NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
81.04 |
81.26 |
0.22 |
0.3% |
79.12 |
| High |
81.50 |
81.78 |
0.28 |
0.3% |
82.00 |
| Low |
79.86 |
79.55 |
-0.31 |
-0.4% |
77.64 |
| Close |
81.19 |
80.50 |
-0.69 |
-0.8% |
80.50 |
| Range |
1.64 |
2.23 |
0.59 |
36.0% |
4.36 |
| ATR |
2.38 |
2.37 |
-0.01 |
-0.5% |
0.00 |
| Volume |
395,742 |
295,407 |
-100,335 |
-25.4% |
1,481,909 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.30 |
86.13 |
81.73 |
|
| R3 |
85.07 |
83.90 |
81.11 |
|
| R2 |
82.84 |
82.84 |
80.91 |
|
| R1 |
81.67 |
81.67 |
80.70 |
81.14 |
| PP |
80.61 |
80.61 |
80.61 |
80.35 |
| S1 |
79.44 |
79.44 |
80.30 |
78.91 |
| S2 |
78.38 |
78.38 |
80.09 |
|
| S3 |
76.15 |
77.21 |
79.89 |
|
| S4 |
73.92 |
74.98 |
79.27 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.13 |
91.17 |
82.90 |
|
| R3 |
88.77 |
86.81 |
81.70 |
|
| R2 |
84.41 |
84.41 |
81.30 |
|
| R1 |
82.45 |
82.45 |
80.90 |
83.43 |
| PP |
80.05 |
80.05 |
80.05 |
80.54 |
| S1 |
78.09 |
78.09 |
80.10 |
79.07 |
| S2 |
75.69 |
75.69 |
79.70 |
|
| S3 |
71.33 |
73.73 |
79.30 |
|
| S4 |
66.97 |
69.37 |
78.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.00 |
77.64 |
4.36 |
5.4% |
2.38 |
3.0% |
66% |
False |
False |
296,381 |
| 10 |
82.00 |
72.50 |
9.50 |
11.8% |
2.16 |
2.7% |
84% |
False |
False |
246,491 |
| 20 |
82.00 |
65.85 |
16.15 |
20.1% |
2.33 |
2.9% |
91% |
False |
False |
193,905 |
| 40 |
82.00 |
65.55 |
16.45 |
20.4% |
2.39 |
3.0% |
91% |
False |
False |
134,178 |
| 60 |
82.00 |
65.55 |
16.45 |
20.4% |
2.41 |
3.0% |
91% |
False |
False |
107,775 |
| 80 |
82.00 |
62.21 |
19.79 |
24.6% |
2.39 |
3.0% |
92% |
False |
False |
91,958 |
| 100 |
82.00 |
62.21 |
19.79 |
24.6% |
2.39 |
3.0% |
92% |
False |
False |
80,645 |
| 120 |
82.00 |
60.54 |
21.46 |
26.7% |
2.32 |
2.9% |
93% |
False |
False |
71,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.26 |
|
2.618 |
87.62 |
|
1.618 |
85.39 |
|
1.000 |
84.01 |
|
0.618 |
83.16 |
|
HIGH |
81.78 |
|
0.618 |
80.93 |
|
0.500 |
80.67 |
|
0.382 |
80.40 |
|
LOW |
79.55 |
|
0.618 |
78.17 |
|
1.000 |
77.32 |
|
1.618 |
75.94 |
|
2.618 |
73.71 |
|
4.250 |
70.07 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.67 |
80.27 |
| PP |
80.61 |
80.05 |
| S1 |
80.56 |
79.82 |
|