NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
81.26 |
79.65 |
-1.61 |
-2.0% |
79.12 |
| High |
81.78 |
81.58 |
-0.20 |
-0.2% |
82.00 |
| Low |
79.55 |
77.97 |
-1.58 |
-2.0% |
77.64 |
| Close |
80.50 |
78.68 |
-1.82 |
-2.3% |
80.50 |
| Range |
2.23 |
3.61 |
1.38 |
61.9% |
4.36 |
| ATR |
2.37 |
2.46 |
0.09 |
3.7% |
0.00 |
| Volume |
295,407 |
293,751 |
-1,656 |
-0.6% |
1,481,909 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.24 |
88.07 |
80.67 |
|
| R3 |
86.63 |
84.46 |
79.67 |
|
| R2 |
83.02 |
83.02 |
79.34 |
|
| R1 |
80.85 |
80.85 |
79.01 |
80.13 |
| PP |
79.41 |
79.41 |
79.41 |
79.05 |
| S1 |
77.24 |
77.24 |
78.35 |
76.52 |
| S2 |
75.80 |
75.80 |
78.02 |
|
| S3 |
72.19 |
73.63 |
77.69 |
|
| S4 |
68.58 |
70.02 |
76.69 |
|
|
| 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 |
5.5% |
2.78 |
3.5% |
24% |
False |
False |
312,276 |
| 10 |
82.00 |
73.30 |
8.70 |
11.1% |
2.35 |
3.0% |
62% |
False |
False |
260,269 |
| 20 |
82.00 |
66.22 |
15.78 |
20.1% |
2.41 |
3.1% |
79% |
False |
False |
202,356 |
| 40 |
82.00 |
65.55 |
16.45 |
20.9% |
2.44 |
3.1% |
80% |
False |
False |
140,234 |
| 60 |
82.00 |
65.55 |
16.45 |
20.9% |
2.41 |
3.1% |
80% |
False |
False |
111,745 |
| 80 |
82.00 |
62.21 |
19.79 |
25.2% |
2.40 |
3.1% |
83% |
False |
False |
95,046 |
| 100 |
82.00 |
62.21 |
19.79 |
25.2% |
2.40 |
3.0% |
83% |
False |
False |
83,002 |
| 120 |
82.00 |
60.66 |
21.34 |
27.1% |
2.34 |
3.0% |
84% |
False |
False |
74,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.92 |
|
2.618 |
91.03 |
|
1.618 |
87.42 |
|
1.000 |
85.19 |
|
0.618 |
83.81 |
|
HIGH |
81.58 |
|
0.618 |
80.20 |
|
0.500 |
79.78 |
|
0.382 |
79.35 |
|
LOW |
77.97 |
|
0.618 |
75.74 |
|
1.000 |
74.36 |
|
1.618 |
72.13 |
|
2.618 |
68.52 |
|
4.250 |
62.63 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.78 |
79.88 |
| PP |
79.41 |
79.48 |
| S1 |
79.05 |
79.08 |
|