NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.97 |
80.86 |
0.89 |
1.1% |
80.30 |
| High |
81.00 |
80.87 |
-0.13 |
-0.2% |
83.19 |
| Low |
79.24 |
78.15 |
-1.09 |
-1.4% |
79.00 |
| Close |
80.75 |
78.65 |
-2.10 |
-2.6% |
81.87 |
| Range |
1.76 |
2.72 |
0.96 |
54.5% |
4.19 |
| ATR |
2.18 |
2.22 |
0.04 |
1.8% |
0.00 |
| Volume |
29,299 |
26,087 |
-3,212 |
-11.0% |
109,301 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.38 |
85.74 |
80.15 |
|
| R3 |
84.66 |
83.02 |
79.40 |
|
| R2 |
81.94 |
81.94 |
79.15 |
|
| R1 |
80.30 |
80.30 |
78.90 |
79.76 |
| PP |
79.22 |
79.22 |
79.22 |
78.96 |
| S1 |
77.58 |
77.58 |
78.40 |
77.04 |
| S2 |
76.50 |
76.50 |
78.15 |
|
| S3 |
73.78 |
74.86 |
77.90 |
|
| S4 |
71.06 |
72.14 |
77.15 |
|
|
| 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 |
83.07 |
78.15 |
4.92 |
6.3% |
2.33 |
3.0% |
10% |
False |
True |
27,136 |
| 10 |
83.19 |
76.44 |
6.75 |
8.6% |
2.40 |
3.0% |
33% |
False |
False |
22,668 |
| 20 |
83.19 |
69.21 |
13.98 |
17.8% |
2.15 |
2.7% |
68% |
False |
False |
19,353 |
| 40 |
83.19 |
66.82 |
16.37 |
20.8% |
2.04 |
2.6% |
72% |
False |
False |
13,633 |
| 60 |
83.19 |
66.82 |
16.37 |
20.8% |
1.92 |
2.4% |
72% |
False |
False |
10,787 |
| 80 |
83.19 |
63.61 |
19.58 |
24.9% |
1.77 |
2.3% |
77% |
False |
False |
9,278 |
| 100 |
83.19 |
63.61 |
19.58 |
24.9% |
1.60 |
2.0% |
77% |
False |
False |
7,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.43 |
|
2.618 |
87.99 |
|
1.618 |
85.27 |
|
1.000 |
83.59 |
|
0.618 |
82.55 |
|
HIGH |
80.87 |
|
0.618 |
79.83 |
|
0.500 |
79.51 |
|
0.382 |
79.19 |
|
LOW |
78.15 |
|
0.618 |
76.47 |
|
1.000 |
75.43 |
|
1.618 |
73.75 |
|
2.618 |
71.03 |
|
4.250 |
66.59 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.51 |
80.55 |
| PP |
79.22 |
79.91 |
| S1 |
78.94 |
79.28 |
|