NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
77.00 |
79.12 |
2.12 |
2.8% |
73.86 |
| High |
79.45 |
80.12 |
0.67 |
0.8% |
80.12 |
| Low |
76.44 |
78.37 |
1.93 |
2.5% |
73.60 |
| Close |
79.13 |
80.04 |
0.91 |
1.2% |
80.04 |
| Range |
3.01 |
1.75 |
-1.26 |
-41.9% |
6.52 |
| ATR |
2.07 |
2.05 |
-0.02 |
-1.1% |
0.00 |
| Volume |
16,491 |
21,674 |
5,183 |
31.4% |
84,826 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.76 |
84.15 |
81.00 |
|
| R3 |
83.01 |
82.40 |
80.52 |
|
| R2 |
81.26 |
81.26 |
80.36 |
|
| R1 |
80.65 |
80.65 |
80.20 |
80.96 |
| PP |
79.51 |
79.51 |
79.51 |
79.66 |
| S1 |
78.90 |
78.90 |
79.88 |
79.21 |
| S2 |
77.76 |
77.76 |
79.72 |
|
| S3 |
76.01 |
77.15 |
79.56 |
|
| S4 |
74.26 |
75.40 |
79.08 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.48 |
95.28 |
83.63 |
|
| R3 |
90.96 |
88.76 |
81.83 |
|
| R2 |
84.44 |
84.44 |
81.24 |
|
| R1 |
82.24 |
82.24 |
80.64 |
83.34 |
| PP |
77.92 |
77.92 |
77.92 |
78.47 |
| S1 |
75.72 |
75.72 |
79.44 |
76.82 |
| S2 |
71.40 |
71.40 |
78.84 |
|
| S3 |
64.88 |
69.20 |
78.25 |
|
| S4 |
58.36 |
62.68 |
76.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.12 |
73.60 |
6.52 |
8.1% |
1.77 |
2.2% |
99% |
True |
False |
16,965 |
| 10 |
80.12 |
69.21 |
10.91 |
13.6% |
1.99 |
2.5% |
99% |
True |
False |
17,184 |
| 20 |
80.12 |
66.82 |
13.30 |
16.6% |
2.15 |
2.7% |
99% |
True |
False |
13,894 |
| 40 |
80.12 |
66.82 |
13.30 |
16.6% |
1.90 |
2.4% |
99% |
True |
False |
10,089 |
| 60 |
80.12 |
66.82 |
13.30 |
16.6% |
1.82 |
2.3% |
99% |
True |
False |
8,453 |
| 80 |
80.12 |
63.61 |
16.51 |
20.6% |
1.63 |
2.0% |
100% |
True |
False |
7,261 |
| 100 |
80.12 |
63.61 |
16.51 |
20.6% |
1.51 |
1.9% |
100% |
True |
False |
6,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.56 |
|
2.618 |
84.70 |
|
1.618 |
82.95 |
|
1.000 |
81.87 |
|
0.618 |
81.20 |
|
HIGH |
80.12 |
|
0.618 |
79.45 |
|
0.500 |
79.25 |
|
0.382 |
79.04 |
|
LOW |
78.37 |
|
0.618 |
77.29 |
|
1.000 |
76.62 |
|
1.618 |
75.54 |
|
2.618 |
73.79 |
|
4.250 |
70.93 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.78 |
79.38 |
| PP |
79.51 |
78.71 |
| S1 |
79.25 |
78.05 |
|