NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
80.28 |
79.02 |
-1.26 |
-1.6% |
80.68 |
| High |
80.29 |
80.49 |
0.20 |
0.2% |
81.24 |
| Low |
78.76 |
78.97 |
0.21 |
0.3% |
78.05 |
| Close |
79.68 |
79.82 |
0.14 |
0.2% |
80.05 |
| Range |
1.53 |
1.52 |
-0.01 |
-0.7% |
3.19 |
| ATR |
1.62 |
1.62 |
-0.01 |
-0.5% |
0.00 |
| Volume |
21,422 |
13,663 |
-7,759 |
-36.2% |
75,093 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.32 |
83.59 |
80.66 |
|
| R3 |
82.80 |
82.07 |
80.24 |
|
| R2 |
81.28 |
81.28 |
80.10 |
|
| R1 |
80.55 |
80.55 |
79.96 |
80.92 |
| PP |
79.76 |
79.76 |
79.76 |
79.94 |
| S1 |
79.03 |
79.03 |
79.68 |
79.40 |
| S2 |
78.24 |
78.24 |
79.54 |
|
| S3 |
76.72 |
77.51 |
79.40 |
|
| S4 |
75.20 |
75.99 |
78.98 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.35 |
87.89 |
81.80 |
|
| R3 |
86.16 |
84.70 |
80.93 |
|
| R2 |
82.97 |
82.97 |
80.63 |
|
| R1 |
81.51 |
81.51 |
80.34 |
80.65 |
| PP |
79.78 |
79.78 |
79.78 |
79.35 |
| S1 |
78.32 |
78.32 |
79.76 |
77.46 |
| S2 |
76.59 |
76.59 |
79.47 |
|
| S3 |
73.40 |
75.13 |
79.17 |
|
| S4 |
70.21 |
71.94 |
78.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.49 |
78.05 |
2.44 |
3.1% |
1.57 |
2.0% |
73% |
True |
False |
16,426 |
| 10 |
81.30 |
78.05 |
3.25 |
4.1% |
1.60 |
2.0% |
54% |
False |
False |
16,406 |
| 20 |
81.74 |
77.26 |
4.48 |
5.6% |
1.64 |
2.1% |
57% |
False |
False |
15,148 |
| 40 |
85.62 |
74.29 |
11.33 |
14.2% |
1.49 |
1.9% |
49% |
False |
False |
10,633 |
| 60 |
85.62 |
74.29 |
11.33 |
14.2% |
1.49 |
1.9% |
49% |
False |
False |
8,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.95 |
|
2.618 |
84.47 |
|
1.618 |
82.95 |
|
1.000 |
82.01 |
|
0.618 |
81.43 |
|
HIGH |
80.49 |
|
0.618 |
79.91 |
|
0.500 |
79.73 |
|
0.382 |
79.55 |
|
LOW |
78.97 |
|
0.618 |
78.03 |
|
1.000 |
77.45 |
|
1.618 |
76.51 |
|
2.618 |
74.99 |
|
4.250 |
72.51 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.79 |
79.76 |
| PP |
79.76 |
79.69 |
| S1 |
79.73 |
79.63 |
|