NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
73.32 |
75.29 |
1.97 |
2.7% |
70.40 |
| High |
74.77 |
75.62 |
0.85 |
1.1% |
73.42 |
| Low |
73.05 |
73.89 |
0.84 |
1.1% |
68.71 |
| Close |
74.28 |
75.29 |
1.01 |
1.4% |
72.84 |
| Range |
1.72 |
1.73 |
0.01 |
0.6% |
4.71 |
| ATR |
2.34 |
2.30 |
-0.04 |
-1.9% |
0.00 |
| Volume |
47,060 |
56,426 |
9,366 |
19.9% |
251,513 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.12 |
79.44 |
76.24 |
|
| R3 |
78.39 |
77.71 |
75.77 |
|
| R2 |
76.66 |
76.66 |
75.61 |
|
| R1 |
75.98 |
75.98 |
75.45 |
76.16 |
| PP |
74.93 |
74.93 |
74.93 |
75.02 |
| S1 |
74.25 |
74.25 |
75.13 |
74.43 |
| S2 |
73.20 |
73.20 |
74.97 |
|
| S3 |
71.47 |
72.52 |
74.81 |
|
| S4 |
69.74 |
70.79 |
74.34 |
|
|
| 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 |
75.62 |
69.65 |
5.97 |
7.9% |
2.21 |
2.9% |
94% |
True |
False |
54,974 |
| 10 |
75.62 |
67.05 |
8.57 |
11.4% |
2.43 |
3.2% |
96% |
True |
False |
46,349 |
| 20 |
75.62 |
66.10 |
9.52 |
12.6% |
2.31 |
3.1% |
97% |
True |
False |
36,917 |
| 40 |
76.69 |
66.10 |
10.59 |
14.1% |
2.30 |
3.1% |
87% |
False |
False |
25,352 |
| 60 |
77.45 |
66.10 |
11.35 |
15.1% |
2.20 |
2.9% |
81% |
False |
False |
20,098 |
| 80 |
77.45 |
63.01 |
14.44 |
19.2% |
2.08 |
2.8% |
85% |
False |
False |
16,502 |
| 100 |
77.45 |
63.01 |
14.44 |
19.2% |
1.94 |
2.6% |
85% |
False |
False |
13,929 |
| 120 |
77.45 |
56.57 |
20.88 |
27.7% |
1.83 |
2.4% |
90% |
False |
False |
11,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.97 |
|
2.618 |
80.15 |
|
1.618 |
78.42 |
|
1.000 |
77.35 |
|
0.618 |
76.69 |
|
HIGH |
75.62 |
|
0.618 |
74.96 |
|
0.500 |
74.76 |
|
0.382 |
74.55 |
|
LOW |
73.89 |
|
0.618 |
72.82 |
|
1.000 |
72.16 |
|
1.618 |
71.09 |
|
2.618 |
69.36 |
|
4.250 |
66.54 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.11 |
74.75 |
| PP |
74.93 |
74.21 |
| S1 |
74.76 |
73.67 |
|