NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
75.63 |
76.22 |
0.59 |
0.8% |
70.40 |
| High |
76.45 |
78.96 |
2.51 |
3.3% |
73.42 |
| Low |
75.40 |
75.82 |
0.42 |
0.6% |
68.71 |
| Close |
76.12 |
78.59 |
2.47 |
3.2% |
72.84 |
| Range |
1.05 |
3.14 |
2.09 |
199.0% |
4.71 |
| ATR |
2.22 |
2.28 |
0.07 |
3.0% |
0.00 |
| Volume |
72,640 |
55,956 |
-16,684 |
-23.0% |
251,513 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.21 |
86.04 |
80.32 |
|
| R3 |
84.07 |
82.90 |
79.45 |
|
| R2 |
80.93 |
80.93 |
79.17 |
|
| R1 |
79.76 |
79.76 |
78.88 |
80.35 |
| PP |
77.79 |
77.79 |
77.79 |
78.08 |
| S1 |
76.62 |
76.62 |
78.30 |
77.21 |
| S2 |
74.65 |
74.65 |
78.01 |
|
| S3 |
71.51 |
73.48 |
77.73 |
|
| S4 |
68.37 |
70.34 |
76.86 |
|
|
| 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 |
78.96 |
71.72 |
7.24 |
9.2% |
1.84 |
2.3% |
95% |
True |
False |
58,945 |
| 10 |
78.96 |
68.71 |
10.25 |
13.0% |
2.20 |
2.8% |
96% |
True |
False |
52,231 |
| 20 |
78.96 |
66.10 |
12.86 |
16.4% |
2.34 |
3.0% |
97% |
True |
False |
41,406 |
| 40 |
78.96 |
66.10 |
12.86 |
16.4% |
2.22 |
2.8% |
97% |
True |
False |
28,183 |
| 60 |
78.96 |
66.10 |
12.86 |
16.4% |
2.20 |
2.8% |
97% |
True |
False |
21,992 |
| 80 |
78.96 |
63.01 |
15.95 |
20.3% |
2.08 |
2.7% |
98% |
True |
False |
18,005 |
| 100 |
78.96 |
63.01 |
15.95 |
20.3% |
1.96 |
2.5% |
98% |
True |
False |
15,166 |
| 120 |
78.96 |
56.57 |
22.39 |
28.5% |
1.86 |
2.4% |
98% |
True |
False |
12,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.31 |
|
2.618 |
87.18 |
|
1.618 |
84.04 |
|
1.000 |
82.10 |
|
0.618 |
80.90 |
|
HIGH |
78.96 |
|
0.618 |
77.76 |
|
0.500 |
77.39 |
|
0.382 |
77.02 |
|
LOW |
75.82 |
|
0.618 |
73.88 |
|
1.000 |
72.68 |
|
1.618 |
70.74 |
|
2.618 |
67.60 |
|
4.250 |
62.48 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.19 |
77.87 |
| PP |
77.79 |
77.15 |
| S1 |
77.39 |
76.43 |
|