58 |
| S2 |
81.01 |
81.01 |
82.91 |
|
| S3 |
79.01 |
80.14 |
82.73 |
|
| S4 |
77.01 |
78.14 |
82.18 |
|
|
| 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 |
84.51 |
81.53 |
2.98 |
3.6% |
1.74 |
2.1% |
59% |
False |
False |
27,835 |
| 10 |
86.02 |
81.32 |
4.70 |
5.6% |
2.23 |
2.7% |
42% |
False |
False |
28,395 |
| 20 |
86.30 |
80.71 |
5.59 |
6.7% |
2.03 |
2.4% |
46% |
False |
False |
29,334 |
| 40 |
86.30 |
77.15 |
9.15 |
11.0% |
1.84 |
2.2% |
67% |
False |
False |
23,833 |
| 60 |
86.30 |
73.76 |
12.54 |
15.1% |
1.70 |
2.0% |
76% |
False |
False |
18,400 |
| 80 |
86.30 |
73.76 |
12.54 |
15.1% |
1.61 |
1.9% |
76% |
False |
False |
14,652 |
| 100 |
86.30 |
73.76 |
12.54 |
15.1% |
1.50 |
1.8% |
76% |
False |
False |
12,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.37 |
|
2.618 |
89.11 |
|
1.618 |
87.11 |
|
1.000 |
85.87 |
|
0.618 |
85.11 |
|
HIGH |
83.87 |
|
0.618 |
83.11 |
|
0.500 |
82.87 |
|
0.382 |
82.63 |
|
LOW |
81.87 |
|
0.618 |
80.63 |
|
1.000 |
79.87 |
|
1.618 |
78.63 |
|
2.618 |
76.63 |
|
4.250 |
73.37 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.14 |
83.25 |
| PP |
83.01 |
83.22 |
| S1 |
82.87 |
83.19 |
|