NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.47 |
78.75 |
-0.72 |
-0.9% |
79.12 |
| High |
79.83 |
80.46 |
0.63 |
0.8% |
82.00 |
| Low |
77.06 |
77.03 |
-0.03 |
0.0% |
77.64 |
| Close |
77.46 |
79.87 |
2.41 |
3.1% |
80.50 |
| Range |
2.77 |
3.43 |
0.66 |
23.8% |
4.36 |
| ATR |
2.46 |
2.53 |
0.07 |
2.8% |
0.00 |
| Volume |
375,672 |
359,438 |
-16,234 |
-4.3% |
1,481,909 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.41 |
88.07 |
81.76 |
|
| R3 |
85.98 |
84.64 |
80.81 |
|
| R2 |
82.55 |
82.55 |
80.50 |
|
| R1 |
81.21 |
81.21 |
80.18 |
81.88 |
| PP |
79.12 |
79.12 |
79.12 |
79.46 |
| S1 |
77.78 |
77.78 |
79.56 |
78.45 |
| S2 |
75.69 |
75.69 |
79.24 |
|
| S3 |
72.26 |
74.35 |
78.93 |
|
| S4 |
68.83 |
70.92 |
77.98 |
|
|
| 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 |
77.03 |
4.75 |
5.9% |
2.82 |
3.5% |
60% |
False |
True |
337,635 |
| 10 |
82.00 |
77.03 |
4.97 |
6.2% |
2.57 |
3.2% |
57% |
False |
True |
311,813 |
| 20 |
82.00 |
68.32 |
13.68 |
17.1% |
2.42 |
3.0% |
84% |
False |
False |
242,153 |
| 40 |
82.00 |
65.55 |
16.45 |
20.6% |
2.42 |
3.0% |
87% |
False |
False |
163,676 |
| 60 |
82.00 |
65.55 |
16.45 |
20.6% |
2.44 |
3.1% |
87% |
False |
False |
126,757 |
| 80 |
82.00 |
62.21 |
19.79 |
24.8% |
2.41 |
3.0% |
89% |
False |
False |
107,196 |
| 100 |
82.00 |
62.21 |
19.79 |
24.8% |
2.43 |
3.0% |
89% |
False |
False |
92,744 |
| 120 |
82.00 |
60.66 |
21.34 |
26.7% |
2.36 |
3.0% |
90% |
False |
False |
82,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.04 |
|
2.618 |
89.44 |
|
1.618 |
86.01 |
|
1.000 |
83.89 |
|
0.618 |
82.58 |
|
HIGH |
80.46 |
|
0.618 |
79.15 |
|
0.500 |
78.75 |
|
0.382 |
78.34 |
|
LOW |
77.03 |
|
0.618 |
74.91 |
|
1.000 |
73.60 |
|
1.618 |
71.48 |
|
2.618 |
68.05 |
|
4.250 |
62.45 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.50 |
79.50 |
| PP |
79.12 |
79.12 |
| S1 |
78.75 |
78.75 |
|