NYMEX Light Sweet Crude Oil Future March 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 |
77.60 |
79.60 |
2.00 |
2.6% |
74.46 |
| High |
79.76 |
80.62 |
0.86 |
1.1% |
80.62 |
| Low |
76.90 |
78.87 |
1.97 |
2.6% |
74.26 |
| Close |
79.58 |
80.50 |
0.92 |
1.2% |
80.50 |
| Range |
2.86 |
1.75 |
-1.11 |
-38.8% |
6.36 |
| ATR |
1.98 |
1.97 |
-0.02 |
-0.8% |
0.00 |
| Volume |
11,345 |
14,575 |
3,230 |
28.5% |
52,555 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.25 |
84.62 |
81.46 |
|
| R3 |
83.50 |
82.87 |
80.98 |
|
| R2 |
81.75 |
81.75 |
80.82 |
|
| R1 |
81.12 |
81.12 |
80.66 |
81.44 |
| PP |
80.00 |
80.00 |
80.00 |
80.15 |
| S1 |
79.37 |
79.37 |
80.34 |
79.69 |
| S2 |
78.25 |
78.25 |
80.18 |
|
| S3 |
76.50 |
77.62 |
80.02 |
|
| S4 |
74.75 |
75.87 |
79.54 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.54 |
95.38 |
84.00 |
|
| R3 |
91.18 |
89.02 |
82.25 |
|
| R2 |
84.82 |
84.82 |
81.67 |
|
| R1 |
82.66 |
82.66 |
81.08 |
83.74 |
| PP |
78.46 |
78.46 |
78.46 |
79.00 |
| S1 |
76.30 |
76.30 |
79.92 |
77.38 |
| S2 |
72.10 |
72.10 |
79.33 |
|
| S3 |
65.74 |
69.94 |
78.75 |
|
| S4 |
59.38 |
63.58 |
77.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.62 |
74.26 |
6.36 |
7.9% |
1.62 |
2.0% |
98% |
True |
False |
10,511 |
| 10 |
80.62 |
69.77 |
10.85 |
13.5% |
1.85 |
2.3% |
99% |
True |
False |
10,506 |
| 20 |
80.62 |
67.46 |
13.16 |
16.3% |
1.93 |
2.4% |
99% |
True |
False |
8,975 |
| 40 |
80.62 |
67.46 |
13.16 |
16.3% |
1.87 |
2.3% |
99% |
True |
False |
7,377 |
| 60 |
80.62 |
67.46 |
13.16 |
16.3% |
1.78 |
2.2% |
99% |
True |
False |
6,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.06 |
|
2.618 |
85.20 |
|
1.618 |
83.45 |
|
1.000 |
82.37 |
|
0.618 |
81.70 |
|
HIGH |
80.62 |
|
0.618 |
79.95 |
|
0.500 |
79.75 |
|
0.382 |
79.54 |
|
LOW |
78.87 |
|
0.618 |
77.79 |
|
1.000 |
77.12 |
|
1.618 |
76.04 |
|
2.618 |
74.29 |
|
4.250 |
71.43 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.25 |
79.86 |
| PP |
80.00 |
79.21 |
| S1 |
79.75 |
78.57 |
|