NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
80.22 |
77.67 |
-2.55 |
-3.2% |
79.53 |
| High |
80.38 |
81.00 |
0.62 |
0.8% |
82.58 |
| Low |
77.66 |
77.65 |
-0.01 |
0.0% |
78.32 |
| Close |
78.06 |
80.40 |
2.34 |
3.0% |
81.19 |
| Range |
2.72 |
3.35 |
0.63 |
23.2% |
4.26 |
| ATR |
2.37 |
2.44 |
0.07 |
3.0% |
0.00 |
| Volume |
90,042 |
78,470 |
-11,572 |
-12.9% |
335,625 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.73 |
88.42 |
82.24 |
|
| R3 |
86.38 |
85.07 |
81.32 |
|
| R2 |
83.03 |
83.03 |
81.01 |
|
| R1 |
81.72 |
81.72 |
80.71 |
82.38 |
| PP |
79.68 |
79.68 |
79.68 |
80.01 |
| S1 |
78.37 |
78.37 |
80.09 |
79.03 |
| S2 |
76.33 |
76.33 |
79.79 |
|
| S3 |
72.98 |
75.02 |
79.48 |
|
| S4 |
69.63 |
71.67 |
78.56 |
|
|
| 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 |
77.65 |
4.78 |
5.9% |
2.76 |
3.4% |
58% |
False |
True |
79,462 |
| 10 |
82.58 |
77.65 |
4.93 |
6.1% |
2.51 |
3.1% |
56% |
False |
True |
71,326 |
| 20 |
82.58 |
68.71 |
13.87 |
17.3% |
2.35 |
2.9% |
84% |
False |
False |
61,778 |
| 40 |
82.58 |
66.10 |
16.48 |
20.5% |
2.32 |
2.9% |
87% |
False |
False |
42,950 |
| 60 |
82.58 |
66.10 |
16.48 |
20.5% |
2.26 |
2.8% |
87% |
False |
False |
32,066 |
| 80 |
82.58 |
63.01 |
19.57 |
24.3% |
2.17 |
2.7% |
89% |
False |
False |
26,233 |
| 100 |
82.58 |
63.01 |
19.57 |
24.3% |
2.08 |
2.6% |
89% |
False |
False |
21,905 |
| 120 |
82.58 |
61.52 |
21.06 |
26.2% |
1.95 |
2.4% |
90% |
False |
False |
18,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.24 |
|
2.618 |
89.77 |
|
1.618 |
86.42 |
|
1.000 |
84.35 |
|
0.618 |
83.07 |
|
HIGH |
81.00 |
|
0.618 |
79.72 |
|
0.500 |
79.33 |
|
0.382 |
78.93 |
|
LOW |
77.65 |
|
0.618 |
75.58 |
|
1.000 |
74.30 |
|
1.618 |
72.23 |
|
2.618 |
68.88 |
|
4.250 |
63.41 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.04 |
80.04 |
| PP |
79.68 |
79.68 |
| S1 |
79.33 |
79.33 |
|