NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
78.68 |
79.47 |
0.79 |
1.0% |
79.12 |
| High |
79.89 |
79.83 |
-0.06 |
-0.1% |
82.00 |
| Low |
77.81 |
77.06 |
-0.75 |
-1.0% |
77.64 |
| Close |
79.55 |
77.46 |
-2.09 |
-2.6% |
80.50 |
| Range |
2.08 |
2.77 |
0.69 |
33.2% |
4.36 |
| ATR |
2.43 |
2.46 |
0.02 |
1.0% |
0.00 |
| Volume |
363,907 |
375,672 |
11,765 |
3.2% |
1,481,909 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.43 |
84.71 |
78.98 |
|
| R3 |
83.66 |
81.94 |
78.22 |
|
| R2 |
80.89 |
80.89 |
77.97 |
|
| R1 |
79.17 |
79.17 |
77.71 |
78.65 |
| PP |
78.12 |
78.12 |
78.12 |
77.85 |
| S1 |
76.40 |
76.40 |
77.21 |
75.88 |
| S2 |
75.35 |
75.35 |
76.95 |
|
| S3 |
72.58 |
73.63 |
76.70 |
|
| S4 |
69.81 |
70.86 |
75.94 |
|
|
| 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 |
81.78 |
77.06 |
4.72 |
6.1% |
2.47 |
3.2% |
8% |
False |
True |
344,895 |
| 10 |
82.00 |
75.27 |
6.73 |
8.7% |
2.54 |
3.3% |
33% |
False |
False |
293,674 |
| 20 |
82.00 |
68.32 |
13.68 |
17.7% |
2.36 |
3.0% |
67% |
False |
False |
230,889 |
| 40 |
82.00 |
65.55 |
16.45 |
21.2% |
2.38 |
3.1% |
72% |
False |
False |
156,093 |
| 60 |
82.00 |
65.55 |
16.45 |
21.2% |
2.42 |
3.1% |
72% |
False |
False |
121,602 |
| 80 |
82.00 |
62.21 |
19.79 |
25.5% |
2.40 |
3.1% |
77% |
False |
False |
103,103 |
| 100 |
82.00 |
62.21 |
19.79 |
25.5% |
2.40 |
3.1% |
77% |
False |
False |
89,456 |
| 120 |
82.00 |
60.66 |
21.34 |
27.5% |
2.35 |
3.0% |
79% |
False |
False |
79,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.60 |
|
2.618 |
87.08 |
|
1.618 |
84.31 |
|
1.000 |
82.60 |
|
0.618 |
81.54 |
|
HIGH |
79.83 |
|
0.618 |
78.77 |
|
0.500 |
78.45 |
|
0.382 |
78.12 |
|
LOW |
77.06 |
|
0.618 |
75.35 |
|
1.000 |
74.29 |
|
1.618 |
72.58 |
|
2.618 |
69.81 |
|
4.250 |
65.29 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.45 |
79.32 |
| PP |
78.12 |
78.70 |
| S1 |
77.79 |
78.08 |
|