NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
81.47 |
81.94 |
0.47 |
0.6% |
79.53 |
| High |
82.11 |
82.43 |
0.32 |
0.4% |
82.58 |
| Low |
80.51 |
80.26 |
-0.25 |
-0.3% |
78.32 |
| Close |
81.84 |
81.19 |
-0.65 |
-0.8% |
81.19 |
| Range |
1.60 |
2.17 |
0.57 |
35.6% |
4.26 |
| ATR |
2.28 |
2.28 |
-0.01 |
-0.4% |
0.00 |
| Volume |
99,036 |
75,814 |
-23,222 |
-23.4% |
335,625 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.80 |
86.67 |
82.38 |
|
| R3 |
85.63 |
84.50 |
81.79 |
|
| R2 |
83.46 |
83.46 |
81.59 |
|
| R1 |
82.33 |
82.33 |
81.39 |
81.81 |
| PP |
81.29 |
81.29 |
81.29 |
81.04 |
| S1 |
80.16 |
80.16 |
80.99 |
79.64 |
| S2 |
79.12 |
79.12 |
80.79 |
|
| S3 |
76.95 |
77.99 |
80.59 |
|
| S4 |
74.78 |
75.82 |
80.00 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.48 |
91.59 |
83.53 |
|
| R3 |
89.22 |
87.33 |
82.36 |
|
| R2 |
84.96 |
84.96 |
81.97 |
|
| R1 |
83.07 |
83.07 |
81.58 |
84.02 |
| PP |
80.70 |
80.70 |
80.70 |
81.17 |
| S1 |
78.81 |
78.81 |
80.80 |
79.76 |
| S2 |
76.44 |
76.44 |
80.41 |
|
| S3 |
72.18 |
74.55 |
80.02 |
|
| S4 |
67.92 |
70.29 |
78.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.58 |
78.32 |
4.26 |
5.2% |
2.32 |
2.9% |
67% |
False |
False |
67,125 |
| 10 |
82.58 |
73.05 |
9.53 |
11.7% |
2.11 |
2.6% |
85% |
False |
False |
62,384 |
| 20 |
82.58 |
66.38 |
16.20 |
20.0% |
2.26 |
2.8% |
91% |
False |
False |
52,746 |
| 40 |
82.58 |
66.10 |
16.48 |
20.3% |
2.28 |
2.8% |
92% |
False |
False |
35,825 |
| 60 |
82.58 |
66.10 |
16.48 |
20.3% |
2.21 |
2.7% |
92% |
False |
False |
27,456 |
| 80 |
82.58 |
63.01 |
19.57 |
24.1% |
2.10 |
2.6% |
93% |
False |
False |
22,534 |
| 100 |
82.58 |
63.01 |
19.57 |
24.1% |
2.01 |
2.5% |
93% |
False |
False |
18,838 |
| 120 |
82.58 |
61.52 |
21.06 |
25.9% |
1.90 |
2.3% |
93% |
False |
False |
16,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.65 |
|
2.618 |
88.11 |
|
1.618 |
85.94 |
|
1.000 |
84.60 |
|
0.618 |
83.77 |
|
HIGH |
82.43 |
|
0.618 |
81.60 |
|
0.500 |
81.35 |
|
0.382 |
81.09 |
|
LOW |
80.26 |
|
0.618 |
78.92 |
|
1.000 |
78.09 |
|
1.618 |
76.75 |
|
2.618 |
74.58 |
|
4.250 |
71.04 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.35 |
80.94 |
| PP |
81.29 |
80.70 |
| S1 |
81.24 |
80.45 |
|