NYMEX Light Sweet Crude Oil Future December 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 |
73.60 |
74.94 |
1.34 |
1.8% |
70.10 |
| High |
75.10 |
75.95 |
0.85 |
1.1% |
72.92 |
| Low |
73.30 |
74.88 |
1.58 |
2.2% |
68.32 |
| Close |
74.71 |
75.60 |
0.89 |
1.2% |
72.25 |
| Range |
1.80 |
1.07 |
-0.73 |
-40.6% |
4.60 |
| ATR |
2.43 |
2.34 |
-0.08 |
-3.5% |
0.00 |
| Volume |
168,207 |
237,327 |
69,120 |
41.1% |
856,121 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.69 |
78.21 |
76.19 |
|
| R3 |
77.62 |
77.14 |
75.89 |
|
| R2 |
76.55 |
76.55 |
75.80 |
|
| R1 |
76.07 |
76.07 |
75.70 |
76.31 |
| PP |
75.48 |
75.48 |
75.48 |
75.60 |
| S1 |
75.00 |
75.00 |
75.50 |
75.24 |
| S2 |
74.41 |
74.41 |
75.40 |
|
| S3 |
73.34 |
73.93 |
75.31 |
|
| S4 |
72.27 |
72.86 |
75.01 |
|
|
| 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 |
75.95 |
69.56 |
6.39 |
8.5% |
1.93 |
2.6% |
95% |
True |
False |
198,222 |
| 10 |
75.95 |
68.32 |
7.63 |
10.1% |
2.17 |
2.9% |
95% |
True |
False |
168,104 |
| 20 |
75.95 |
65.55 |
10.40 |
13.8% |
2.34 |
3.1% |
97% |
True |
False |
129,789 |
| 40 |
76.16 |
65.55 |
10.61 |
14.0% |
2.40 |
3.2% |
95% |
False |
False |
97,342 |
| 60 |
76.87 |
65.55 |
11.32 |
15.0% |
2.42 |
3.2% |
89% |
False |
False |
81,690 |
| 80 |
76.87 |
62.21 |
14.66 |
19.4% |
2.43 |
3.2% |
91% |
False |
False |
71,015 |
| 100 |
76.87 |
62.21 |
14.66 |
19.4% |
2.37 |
3.1% |
91% |
False |
False |
64,002 |
| 120 |
76.87 |
54.92 |
21.95 |
29.0% |
2.30 |
3.0% |
94% |
False |
False |
57,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.50 |
|
2.618 |
78.75 |
|
1.618 |
77.68 |
|
1.000 |
77.02 |
|
0.618 |
76.61 |
|
HIGH |
75.95 |
|
0.618 |
75.54 |
|
0.500 |
75.42 |
|
0.382 |
75.29 |
|
LOW |
74.88 |
|
0.618 |
74.22 |
|
1.000 |
73.81 |
|
1.618 |
73.15 |
|
2.618 |
72.08 |
|
4.250 |
70.33 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.54 |
75.14 |
| PP |
75.48 |
74.68 |
| S1 |
75.42 |
74.23 |
|