NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
73.26 |
72.75 |
-0.51 |
-0.7% |
68.99 |
| High |
73.58 |
74.68 |
1.10 |
1.5% |
73.62 |
| Low |
71.93 |
72.75 |
0.82 |
1.1% |
68.99 |
| Close |
72.12 |
74.68 |
2.56 |
3.5% |
72.69 |
| Range |
1.65 |
1.93 |
0.28 |
17.0% |
4.63 |
| ATR |
1.38 |
1.47 |
0.08 |
6.1% |
0.00 |
| Volume |
2,661 |
2,661 |
0 |
0.0% |
20,230 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.83 |
79.18 |
75.74 |
|
| R3 |
77.90 |
77.25 |
75.21 |
|
| R2 |
75.97 |
75.97 |
75.03 |
|
| R1 |
75.32 |
75.32 |
74.86 |
75.65 |
| PP |
74.04 |
74.04 |
74.04 |
74.20 |
| S1 |
73.39 |
73.39 |
74.50 |
73.72 |
| S2 |
72.11 |
72.11 |
74.33 |
|
| S3 |
70.18 |
71.46 |
74.15 |
|
| S4 |
68.25 |
69.53 |
73.62 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.66 |
83.80 |
75.24 |
|
| R3 |
81.03 |
79.17 |
73.96 |
|
| R2 |
76.40 |
76.40 |
73.54 |
|
| R1 |
74.54 |
74.54 |
73.11 |
75.47 |
| PP |
71.77 |
71.77 |
71.77 |
72.23 |
| S1 |
69.91 |
69.91 |
72.27 |
70.84 |
| S2 |
67.14 |
67.14 |
71.84 |
|
| S3 |
62.51 |
65.28 |
71.42 |
|
| S4 |
57.88 |
60.65 |
70.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.68 |
71.93 |
2.75 |
3.7% |
1.14 |
1.5% |
100% |
True |
False |
3,952 |
| 10 |
74.68 |
68.84 |
5.84 |
7.8% |
1.28 |
1.7% |
100% |
True |
False |
3,967 |
| 20 |
75.85 |
68.84 |
7.01 |
9.4% |
1.05 |
1.4% |
83% |
False |
False |
3,413 |
| 40 |
78.43 |
68.84 |
9.59 |
12.8% |
0.84 |
1.1% |
61% |
False |
False |
2,839 |
| 60 |
79.61 |
68.50 |
11.11 |
14.9% |
0.77 |
1.0% |
56% |
False |
False |
2,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.88 |
|
2.618 |
79.73 |
|
1.618 |
77.80 |
|
1.000 |
76.61 |
|
0.618 |
75.87 |
|
HIGH |
74.68 |
|
0.618 |
73.94 |
|
0.500 |
73.72 |
|
0.382 |
73.49 |
|
LOW |
72.75 |
|
0.618 |
71.56 |
|
1.000 |
70.82 |
|
1.618 |
69.63 |
|
2.618 |
67.70 |
|
4.250 |
64.55 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.36 |
74.22 |
| PP |
74.04 |
73.76 |
| S1 |
73.72 |
73.31 |
|