NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
72.31 |
70.96 |
-1.35 |
-1.9% |
67.88 |
| High |
72.67 |
73.84 |
1.17 |
1.6% |
72.50 |
| Low |
70.26 |
70.74 |
0.48 |
0.7% |
66.89 |
| Close |
70.80 |
73.28 |
2.48 |
3.5% |
71.23 |
| Range |
2.41 |
3.10 |
0.69 |
28.6% |
5.61 |
| ATR |
2.12 |
2.19 |
0.07 |
3.3% |
0.00 |
| Volume |
18,398 |
18,398 |
0 |
0.0% |
57,855 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.92 |
80.70 |
74.99 |
|
| R3 |
78.82 |
77.60 |
74.13 |
|
| R2 |
75.72 |
75.72 |
73.85 |
|
| R1 |
74.50 |
74.50 |
73.56 |
75.11 |
| PP |
72.62 |
72.62 |
72.62 |
72.93 |
| S1 |
71.40 |
71.40 |
73.00 |
72.01 |
| S2 |
69.52 |
69.52 |
72.71 |
|
| S3 |
66.42 |
68.30 |
72.43 |
|
| S4 |
63.32 |
65.20 |
71.58 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.04 |
84.74 |
74.32 |
|
| R3 |
81.43 |
79.13 |
72.77 |
|
| R2 |
75.82 |
75.82 |
72.26 |
|
| R1 |
73.52 |
73.52 |
71.74 |
74.67 |
| PP |
70.21 |
70.21 |
70.21 |
70.78 |
| S1 |
67.91 |
67.91 |
70.72 |
69.06 |
| S2 |
64.60 |
64.60 |
70.20 |
|
| S3 |
58.99 |
62.30 |
69.69 |
|
| S4 |
53.38 |
56.69 |
68.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.84 |
69.21 |
4.63 |
6.3% |
2.27 |
3.1% |
88% |
True |
False |
16,757 |
| 10 |
73.84 |
66.82 |
7.02 |
9.6% |
2.21 |
3.0% |
92% |
True |
False |
14,683 |
| 20 |
74.79 |
66.82 |
7.97 |
10.9% |
2.14 |
2.9% |
81% |
False |
False |
10,778 |
| 40 |
77.22 |
66.82 |
10.40 |
14.2% |
1.96 |
2.7% |
62% |
False |
False |
8,275 |
| 60 |
78.00 |
66.82 |
11.18 |
15.3% |
1.76 |
2.4% |
58% |
False |
False |
7,189 |
| 80 |
78.00 |
63.61 |
14.39 |
19.6% |
1.56 |
2.1% |
67% |
False |
False |
6,161 |
| 100 |
78.00 |
63.61 |
14.39 |
19.6% |
1.45 |
2.0% |
67% |
False |
False |
5,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.02 |
|
2.618 |
81.96 |
|
1.618 |
78.86 |
|
1.000 |
76.94 |
|
0.618 |
75.76 |
|
HIGH |
73.84 |
|
0.618 |
72.66 |
|
0.500 |
72.29 |
|
0.382 |
71.92 |
|
LOW |
70.74 |
|
0.618 |
68.82 |
|
1.000 |
67.64 |
|
1.618 |
65.72 |
|
2.618 |
62.62 |
|
4.250 |
57.57 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.95 |
72.87 |
| PP |
72.62 |
72.46 |
| S1 |
72.29 |
72.05 |
|