NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
76.22 |
78.65 |
2.43 |
3.2% |
73.32 |
| High |
78.96 |
79.68 |
0.72 |
0.9% |
79.68 |
| Low |
75.82 |
77.83 |
2.01 |
2.7% |
73.05 |
| Close |
78.59 |
79.50 |
0.91 |
1.2% |
79.50 |
| Range |
3.14 |
1.85 |
-1.29 |
-41.1% |
6.63 |
| ATR |
2.28 |
2.25 |
-0.03 |
-1.4% |
0.00 |
| Volume |
55,956 |
56,140 |
184 |
0.3% |
288,222 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.55 |
83.88 |
80.52 |
|
| R3 |
82.70 |
82.03 |
80.01 |
|
| R2 |
80.85 |
80.85 |
79.84 |
|
| R1 |
80.18 |
80.18 |
79.67 |
80.52 |
| PP |
79.00 |
79.00 |
79.00 |
79.17 |
| S1 |
78.33 |
78.33 |
79.33 |
78.67 |
| S2 |
77.15 |
77.15 |
79.16 |
|
| S3 |
75.30 |
76.48 |
78.99 |
|
| S4 |
73.45 |
74.63 |
78.48 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.30 |
95.03 |
83.15 |
|
| R3 |
90.67 |
88.40 |
81.32 |
|
| R2 |
84.04 |
84.04 |
80.72 |
|
| R1 |
81.77 |
81.77 |
80.11 |
82.91 |
| PP |
77.41 |
77.41 |
77.41 |
77.98 |
| S1 |
75.14 |
75.14 |
78.89 |
76.28 |
| S2 |
70.78 |
70.78 |
78.28 |
|
| S3 |
64.15 |
68.51 |
77.68 |
|
| S4 |
57.52 |
61.88 |
75.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.68 |
73.05 |
6.63 |
8.3% |
1.90 |
2.4% |
97% |
True |
False |
57,644 |
| 10 |
79.68 |
68.71 |
10.97 |
13.8% |
2.19 |
2.7% |
98% |
True |
False |
53,973 |
| 20 |
79.68 |
66.10 |
13.58 |
17.1% |
2.37 |
3.0% |
99% |
True |
False |
43,063 |
| 40 |
79.68 |
66.10 |
13.58 |
17.1% |
2.24 |
2.8% |
99% |
True |
False |
29,018 |
| 60 |
79.68 |
66.10 |
13.58 |
17.1% |
2.20 |
2.8% |
99% |
True |
False |
22,754 |
| 80 |
79.68 |
63.01 |
16.67 |
21.0% |
2.09 |
2.6% |
99% |
True |
False |
18,680 |
| 100 |
79.68 |
63.01 |
16.67 |
21.0% |
1.97 |
2.5% |
99% |
True |
False |
15,693 |
| 120 |
79.68 |
57.44 |
22.24 |
28.0% |
1.87 |
2.4% |
99% |
True |
False |
13,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.54 |
|
2.618 |
84.52 |
|
1.618 |
82.67 |
|
1.000 |
81.53 |
|
0.618 |
80.82 |
|
HIGH |
79.68 |
|
0.618 |
78.97 |
|
0.500 |
78.76 |
|
0.382 |
78.54 |
|
LOW |
77.83 |
|
0.618 |
76.69 |
|
1.000 |
75.98 |
|
1.618 |
74.84 |
|
2.618 |
72.99 |
|
4.250 |
69.97 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.25 |
78.85 |
| PP |
79.00 |
78.19 |
| S1 |
78.76 |
77.54 |
|