NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.34 |
80.22 |
0.88 |
1.1% |
79.53 |
| High |
80.50 |
80.38 |
-0.12 |
-0.1% |
82.58 |
| Low |
78.53 |
77.66 |
-0.87 |
-1.1% |
78.32 |
| Close |
80.15 |
78.06 |
-2.09 |
-2.6% |
81.19 |
| Range |
1.97 |
2.72 |
0.75 |
38.1% |
4.26 |
| ATR |
2.34 |
2.37 |
0.03 |
1.2% |
0.00 |
| Volume |
83,847 |
90,042 |
6,195 |
7.4% |
335,625 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.86 |
85.18 |
79.56 |
|
| R3 |
84.14 |
82.46 |
78.81 |
|
| R2 |
81.42 |
81.42 |
78.56 |
|
| R1 |
79.74 |
79.74 |
78.31 |
79.22 |
| PP |
78.70 |
78.70 |
78.70 |
78.44 |
| S1 |
77.02 |
77.02 |
77.81 |
76.50 |
| S2 |
75.98 |
75.98 |
77.56 |
|
| S3 |
73.26 |
74.30 |
77.31 |
|
| S4 |
70.54 |
71.58 |
76.56 |
|
|
| 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 |
82.43 |
77.66 |
4.77 |
6.1% |
2.41 |
3.1% |
8% |
False |
True |
83,575 |
| 10 |
82.58 |
75.82 |
6.76 |
8.7% |
2.49 |
3.2% |
33% |
False |
False |
69,074 |
| 20 |
82.58 |
68.71 |
13.87 |
17.8% |
2.29 |
2.9% |
67% |
False |
False |
59,799 |
| 40 |
82.58 |
66.10 |
16.48 |
21.1% |
2.27 |
2.9% |
73% |
False |
False |
41,244 |
| 60 |
82.58 |
66.10 |
16.48 |
21.1% |
2.23 |
2.9% |
73% |
False |
False |
30,891 |
| 80 |
82.58 |
63.01 |
19.57 |
25.1% |
2.15 |
2.8% |
77% |
False |
False |
25,327 |
| 100 |
82.58 |
63.01 |
19.57 |
25.1% |
2.05 |
2.6% |
77% |
False |
False |
21,156 |
| 120 |
82.58 |
61.52 |
21.06 |
27.0% |
1.93 |
2.5% |
79% |
False |
False |
18,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.94 |
|
2.618 |
87.50 |
|
1.618 |
84.78 |
|
1.000 |
83.10 |
|
0.618 |
82.06 |
|
HIGH |
80.38 |
|
0.618 |
79.34 |
|
0.500 |
79.02 |
|
0.382 |
78.70 |
|
LOW |
77.66 |
|
0.618 |
75.98 |
|
1.000 |
74.94 |
|
1.618 |
73.26 |
|
2.618 |
70.54 |
|
4.250 |
66.10 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.02 |
79.98 |
| PP |
78.70 |
79.34 |
| S1 |
78.38 |
78.70 |
|