NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.24 |
81.47 |
2.23 |
2.8% |
73.32 |
| High |
82.58 |
82.11 |
-0.47 |
-0.6% |
79.68 |
| Low |
78.32 |
80.51 |
2.19 |
2.8% |
73.05 |
| Close |
81.96 |
81.84 |
-0.12 |
-0.1% |
79.50 |
| Range |
4.26 |
1.60 |
-2.66 |
-62.4% |
6.63 |
| ATR |
2.34 |
2.28 |
-0.05 |
-2.3% |
0.00 |
| Volume |
66,876 |
99,036 |
32,160 |
48.1% |
288,222 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.29 |
85.66 |
82.72 |
|
| R3 |
84.69 |
84.06 |
82.28 |
|
| R2 |
83.09 |
83.09 |
82.13 |
|
| R1 |
82.46 |
82.46 |
81.99 |
82.78 |
| PP |
81.49 |
81.49 |
81.49 |
81.64 |
| S1 |
80.86 |
80.86 |
81.69 |
81.18 |
| S2 |
79.89 |
79.89 |
81.55 |
|
| S3 |
78.29 |
79.26 |
81.40 |
|
| S4 |
76.69 |
77.66 |
80.96 |
|
|
| 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 |
82.58 |
77.83 |
4.75 |
5.8% |
2.25 |
2.8% |
84% |
False |
False |
63,190 |
| 10 |
82.58 |
71.72 |
10.86 |
13.3% |
2.05 |
2.5% |
93% |
False |
False |
61,067 |
| 20 |
82.58 |
66.10 |
16.48 |
20.1% |
2.24 |
2.7% |
96% |
False |
False |
51,518 |
| 40 |
82.58 |
66.10 |
16.48 |
20.1% |
2.29 |
2.8% |
96% |
False |
False |
34,248 |
| 60 |
82.58 |
66.10 |
16.48 |
20.1% |
2.23 |
2.7% |
96% |
False |
False |
26,394 |
| 80 |
82.58 |
63.01 |
19.57 |
23.9% |
2.10 |
2.6% |
96% |
False |
False |
21,639 |
| 100 |
82.58 |
63.01 |
19.57 |
23.9% |
2.01 |
2.5% |
96% |
False |
False |
18,147 |
| 120 |
82.58 |
61.41 |
21.17 |
25.9% |
1.89 |
2.3% |
97% |
False |
False |
15,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.91 |
|
2.618 |
86.30 |
|
1.618 |
84.70 |
|
1.000 |
83.71 |
|
0.618 |
83.10 |
|
HIGH |
82.11 |
|
0.618 |
81.50 |
|
0.500 |
81.31 |
|
0.382 |
81.12 |
|
LOW |
80.51 |
|
0.618 |
79.52 |
|
1.000 |
78.91 |
|
1.618 |
77.92 |
|
2.618 |
76.32 |
|
4.250 |
73.71 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.66 |
81.38 |
| PP |
81.49 |
80.91 |
| S1 |
81.31 |
80.45 |
|