NYMEX Light Sweet Crude Oil Future December 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 |
72.84 |
73.60 |
0.76 |
1.0% |
70.10 |
| High |
74.27 |
75.10 |
0.83 |
1.1% |
72.92 |
| Low |
72.50 |
73.30 |
0.80 |
1.1% |
68.32 |
| Close |
73.74 |
74.71 |
0.97 |
1.3% |
72.25 |
| Range |
1.77 |
1.80 |
0.03 |
1.7% |
4.60 |
| ATR |
2.47 |
2.43 |
-0.05 |
-1.9% |
0.00 |
| Volume |
155,969 |
168,207 |
12,238 |
7.8% |
856,121 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.77 |
79.04 |
75.70 |
|
| R3 |
77.97 |
77.24 |
75.21 |
|
| R2 |
76.17 |
76.17 |
75.04 |
|
| R1 |
75.44 |
75.44 |
74.88 |
75.81 |
| PP |
74.37 |
74.37 |
74.37 |
74.55 |
| S1 |
73.64 |
73.64 |
74.55 |
74.01 |
| S2 |
72.57 |
72.57 |
74.38 |
|
| S3 |
70.77 |
71.84 |
74.22 |
|
| S4 |
68.97 |
70.04 |
73.72 |
|
|
| 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 |
75.10 |
69.19 |
5.91 |
7.9% |
2.28 |
3.1% |
93% |
True |
False |
183,971 |
| 10 |
75.10 |
66.60 |
8.50 |
11.4% |
2.51 |
3.4% |
95% |
True |
False |
153,384 |
| 20 |
75.10 |
65.55 |
9.55 |
12.8% |
2.41 |
3.2% |
96% |
True |
False |
121,195 |
| 40 |
76.16 |
65.55 |
10.61 |
14.2% |
2.46 |
3.3% |
86% |
False |
False |
92,386 |
| 60 |
76.87 |
65.55 |
11.32 |
15.2% |
2.44 |
3.3% |
81% |
False |
False |
78,402 |
| 80 |
76.87 |
62.21 |
14.66 |
19.6% |
2.45 |
3.3% |
85% |
False |
False |
68,496 |
| 100 |
76.87 |
62.21 |
14.66 |
19.6% |
2.38 |
3.2% |
85% |
False |
False |
61,844 |
| 120 |
76.87 |
54.92 |
21.95 |
29.4% |
2.31 |
3.1% |
90% |
False |
False |
55,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.75 |
|
2.618 |
79.81 |
|
1.618 |
78.01 |
|
1.000 |
76.90 |
|
0.618 |
76.21 |
|
HIGH |
75.10 |
|
0.618 |
74.41 |
|
0.500 |
74.20 |
|
0.382 |
73.99 |
|
LOW |
73.30 |
|
0.618 |
72.19 |
|
1.000 |
71.50 |
|
1.618 |
70.39 |
|
2.618 |
68.59 |
|
4.250 |
65.65 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.54 |
74.17 |
| PP |
74.37 |
73.63 |
| S1 |
74.20 |
73.10 |
|