NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
74.94 |
75.86 |
0.92 |
1.2% |
70.10 |
| High |
75.95 |
78.45 |
2.50 |
3.3% |
72.92 |
| Low |
74.88 |
75.27 |
0.39 |
0.5% |
68.32 |
| Close |
75.60 |
78.08 |
2.48 |
3.3% |
72.25 |
| Range |
1.07 |
3.18 |
2.11 |
197.2% |
4.60 |
| ATR |
2.34 |
2.40 |
0.06 |
2.6% |
0.00 |
| Volume |
237,327 |
178,048 |
-59,279 |
-25.0% |
856,121 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.81 |
85.62 |
79.83 |
|
| R3 |
83.63 |
82.44 |
78.95 |
|
| R2 |
80.45 |
80.45 |
78.66 |
|
| R1 |
79.26 |
79.26 |
78.37 |
79.86 |
| PP |
77.27 |
77.27 |
77.27 |
77.56 |
| S1 |
76.08 |
76.08 |
77.79 |
76.68 |
| S2 |
74.09 |
74.09 |
77.50 |
|
| S3 |
70.91 |
72.90 |
77.21 |
|
| S4 |
67.73 |
69.72 |
76.33 |
|
|
| 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 |
78.45 |
71.09 |
7.36 |
9.4% |
1.90 |
2.4% |
95% |
True |
False |
192,671 |
| 10 |
78.45 |
68.32 |
10.13 |
13.0% |
2.27 |
2.9% |
96% |
True |
False |
172,493 |
| 20 |
78.45 |
65.55 |
12.90 |
16.5% |
2.43 |
3.1% |
97% |
True |
False |
134,243 |
| 40 |
78.45 |
65.55 |
12.90 |
16.5% |
2.38 |
3.0% |
97% |
True |
False |
100,511 |
| 60 |
78.45 |
65.55 |
12.90 |
16.5% |
2.44 |
3.1% |
97% |
True |
False |
83,969 |
| 80 |
78.45 |
62.21 |
16.24 |
20.8% |
2.43 |
3.1% |
98% |
True |
False |
72,764 |
| 100 |
78.45 |
62.21 |
16.24 |
20.8% |
2.38 |
3.1% |
98% |
True |
False |
65,599 |
| 120 |
78.45 |
55.21 |
23.24 |
29.8% |
2.30 |
3.0% |
98% |
True |
False |
58,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.97 |
|
2.618 |
86.78 |
|
1.618 |
83.60 |
|
1.000 |
81.63 |
|
0.618 |
80.42 |
|
HIGH |
78.45 |
|
0.618 |
77.24 |
|
0.500 |
76.86 |
|
0.382 |
76.48 |
|
LOW |
75.27 |
|
0.618 |
73.30 |
|
1.000 |
72.09 |
|
1.618 |
70.12 |
|
2.618 |
66.94 |
|
4.250 |
61.76 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.67 |
77.35 |
| PP |
77.27 |
76.61 |
| S1 |
76.86 |
75.88 |
|