NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
78.26 |
79.12 |
0.86 |
1.1% |
72.84 |
| High |
79.21 |
80.05 |
0.84 |
1.1% |
79.21 |
| Low |
77.33 |
78.45 |
1.12 |
1.4% |
72.50 |
| Close |
79.02 |
79.96 |
0.94 |
1.2% |
79.02 |
| Range |
1.88 |
1.60 |
-0.28 |
-14.9% |
6.71 |
| ATR |
2.36 |
2.31 |
-0.05 |
-2.3% |
0.00 |
| Volume |
243,455 |
214,276 |
-29,179 |
-12.0% |
983,006 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.29 |
83.72 |
80.84 |
|
| R3 |
82.69 |
82.12 |
80.40 |
|
| R2 |
81.09 |
81.09 |
80.25 |
|
| R1 |
80.52 |
80.52 |
80.11 |
80.81 |
| PP |
79.49 |
79.49 |
79.49 |
79.63 |
| S1 |
78.92 |
78.92 |
79.81 |
79.21 |
| S2 |
77.89 |
77.89 |
79.67 |
|
| S3 |
76.29 |
77.32 |
79.52 |
|
| S4 |
74.69 |
75.72 |
79.08 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.04 |
94.74 |
82.71 |
|
| R3 |
90.33 |
88.03 |
80.87 |
|
| R2 |
83.62 |
83.62 |
80.25 |
|
| R1 |
81.32 |
81.32 |
79.64 |
82.47 |
| PP |
76.91 |
76.91 |
76.91 |
77.49 |
| S1 |
74.61 |
74.61 |
78.40 |
75.76 |
| S2 |
70.20 |
70.20 |
77.79 |
|
| S3 |
63.49 |
67.90 |
77.17 |
|
| S4 |
56.78 |
61.19 |
75.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.05 |
73.30 |
6.75 |
8.4% |
1.91 |
2.4% |
99% |
True |
False |
208,262 |
| 10 |
80.05 |
69.19 |
10.86 |
13.6% |
2.11 |
2.6% |
99% |
True |
False |
194,799 |
| 20 |
80.05 |
65.55 |
14.50 |
18.1% |
2.37 |
3.0% |
99% |
True |
False |
150,924 |
| 40 |
80.05 |
65.55 |
14.50 |
18.1% |
2.37 |
3.0% |
99% |
True |
False |
108,298 |
| 60 |
80.05 |
65.55 |
14.50 |
18.1% |
2.43 |
3.0% |
99% |
True |
False |
89,455 |
| 80 |
80.05 |
62.21 |
17.84 |
22.3% |
2.42 |
3.0% |
99% |
True |
False |
77,792 |
| 100 |
80.05 |
62.21 |
17.84 |
22.3% |
2.38 |
3.0% |
99% |
True |
False |
69,534 |
| 120 |
80.05 |
56.46 |
23.59 |
29.5% |
2.31 |
2.9% |
100% |
True |
False |
61,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.85 |
|
2.618 |
84.24 |
|
1.618 |
82.64 |
|
1.000 |
81.65 |
|
0.618 |
81.04 |
|
HIGH |
80.05 |
|
0.618 |
79.44 |
|
0.500 |
79.25 |
|
0.382 |
79.06 |
|
LOW |
78.45 |
|
0.618 |
77.46 |
|
1.000 |
76.85 |
|
1.618 |
75.86 |
|
2.618 |
74.26 |
|
4.250 |
71.65 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.72 |
79.19 |
| PP |
79.49 |
78.43 |
| S1 |
79.25 |
77.66 |
|