NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
87.00 |
84.76 |
-2.24 |
-2.6% |
85.27 |
| High |
87.37 |
85.88 |
-1.49 |
-1.7% |
87.37 |
| Low |
84.68 |
84.35 |
-0.33 |
-0.4% |
84.35 |
| Close |
85.10 |
85.89 |
0.79 |
0.9% |
85.89 |
| Range |
2.69 |
1.53 |
-1.16 |
-43.1% |
3.02 |
| ATR |
1.25 |
1.27 |
0.02 |
1.6% |
0.00 |
| Volume |
8,105 |
6,591 |
-1,514 |
-18.7% |
42,175 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.96 |
89.46 |
86.73 |
|
| R3 |
88.43 |
87.93 |
86.31 |
|
| R2 |
86.90 |
86.90 |
86.17 |
|
| R1 |
86.40 |
86.40 |
86.03 |
86.65 |
| PP |
85.37 |
85.37 |
85.37 |
85.50 |
| S1 |
84.87 |
84.87 |
85.75 |
85.12 |
| S2 |
83.84 |
83.84 |
85.61 |
|
| S3 |
82.31 |
83.34 |
85.47 |
|
| S4 |
80.78 |
81.81 |
85.05 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.93 |
93.43 |
87.55 |
|
| R3 |
91.91 |
90.41 |
86.72 |
|
| R2 |
88.89 |
88.89 |
86.44 |
|
| R1 |
87.39 |
87.39 |
86.17 |
88.14 |
| PP |
85.87 |
85.87 |
85.87 |
86.25 |
| S1 |
84.37 |
84.37 |
85.61 |
85.12 |
| S2 |
82.85 |
82.85 |
85.34 |
|
| S3 |
79.83 |
81.35 |
85.06 |
|
| S4 |
76.81 |
78.33 |
84.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.38 |
|
2.618 |
89.89 |
|
1.618 |
88.36 |
|
1.000 |
87.41 |
|
0.618 |
86.83 |
|
HIGH |
85.88 |
|
0.618 |
85.30 |
|
0.500 |
85.12 |
|
0.382 |
84.93 |
|
LOW |
84.35 |
|
0.618 |
83.40 |
|
1.000 |
82.82 |
|
1.618 |
81.87 |
|
2.618 |
80.34 |
|
4.250 |
77.85 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.63 |
85.88 |
| PP |
85.37 |
85.87 |
| S1 |
85.12 |
85.86 |
|