NYMEX Light Sweet Crude Oil Future December 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 |
71.87 |
72.84 |
0.97 |
1.3% |
70.10 |
| High |
72.76 |
74.27 |
1.51 |
2.1% |
72.92 |
| Low |
71.09 |
72.50 |
1.41 |
2.0% |
68.32 |
| Close |
72.25 |
73.74 |
1.49 |
2.1% |
72.25 |
| Range |
1.67 |
1.77 |
0.10 |
6.0% |
4.60 |
| ATR |
2.51 |
2.47 |
-0.03 |
-1.4% |
0.00 |
| Volume |
223,806 |
155,969 |
-67,837 |
-30.3% |
856,121 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.81 |
78.05 |
74.71 |
|
| R3 |
77.04 |
76.28 |
74.23 |
|
| R2 |
75.27 |
75.27 |
74.06 |
|
| R1 |
74.51 |
74.51 |
73.90 |
74.89 |
| PP |
73.50 |
73.50 |
73.50 |
73.70 |
| S1 |
72.74 |
72.74 |
73.58 |
73.12 |
| S2 |
71.73 |
71.73 |
73.42 |
|
| S3 |
69.96 |
70.97 |
73.25 |
|
| S4 |
68.19 |
69.20 |
72.77 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.96 |
83.21 |
74.78 |
|
| R3 |
80.36 |
78.61 |
73.52 |
|
| R2 |
75.76 |
75.76 |
73.09 |
|
| R1 |
74.01 |
74.01 |
72.67 |
74.89 |
| PP |
71.16 |
71.16 |
71.16 |
71.60 |
| S1 |
69.41 |
69.41 |
71.83 |
70.29 |
| S2 |
66.56 |
66.56 |
71.41 |
|
| S3 |
61.96 |
64.81 |
70.99 |
|
| S4 |
57.36 |
60.21 |
69.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.27 |
69.19 |
5.08 |
6.9% |
2.32 |
3.1% |
90% |
True |
False |
181,336 |
| 10 |
74.27 |
66.22 |
8.05 |
10.9% |
2.48 |
3.4% |
93% |
True |
False |
144,442 |
| 20 |
74.27 |
65.55 |
8.72 |
11.8% |
2.45 |
3.3% |
94% |
True |
False |
115,780 |
| 40 |
76.16 |
65.55 |
10.61 |
14.4% |
2.47 |
3.4% |
77% |
False |
False |
89,181 |
| 60 |
76.87 |
65.55 |
11.32 |
15.4% |
2.44 |
3.3% |
72% |
False |
False |
76,251 |
| 80 |
76.87 |
62.21 |
14.66 |
19.9% |
2.47 |
3.3% |
79% |
False |
False |
66,740 |
| 100 |
76.87 |
62.21 |
14.66 |
19.9% |
2.37 |
3.2% |
79% |
False |
False |
60,427 |
| 120 |
76.87 |
54.92 |
21.95 |
29.8% |
2.30 |
3.1% |
86% |
False |
False |
54,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.79 |
|
2.618 |
78.90 |
|
1.618 |
77.13 |
|
1.000 |
76.04 |
|
0.618 |
75.36 |
|
HIGH |
74.27 |
|
0.618 |
73.59 |
|
0.500 |
73.39 |
|
0.382 |
73.18 |
|
LOW |
72.50 |
|
0.618 |
71.41 |
|
1.000 |
70.73 |
|
1.618 |
69.64 |
|
2.618 |
67.87 |
|
4.250 |
64.98 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.62 |
73.13 |
| PP |
73.50 |
72.52 |
| S1 |
73.39 |
71.92 |
|