NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
82.75 |
81.37 |
-1.38 |
-1.7% |
80.30 |
| High |
83.07 |
82.94 |
-0.13 |
-0.2% |
83.19 |
| Low |
80.96 |
79.46 |
-1.50 |
-1.9% |
79.00 |
| Close |
81.87 |
80.04 |
-1.83 |
-2.2% |
81.87 |
| Range |
2.11 |
3.48 |
1.37 |
64.9% |
4.19 |
| ATR |
2.11 |
2.21 |
0.10 |
4.6% |
0.00 |
| Volume |
23,168 |
23,832 |
664 |
2.9% |
109,301 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.25 |
89.13 |
81.95 |
|
| R3 |
87.77 |
85.65 |
81.00 |
|
| R2 |
84.29 |
84.29 |
80.68 |
|
| R1 |
82.17 |
82.17 |
80.36 |
81.49 |
| PP |
80.81 |
80.81 |
80.81 |
80.48 |
| S1 |
78.69 |
78.69 |
79.72 |
78.01 |
| S2 |
77.33 |
77.33 |
79.40 |
|
| S3 |
73.85 |
75.21 |
79.08 |
|
| S4 |
70.37 |
71.73 |
78.13 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.92 |
92.09 |
84.17 |
|
| R3 |
89.73 |
87.90 |
83.02 |
|
| R2 |
85.54 |
85.54 |
82.64 |
|
| R1 |
83.71 |
83.71 |
82.25 |
84.63 |
| PP |
81.35 |
81.35 |
81.35 |
81.81 |
| S1 |
79.52 |
79.52 |
81.49 |
80.44 |
| S2 |
77.16 |
77.16 |
81.10 |
|
| S3 |
72.97 |
75.33 |
80.72 |
|
| S4 |
68.78 |
71.14 |
79.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.19 |
79.00 |
4.19 |
5.2% |
2.64 |
3.3% |
25% |
False |
False |
23,514 |
| 10 |
83.19 |
74.48 |
8.71 |
10.9% |
2.19 |
2.7% |
64% |
False |
False |
20,600 |
| 20 |
83.19 |
67.33 |
15.86 |
19.8% |
2.19 |
2.7% |
80% |
False |
False |
17,502 |
| 40 |
83.19 |
66.82 |
16.37 |
20.5% |
2.05 |
2.6% |
81% |
False |
False |
12,535 |
| 60 |
83.19 |
66.82 |
16.37 |
20.5% |
1.88 |
2.4% |
81% |
False |
False |
10,098 |
| 80 |
83.19 |
63.61 |
19.58 |
24.5% |
1.75 |
2.2% |
84% |
False |
False |
8,662 |
| 100 |
83.19 |
63.61 |
19.58 |
24.5% |
1.57 |
2.0% |
84% |
False |
False |
7,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.73 |
|
2.618 |
92.05 |
|
1.618 |
88.57 |
|
1.000 |
86.42 |
|
0.618 |
85.09 |
|
HIGH |
82.94 |
|
0.618 |
81.61 |
|
0.500 |
81.20 |
|
0.382 |
80.79 |
|
LOW |
79.46 |
|
0.618 |
77.31 |
|
1.000 |
75.98 |
|
1.618 |
73.83 |
|
2.618 |
70.35 |
|
4.250 |
64.67 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.20 |
81.27 |
| PP |
80.81 |
80.86 |
| S1 |
80.43 |
80.45 |
|