NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
70.60 |
72.33 |
1.73 |
2.5% |
70.40 |
| High |
73.42 |
73.30 |
-0.12 |
-0.2% |
73.42 |
| Low |
70.07 |
71.72 |
1.65 |
2.4% |
68.71 |
| Close |
72.72 |
72.84 |
0.12 |
0.2% |
72.84 |
| Range |
3.35 |
1.58 |
-1.77 |
-52.8% |
4.71 |
| ATR |
2.44 |
2.38 |
-0.06 |
-2.5% |
0.00 |
| Volume |
48,748 |
62,643 |
13,895 |
28.5% |
251,513 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.36 |
76.68 |
73.71 |
|
| R3 |
75.78 |
75.10 |
73.27 |
|
| R2 |
74.20 |
74.20 |
73.13 |
|
| R1 |
73.52 |
73.52 |
72.98 |
73.86 |
| PP |
72.62 |
72.62 |
72.62 |
72.79 |
| S1 |
71.94 |
71.94 |
72.70 |
72.28 |
| S2 |
71.04 |
71.04 |
72.55 |
|
| S3 |
69.46 |
70.36 |
72.41 |
|
| S4 |
67.88 |
68.78 |
71.97 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.79 |
84.02 |
75.43 |
|
| R3 |
81.08 |
79.31 |
74.14 |
|
| R2 |
76.37 |
76.37 |
73.70 |
|
| R1 |
74.60 |
74.60 |
73.27 |
75.49 |
| PP |
71.66 |
71.66 |
71.66 |
72.10 |
| S1 |
69.89 |
69.89 |
72.41 |
70.78 |
| S2 |
66.95 |
66.95 |
71.98 |
|
| S3 |
62.24 |
65.18 |
71.54 |
|
| S4 |
57.53 |
60.47 |
70.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.42 |
68.71 |
4.71 |
6.5% |
2.47 |
3.4% |
88% |
False |
False |
50,302 |
| 10 |
73.42 |
66.38 |
7.04 |
9.7% |
2.41 |
3.3% |
92% |
False |
False |
43,107 |
| 20 |
74.39 |
66.10 |
8.29 |
11.4% |
2.31 |
3.2% |
81% |
False |
False |
33,463 |
| 40 |
76.69 |
66.10 |
10.59 |
14.5% |
2.34 |
3.2% |
64% |
False |
False |
23,229 |
| 60 |
77.45 |
66.10 |
11.35 |
15.6% |
2.19 |
3.0% |
59% |
False |
False |
18,556 |
| 80 |
77.45 |
63.01 |
14.44 |
19.8% |
2.08 |
2.8% |
68% |
False |
False |
15,302 |
| 100 |
77.45 |
63.01 |
14.44 |
19.8% |
1.92 |
2.6% |
68% |
False |
False |
12,928 |
| 120 |
77.45 |
56.45 |
21.00 |
28.8% |
1.82 |
2.5% |
78% |
False |
False |
11,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.02 |
|
2.618 |
77.44 |
|
1.618 |
75.86 |
|
1.000 |
74.88 |
|
0.618 |
74.28 |
|
HIGH |
73.30 |
|
0.618 |
72.70 |
|
0.500 |
72.51 |
|
0.382 |
72.32 |
|
LOW |
71.72 |
|
0.618 |
70.74 |
|
1.000 |
70.14 |
|
1.618 |
69.16 |
|
2.618 |
67.58 |
|
4.250 |
65.01 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.73 |
72.41 |
| PP |
72.62 |
71.97 |
| S1 |
72.51 |
71.54 |
|