NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
76.11 |
77.40 |
1.29 |
1.7% |
71.73 |
| High |
76.84 |
77.88 |
1.04 |
1.4% |
74.78 |
| Low |
75.51 |
77.23 |
1.72 |
2.3% |
70.45 |
| Close |
76.82 |
77.56 |
0.74 |
1.0% |
74.40 |
| Range |
1.33 |
0.65 |
-0.68 |
-51.1% |
4.33 |
| ATR |
1.72 |
1.67 |
-0.05 |
-2.7% |
0.00 |
| Volume |
6,393 |
6,999 |
606 |
9.5% |
19,753 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.51 |
79.18 |
77.92 |
|
| R3 |
78.86 |
78.53 |
77.74 |
|
| R2 |
78.21 |
78.21 |
77.68 |
|
| R1 |
77.88 |
77.88 |
77.62 |
78.05 |
| PP |
77.56 |
77.56 |
77.56 |
77.64 |
| S1 |
77.23 |
77.23 |
77.50 |
77.40 |
| S2 |
76.91 |
76.91 |
77.44 |
|
| S3 |
76.26 |
76.58 |
77.38 |
|
| S4 |
75.61 |
75.93 |
77.20 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.20 |
84.63 |
76.78 |
|
| R3 |
81.87 |
80.30 |
75.59 |
|
| R2 |
77.54 |
77.54 |
75.19 |
|
| R1 |
75.97 |
75.97 |
74.80 |
76.76 |
| PP |
73.21 |
73.21 |
73.21 |
73.60 |
| S1 |
71.64 |
71.64 |
74.00 |
72.43 |
| S2 |
68.88 |
68.88 |
73.61 |
|
| S3 |
64.55 |
67.31 |
73.21 |
|
| S4 |
60.22 |
62.98 |
72.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.88 |
71.85 |
6.03 |
7.8% |
1.34 |
1.7% |
95% |
True |
False |
5,144 |
| 10 |
77.88 |
70.45 |
7.43 |
9.6% |
1.47 |
1.9% |
96% |
True |
False |
4,990 |
| 20 |
77.88 |
68.38 |
9.50 |
12.2% |
1.44 |
1.9% |
97% |
True |
False |
4,474 |
| 40 |
78.20 |
68.38 |
9.82 |
12.7% |
1.26 |
1.6% |
93% |
False |
False |
3,477 |
| 60 |
79.10 |
68.38 |
10.72 |
13.8% |
1.19 |
1.5% |
86% |
False |
False |
3,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.64 |
|
2.618 |
79.58 |
|
1.618 |
78.93 |
|
1.000 |
78.53 |
|
0.618 |
78.28 |
|
HIGH |
77.88 |
|
0.618 |
77.63 |
|
0.500 |
77.56 |
|
0.382 |
77.48 |
|
LOW |
77.23 |
|
0.618 |
76.83 |
|
1.000 |
76.58 |
|
1.618 |
76.18 |
|
2.618 |
75.53 |
|
4.250 |
74.47 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.56 |
77.25 |
| PP |
77.56 |
76.94 |
| S1 |
77.56 |
76.63 |
|