NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
75.34 |
77.76 |
2.42 |
3.2% |
72.24 |
| High |
77.97 |
78.75 |
0.78 |
1.0% |
78.75 |
| Low |
74.79 |
76.82 |
2.03 |
2.7% |
72.05 |
| Close |
77.58 |
78.53 |
0.95 |
1.2% |
78.53 |
| Range |
3.18 |
1.93 |
-1.25 |
-39.3% |
6.70 |
| ATR |
2.44 |
2.41 |
-0.04 |
-1.5% |
0.00 |
| Volume |
296,006 |
355,573 |
59,567 |
20.1% |
1,595,232 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.82 |
83.11 |
79.59 |
|
| R3 |
81.89 |
81.18 |
79.06 |
|
| R2 |
79.96 |
79.96 |
78.88 |
|
| R1 |
79.25 |
79.25 |
78.71 |
79.61 |
| PP |
78.03 |
78.03 |
78.03 |
78.21 |
| S1 |
77.32 |
77.32 |
78.35 |
77.68 |
| S2 |
76.10 |
76.10 |
78.18 |
|
| S3 |
74.17 |
75.39 |
78.00 |
|
| S4 |
72.24 |
73.46 |
77.47 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.54 |
94.24 |
82.22 |
|
| R3 |
89.84 |
87.54 |
80.37 |
|
| R2 |
83.14 |
83.14 |
79.76 |
|
| R1 |
80.84 |
80.84 |
79.14 |
81.99 |
| PP |
76.44 |
76.44 |
76.44 |
77.02 |
| S1 |
74.14 |
74.14 |
77.92 |
75.29 |
| S2 |
69.74 |
69.74 |
77.30 |
|
| S3 |
63.04 |
67.44 |
76.69 |
|
| S4 |
56.34 |
60.74 |
74.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.75 |
72.05 |
6.70 |
8.5% |
1.95 |
2.5% |
97% |
True |
False |
319,046 |
| 10 |
78.75 |
68.05 |
10.70 |
13.6% |
2.26 |
2.9% |
98% |
True |
False |
335,322 |
| 20 |
78.75 |
65.05 |
13.70 |
17.4% |
2.50 |
3.2% |
98% |
True |
False |
308,485 |
| 40 |
78.75 |
65.05 |
13.70 |
17.4% |
2.44 |
3.1% |
98% |
True |
False |
205,024 |
| 60 |
78.75 |
65.05 |
13.70 |
17.4% |
2.48 |
3.2% |
98% |
True |
False |
152,268 |
| 80 |
78.75 |
61.38 |
17.37 |
22.1% |
2.45 |
3.1% |
99% |
True |
False |
118,174 |
| 100 |
78.75 |
61.38 |
17.37 |
22.1% |
2.32 |
3.0% |
99% |
True |
False |
96,363 |
| 120 |
78.75 |
55.68 |
23.07 |
29.4% |
2.19 |
2.8% |
99% |
True |
False |
81,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.95 |
|
2.618 |
83.80 |
|
1.618 |
81.87 |
|
1.000 |
80.68 |
|
0.618 |
79.94 |
|
HIGH |
78.75 |
|
0.618 |
78.01 |
|
0.500 |
77.79 |
|
0.382 |
77.56 |
|
LOW |
76.82 |
|
0.618 |
75.63 |
|
1.000 |
74.89 |
|
1.618 |
73.70 |
|
2.618 |
71.77 |
|
4.250 |
68.62 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.28 |
77.88 |
| PP |
78.03 |
77.23 |
| S1 |
77.79 |
76.58 |
|