NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
73.17 |
74.40 |
1.23 |
1.7% |
69.81 |
| High |
74.55 |
75.53 |
0.98 |
1.3% |
72.55 |
| Low |
72.83 |
74.40 |
1.57 |
2.2% |
68.05 |
| Close |
74.15 |
75.18 |
1.03 |
1.4% |
71.77 |
| Range |
1.72 |
1.13 |
-0.59 |
-34.3% |
4.50 |
| ATR |
2.46 |
2.39 |
-0.08 |
-3.1% |
0.00 |
| Volume |
260,226 |
361,151 |
100,925 |
38.8% |
1,757,994 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.43 |
77.93 |
75.80 |
|
| R3 |
77.30 |
76.80 |
75.49 |
|
| R2 |
76.17 |
76.17 |
75.39 |
|
| R1 |
75.67 |
75.67 |
75.28 |
75.92 |
| PP |
75.04 |
75.04 |
75.04 |
75.16 |
| S1 |
74.54 |
74.54 |
75.08 |
74.79 |
| S2 |
73.91 |
73.91 |
74.97 |
|
| S3 |
72.78 |
73.41 |
74.87 |
|
| S4 |
71.65 |
72.28 |
74.56 |
|
|
| 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 |
75.53 |
69.17 |
6.36 |
8.5% |
1.95 |
2.6% |
94% |
True |
False |
339,157 |
| 10 |
75.53 |
68.05 |
7.48 |
9.9% |
2.21 |
2.9% |
95% |
True |
False |
342,302 |
| 20 |
75.53 |
65.05 |
10.48 |
13.9% |
2.39 |
3.2% |
97% |
True |
False |
291,999 |
| 40 |
75.55 |
65.05 |
10.50 |
14.0% |
2.46 |
3.3% |
96% |
False |
False |
192,572 |
| 60 |
75.89 |
65.05 |
10.84 |
14.4% |
2.48 |
3.3% |
93% |
False |
False |
142,444 |
| 80 |
75.89 |
61.38 |
14.51 |
19.3% |
2.44 |
3.2% |
95% |
False |
False |
110,194 |
| 100 |
75.89 |
61.38 |
14.51 |
19.3% |
2.31 |
3.1% |
95% |
False |
False |
89,990 |
| 120 |
75.89 |
54.20 |
21.69 |
28.9% |
2.17 |
2.9% |
97% |
False |
False |
76,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.33 |
|
2.618 |
78.49 |
|
1.618 |
77.36 |
|
1.000 |
76.66 |
|
0.618 |
76.23 |
|
HIGH |
75.53 |
|
0.618 |
75.10 |
|
0.500 |
74.97 |
|
0.382 |
74.83 |
|
LOW |
74.40 |
|
0.618 |
73.70 |
|
1.000 |
73.27 |
|
1.618 |
72.57 |
|
2.618 |
71.44 |
|
4.250 |
69.60 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.11 |
74.72 |
| PP |
75.04 |
74.25 |
| S1 |
74.97 |
73.79 |
|