NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
80.30 |
80.89 |
0.59 |
0.7% |
73.86 |
| High |
81.00 |
81.35 |
0.35 |
0.4% |
80.12 |
| Low |
79.47 |
79.51 |
0.04 |
0.1% |
73.60 |
| Close |
80.96 |
80.26 |
-0.70 |
-0.9% |
80.04 |
| Range |
1.53 |
1.84 |
0.31 |
20.3% |
6.52 |
| ATR |
2.01 |
2.00 |
-0.01 |
-0.6% |
0.00 |
| Volume |
15,562 |
14,718 |
-844 |
-5.4% |
84,826 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.89 |
84.92 |
81.27 |
|
| R3 |
84.05 |
83.08 |
80.77 |
|
| R2 |
82.21 |
82.21 |
80.60 |
|
| R1 |
81.24 |
81.24 |
80.43 |
80.81 |
| PP |
80.37 |
80.37 |
80.37 |
80.16 |
| S1 |
79.40 |
79.40 |
80.09 |
78.97 |
| S2 |
78.53 |
78.53 |
79.92 |
|
| S3 |
76.69 |
77.56 |
79.75 |
|
| S4 |
74.85 |
75.72 |
79.25 |
|
|
| 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 |
81.35 |
75.97 |
5.38 |
6.7% |
1.81 |
2.3% |
80% |
True |
False |
17,368 |
| 10 |
81.35 |
70.26 |
11.09 |
13.8% |
1.92 |
2.4% |
90% |
True |
False |
16,862 |
| 20 |
81.35 |
66.82 |
14.53 |
18.1% |
2.09 |
2.6% |
92% |
True |
False |
14,791 |
| 40 |
81.35 |
66.82 |
14.53 |
18.1% |
1.95 |
2.4% |
92% |
True |
False |
10,523 |
| 60 |
81.35 |
66.82 |
14.53 |
18.1% |
1.84 |
2.3% |
92% |
True |
False |
8,739 |
| 80 |
81.35 |
63.61 |
17.74 |
22.1% |
1.66 |
2.1% |
94% |
True |
False |
7,529 |
| 100 |
81.35 |
63.61 |
17.74 |
22.1% |
1.51 |
1.9% |
94% |
True |
False |
6,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.17 |
|
2.618 |
86.17 |
|
1.618 |
84.33 |
|
1.000 |
83.19 |
|
0.618 |
82.49 |
|
HIGH |
81.35 |
|
0.618 |
80.65 |
|
0.500 |
80.43 |
|
0.382 |
80.21 |
|
LOW |
79.51 |
|
0.618 |
78.37 |
|
1.000 |
77.67 |
|
1.618 |
76.53 |
|
2.618 |
74.69 |
|
4.250 |
71.69 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.43 |
80.13 |
| PP |
80.37 |
79.99 |
| S1 |
80.32 |
79.86 |
|