NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
80.40 |
79.34 |
-1.06 |
-1.3% |
79.53 |
| High |
82.30 |
80.50 |
-1.80 |
-2.2% |
82.58 |
| Low |
78.71 |
78.53 |
-0.18 |
-0.2% |
78.32 |
| Close |
79.37 |
80.15 |
0.78 |
1.0% |
81.19 |
| Range |
3.59 |
1.97 |
-1.62 |
-45.1% |
4.26 |
| ATR |
2.37 |
2.34 |
-0.03 |
-1.2% |
0.00 |
| Volume |
69,139 |
83,847 |
14,708 |
21.3% |
335,625 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.64 |
84.86 |
81.23 |
|
| R3 |
83.67 |
82.89 |
80.69 |
|
| R2 |
81.70 |
81.70 |
80.51 |
|
| R1 |
80.92 |
80.92 |
80.33 |
81.31 |
| PP |
79.73 |
79.73 |
79.73 |
79.92 |
| S1 |
78.95 |
78.95 |
79.97 |
79.34 |
| S2 |
77.76 |
77.76 |
79.79 |
|
| S3 |
75.79 |
76.98 |
79.61 |
|
| S4 |
73.82 |
75.01 |
79.07 |
|
|
| 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 |
5.3% |
2.72 |
3.4% |
43% |
False |
False |
78,942 |
| 10 |
82.58 |
75.40 |
7.18 |
9.0% |
2.32 |
2.9% |
66% |
False |
False |
67,334 |
| 20 |
82.58 |
67.05 |
15.53 |
19.4% |
2.37 |
3.0% |
84% |
False |
False |
56,842 |
| 40 |
82.58 |
66.10 |
16.48 |
20.6% |
2.28 |
2.8% |
85% |
False |
False |
39,138 |
| 60 |
82.58 |
66.10 |
16.48 |
20.6% |
2.22 |
2.8% |
85% |
False |
False |
29,657 |
| 80 |
82.58 |
63.01 |
19.57 |
24.4% |
2.14 |
2.7% |
88% |
False |
False |
24,271 |
| 100 |
82.58 |
63.01 |
19.57 |
24.4% |
2.04 |
2.5% |
88% |
False |
False |
20,297 |
| 120 |
82.58 |
61.52 |
21.06 |
26.3% |
1.92 |
2.4% |
88% |
False |
False |
17,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.87 |
|
2.618 |
85.66 |
|
1.618 |
83.69 |
|
1.000 |
82.47 |
|
0.618 |
81.72 |
|
HIGH |
80.50 |
|
0.618 |
79.75 |
|
0.500 |
79.52 |
|
0.382 |
79.28 |
|
LOW |
78.53 |
|
0.618 |
77.31 |
|
1.000 |
76.56 |
|
1.618 |
75.34 |
|
2.618 |
73.37 |
|
4.250 |
70.16 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.94 |
80.48 |
| PP |
79.73 |
80.37 |
| S1 |
79.52 |
80.26 |
|