NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
73.45 |
74.46 |
1.01 |
1.4% |
71.13 |
| High |
74.21 |
75.70 |
1.49 |
2.0% |
74.26 |
| Low |
72.80 |
74.26 |
1.46 |
2.0% |
69.77 |
| Close |
73.93 |
75.32 |
1.39 |
1.9% |
73.93 |
| Range |
1.41 |
1.44 |
0.03 |
2.1% |
4.49 |
| ATR |
2.07 |
2.05 |
-0.02 |
-1.0% |
0.00 |
| Volume |
10,755 |
8,169 |
-2,586 |
-24.0% |
52,513 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.41 |
78.81 |
76.11 |
|
| R3 |
77.97 |
77.37 |
75.72 |
|
| R2 |
76.53 |
76.53 |
75.58 |
|
| R1 |
75.93 |
75.93 |
75.45 |
76.23 |
| PP |
75.09 |
75.09 |
75.09 |
75.25 |
| S1 |
74.49 |
74.49 |
75.19 |
74.79 |
| S2 |
73.65 |
73.65 |
75.06 |
|
| S3 |
72.21 |
73.05 |
74.92 |
|
| S4 |
70.77 |
71.61 |
74.53 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.12 |
84.52 |
76.40 |
|
| R3 |
81.63 |
80.03 |
75.16 |
|
| R2 |
77.14 |
77.14 |
74.75 |
|
| R1 |
75.54 |
75.54 |
74.34 |
76.34 |
| PP |
72.65 |
72.65 |
72.65 |
73.06 |
| S1 |
71.05 |
71.05 |
73.52 |
71.85 |
| S2 |
68.16 |
68.16 |
73.11 |
|
| S3 |
63.67 |
66.56 |
72.70 |
|
| S4 |
59.18 |
62.07 |
71.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.70 |
70.76 |
4.94 |
6.6% |
1.88 |
2.5% |
92% |
True |
False |
10,170 |
| 10 |
75.70 |
68.01 |
7.69 |
10.2% |
2.06 |
2.7% |
95% |
True |
False |
9,124 |
| 20 |
75.70 |
67.46 |
8.24 |
10.9% |
1.91 |
2.5% |
95% |
True |
False |
7,943 |
| 40 |
77.78 |
67.46 |
10.32 |
13.7% |
1.91 |
2.5% |
76% |
False |
False |
6,606 |
| 60 |
78.75 |
67.46 |
11.29 |
15.0% |
1.76 |
2.3% |
70% |
False |
False |
5,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.82 |
|
2.618 |
79.47 |
|
1.618 |
78.03 |
|
1.000 |
77.14 |
|
0.618 |
76.59 |
|
HIGH |
75.70 |
|
0.618 |
75.15 |
|
0.500 |
74.98 |
|
0.382 |
74.81 |
|
LOW |
74.26 |
|
0.618 |
73.37 |
|
1.000 |
72.82 |
|
1.618 |
71.93 |
|
2.618 |
70.49 |
|
4.250 |
68.14 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.21 |
74.70 |
| PP |
75.09 |
74.07 |
| S1 |
74.98 |
73.45 |
|