NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
72.24 |
73.17 |
0.93 |
1.3% |
69.81 |
| High |
73.84 |
74.55 |
0.71 |
1.0% |
72.55 |
| Low |
72.05 |
72.83 |
0.78 |
1.1% |
68.05 |
| Close |
73.27 |
74.15 |
0.88 |
1.2% |
71.77 |
| Range |
1.79 |
1.72 |
-0.07 |
-3.9% |
4.50 |
| ATR |
2.52 |
2.46 |
-0.06 |
-2.3% |
0.00 |
| Volume |
322,276 |
260,226 |
-62,050 |
-19.3% |
1,757,994 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.00 |
78.30 |
75.10 |
|
| R3 |
77.28 |
76.58 |
74.62 |
|
| R2 |
75.56 |
75.56 |
74.47 |
|
| R1 |
74.86 |
74.86 |
74.31 |
75.21 |
| PP |
73.84 |
73.84 |
73.84 |
74.02 |
| S1 |
73.14 |
73.14 |
73.99 |
73.49 |
| S2 |
72.12 |
72.12 |
73.83 |
|
| S3 |
70.40 |
71.42 |
73.68 |
|
| S4 |
68.68 |
69.70 |
73.20 |
|
|
| 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 |
74.55 |
68.88 |
5.67 |
7.6% |
2.30 |
3.1% |
93% |
True |
False |
336,312 |
| 10 |
74.55 |
66.22 |
8.33 |
11.2% |
2.55 |
3.4% |
95% |
True |
False |
330,922 |
| 20 |
74.55 |
65.05 |
9.50 |
12.8% |
2.45 |
3.3% |
96% |
True |
False |
280,490 |
| 40 |
75.55 |
65.05 |
10.50 |
14.2% |
2.52 |
3.4% |
87% |
False |
False |
184,352 |
| 60 |
75.89 |
65.05 |
10.84 |
14.6% |
2.49 |
3.4% |
84% |
False |
False |
136,845 |
| 80 |
75.89 |
61.38 |
14.51 |
19.6% |
2.46 |
3.3% |
88% |
False |
False |
105,793 |
| 100 |
75.89 |
61.38 |
14.51 |
19.6% |
2.31 |
3.1% |
88% |
False |
False |
86,438 |
| 120 |
75.89 |
54.20 |
21.69 |
29.3% |
2.17 |
2.9% |
92% |
False |
False |
73,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.86 |
|
2.618 |
79.05 |
|
1.618 |
77.33 |
|
1.000 |
76.27 |
|
0.618 |
75.61 |
|
HIGH |
74.55 |
|
0.618 |
73.89 |
|
0.500 |
73.69 |
|
0.382 |
73.49 |
|
LOW |
72.83 |
|
0.618 |
71.77 |
|
1.000 |
71.11 |
|
1.618 |
70.05 |
|
2.618 |
68.33 |
|
4.250 |
65.52 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.00 |
73.63 |
| PP |
73.84 |
73.11 |
| S1 |
73.69 |
72.59 |
|