NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
82.60 |
80.15 |
-2.45 |
-3.0% |
81.49 |
| High |
82.60 |
83.20 |
0.60 |
0.7% |
84.84 |
| Low |
80.12 |
80.15 |
0.03 |
0.0% |
81.00 |
| Close |
80.50 |
82.73 |
2.23 |
2.8% |
83.79 |
| Range |
2.48 |
3.05 |
0.57 |
23.0% |
3.84 |
| ATR |
2.01 |
2.09 |
0.07 |
3.7% |
0.00 |
| Volume |
14,350 |
16,525 |
2,175 |
15.2% |
80,334 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.18 |
90.00 |
84.41 |
|
| R3 |
88.13 |
86.95 |
83.57 |
|
| R2 |
85.08 |
85.08 |
83.29 |
|
| R1 |
83.90 |
83.90 |
83.01 |
84.49 |
| PP |
82.03 |
82.03 |
82.03 |
82.32 |
| S1 |
80.85 |
80.85 |
82.45 |
81.44 |
| S2 |
78.98 |
78.98 |
82.17 |
|
| S3 |
75.93 |
77.80 |
81.89 |
|
| S4 |
72.88 |
74.75 |
81.05 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.73 |
93.10 |
85.90 |
|
| R3 |
90.89 |
89.26 |
84.85 |
|
| R2 |
87.05 |
87.05 |
84.49 |
|
| R1 |
85.42 |
85.42 |
84.14 |
86.24 |
| PP |
83.21 |
83.21 |
83.21 |
83.62 |
| S1 |
81.58 |
81.58 |
83.44 |
82.40 |
| S2 |
79.37 |
79.37 |
83.09 |
|
| S3 |
75.53 |
77.74 |
82.73 |
|
| S4 |
71.69 |
73.90 |
81.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.85 |
80.12 |
4.73 |
5.7% |
2.35 |
2.8% |
55% |
False |
False |
14,816 |
| 10 |
84.85 |
80.12 |
4.73 |
5.7% |
2.10 |
2.5% |
55% |
False |
False |
16,332 |
| 20 |
84.85 |
71.32 |
13.53 |
16.4% |
1.97 |
2.4% |
84% |
False |
False |
14,594 |
| 40 |
84.85 |
69.40 |
15.45 |
18.7% |
1.95 |
2.4% |
86% |
False |
False |
13,138 |
| 60 |
84.85 |
69.40 |
15.45 |
18.7% |
1.91 |
2.3% |
86% |
False |
False |
11,339 |
| 80 |
84.85 |
65.66 |
19.19 |
23.2% |
1.88 |
2.3% |
89% |
False |
False |
10,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.16 |
|
2.618 |
91.18 |
|
1.618 |
88.13 |
|
1.000 |
86.25 |
|
0.618 |
85.08 |
|
HIGH |
83.20 |
|
0.618 |
82.03 |
|
0.500 |
81.68 |
|
0.382 |
81.32 |
|
LOW |
80.15 |
|
0.618 |
78.27 |
|
1.000 |
77.10 |
|
1.618 |
75.22 |
|
2.618 |
72.17 |
|
4.250 |
67.19 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.38 |
82.37 |
| PP |
82.03 |
82.02 |
| S1 |
81.68 |
81.66 |
|