NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.53 |
80.33 |
0.80 |
1.0% |
73.32 |
| High |
80.52 |
80.86 |
0.34 |
0.4% |
79.68 |
| Low |
78.93 |
78.90 |
-0.03 |
0.0% |
73.05 |
| Close |
80.43 |
79.68 |
-0.75 |
-0.9% |
79.50 |
| Range |
1.59 |
1.96 |
0.37 |
23.3% |
6.63 |
| ATR |
2.21 |
2.19 |
-0.02 |
-0.8% |
0.00 |
| Volume |
49,362 |
44,537 |
-4,825 |
-9.8% |
288,222 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.69 |
84.65 |
80.76 |
|
| R3 |
83.73 |
82.69 |
80.22 |
|
| R2 |
81.77 |
81.77 |
80.04 |
|
| R1 |
80.73 |
80.73 |
79.86 |
80.27 |
| PP |
79.81 |
79.81 |
79.81 |
79.59 |
| S1 |
78.77 |
78.77 |
79.50 |
78.31 |
| S2 |
77.85 |
77.85 |
79.32 |
|
| S3 |
75.89 |
76.81 |
79.14 |
|
| S4 |
73.93 |
74.85 |
78.60 |
|
|
| 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 |
80.86 |
75.40 |
5.46 |
6.9% |
1.92 |
2.4% |
78% |
True |
False |
55,727 |
| 10 |
80.86 |
69.65 |
11.21 |
14.1% |
2.06 |
2.6% |
89% |
True |
False |
55,350 |
| 20 |
80.86 |
66.10 |
14.76 |
18.5% |
2.27 |
2.9% |
92% |
True |
False |
46,215 |
| 40 |
80.86 |
66.10 |
14.76 |
18.5% |
2.27 |
2.8% |
92% |
True |
False |
30,605 |
| 60 |
80.86 |
66.10 |
14.76 |
18.5% |
2.22 |
2.8% |
92% |
True |
False |
23,956 |
| 80 |
80.86 |
63.01 |
17.85 |
22.4% |
2.09 |
2.6% |
93% |
True |
False |
19,687 |
| 100 |
80.86 |
63.01 |
17.85 |
22.4% |
1.97 |
2.5% |
93% |
True |
False |
16,552 |
| 120 |
80.86 |
57.44 |
23.42 |
29.4% |
1.89 |
2.4% |
95% |
True |
False |
14,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.19 |
|
2.618 |
85.99 |
|
1.618 |
84.03 |
|
1.000 |
82.82 |
|
0.618 |
82.07 |
|
HIGH |
80.86 |
|
0.618 |
80.11 |
|
0.500 |
79.88 |
|
0.382 |
79.65 |
|
LOW |
78.90 |
|
0.618 |
77.69 |
|
1.000 |
76.94 |
|
1.618 |
75.73 |
|
2.618 |
73.77 |
|
4.250 |
70.57 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.88 |
79.57 |
| PP |
79.81 |
79.46 |
| S1 |
79.75 |
79.35 |
|