NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
81.94 |
80.40 |
-1.54 |
-1.9% |
79.53 |
| High |
82.43 |
82.30 |
-0.13 |
-0.2% |
82.58 |
| Low |
80.26 |
78.71 |
-1.55 |
-1.9% |
78.32 |
| Close |
81.19 |
79.37 |
-1.82 |
-2.2% |
81.19 |
| Range |
2.17 |
3.59 |
1.42 |
65.4% |
4.26 |
| ATR |
2.28 |
2.37 |
0.09 |
4.1% |
0.00 |
| Volume |
75,814 |
69,139 |
-6,675 |
-8.8% |
335,625 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.90 |
88.72 |
81.34 |
|
| R3 |
87.31 |
85.13 |
80.36 |
|
| R2 |
83.72 |
83.72 |
80.03 |
|
| R1 |
81.54 |
81.54 |
79.70 |
80.84 |
| PP |
80.13 |
80.13 |
80.13 |
79.77 |
| S1 |
77.95 |
77.95 |
79.04 |
77.25 |
| S2 |
76.54 |
76.54 |
78.71 |
|
| S3 |
72.95 |
74.36 |
78.38 |
|
| S4 |
69.36 |
70.77 |
77.40 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.48 |
91.59 |
83.53 |
|
| R3 |
89.22 |
87.33 |
82.36 |
|
| R2 |
84.96 |
84.96 |
81.97 |
|
| R1 |
83.07 |
83.07 |
81.58 |
84.02 |
| PP |
80.70 |
80.70 |
80.70 |
81.17 |
| S1 |
78.81 |
78.81 |
80.80 |
79.76 |
| S2 |
76.44 |
76.44 |
80.41 |
|
| S3 |
72.18 |
74.55 |
80.02 |
|
| S4 |
67.92 |
70.29 |
78.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.58 |
78.32 |
4.26 |
5.4% |
2.72 |
3.4% |
25% |
False |
False |
71,080 |
| 10 |
82.58 |
73.89 |
8.69 |
10.9% |
2.29 |
2.9% |
63% |
False |
False |
64,592 |
| 20 |
82.58 |
66.75 |
15.83 |
19.9% |
2.35 |
3.0% |
80% |
False |
False |
53,966 |
| 40 |
82.58 |
66.10 |
16.48 |
20.8% |
2.33 |
2.9% |
81% |
False |
False |
37,346 |
| 60 |
82.58 |
66.10 |
16.48 |
20.8% |
2.22 |
2.8% |
81% |
False |
False |
28,453 |
| 80 |
82.58 |
63.01 |
19.57 |
24.7% |
2.13 |
2.7% |
84% |
False |
False |
23,309 |
| 100 |
82.58 |
63.01 |
19.57 |
24.7% |
2.03 |
2.6% |
84% |
False |
False |
19,483 |
| 120 |
82.58 |
61.52 |
21.06 |
26.5% |
1.92 |
2.4% |
85% |
False |
False |
16,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.56 |
|
2.618 |
91.70 |
|
1.618 |
88.11 |
|
1.000 |
85.89 |
|
0.618 |
84.52 |
|
HIGH |
82.30 |
|
0.618 |
80.93 |
|
0.500 |
80.51 |
|
0.382 |
80.08 |
|
LOW |
78.71 |
|
0.618 |
76.49 |
|
1.000 |
75.12 |
|
1.618 |
72.90 |
|
2.618 |
69.31 |
|
4.250 |
63.45 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.51 |
80.57 |
| PP |
80.13 |
80.17 |
| S1 |
79.75 |
79.77 |
|