NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
71.42 |
72.24 |
0.82 |
1.1% |
69.81 |
| High |
72.35 |
73.84 |
1.49 |
2.1% |
72.55 |
| Low |
70.62 |
72.05 |
1.43 |
2.0% |
68.05 |
| Close |
71.77 |
73.27 |
1.50 |
2.1% |
71.77 |
| Range |
1.73 |
1.79 |
0.06 |
3.5% |
4.50 |
| ATR |
2.55 |
2.52 |
-0.03 |
-1.4% |
0.00 |
| Volume |
405,214 |
322,276 |
-82,938 |
-20.5% |
1,757,994 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.42 |
77.64 |
74.25 |
|
| R3 |
76.63 |
75.85 |
73.76 |
|
| R2 |
74.84 |
74.84 |
73.60 |
|
| R1 |
74.06 |
74.06 |
73.43 |
74.45 |
| PP |
73.05 |
73.05 |
73.05 |
73.25 |
| S1 |
72.27 |
72.27 |
73.11 |
72.66 |
| S2 |
71.26 |
71.26 |
72.94 |
|
| S3 |
69.47 |
70.48 |
72.78 |
|
| S4 |
67.68 |
68.69 |
72.29 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.29 |
82.53 |
74.25 |
|
| R3 |
79.79 |
78.03 |
73.01 |
|
| R2 |
75.29 |
75.29 |
72.60 |
|
| R1 |
73.53 |
73.53 |
72.18 |
74.41 |
| PP |
70.79 |
70.79 |
70.79 |
71.23 |
| S1 |
69.03 |
69.03 |
71.36 |
69.91 |
| S2 |
66.29 |
66.29 |
70.95 |
|
| S3 |
61.79 |
64.53 |
70.53 |
|
| S4 |
57.29 |
60.03 |
69.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.84 |
68.88 |
4.96 |
6.8% |
2.34 |
3.2% |
89% |
True |
False |
353,651 |
| 10 |
73.84 |
65.82 |
8.02 |
10.9% |
2.53 |
3.5% |
93% |
True |
False |
328,040 |
| 20 |
73.84 |
65.05 |
8.79 |
12.0% |
2.50 |
3.4% |
94% |
True |
False |
273,847 |
| 40 |
75.55 |
65.05 |
10.50 |
14.3% |
2.54 |
3.5% |
78% |
False |
False |
178,917 |
| 60 |
75.89 |
65.05 |
10.84 |
14.8% |
2.49 |
3.4% |
76% |
False |
False |
132,765 |
| 80 |
75.89 |
61.38 |
14.51 |
19.8% |
2.47 |
3.4% |
82% |
False |
False |
102,620 |
| 100 |
75.89 |
61.38 |
14.51 |
19.8% |
2.30 |
3.1% |
82% |
False |
False |
83,888 |
| 120 |
75.89 |
54.20 |
21.69 |
29.6% |
2.17 |
3.0% |
88% |
False |
False |
70,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.45 |
|
2.618 |
78.53 |
|
1.618 |
76.74 |
|
1.000 |
75.63 |
|
0.618 |
74.95 |
|
HIGH |
73.84 |
|
0.618 |
73.16 |
|
0.500 |
72.95 |
|
0.382 |
72.73 |
|
LOW |
72.05 |
|
0.618 |
70.94 |
|
1.000 |
70.26 |
|
1.618 |
69.15 |
|
2.618 |
67.36 |
|
4.250 |
64.44 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.16 |
72.68 |
| PP |
73.05 |
72.09 |
| S1 |
72.95 |
71.51 |
|