NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
84.77 |
83.56 |
-1.21 |
-1.4% |
81.63 |
| High |
84.77 |
85.24 |
0.47 |
0.6% |
85.12 |
| Low |
83.23 |
82.04 |
-1.19 |
-1.4% |
81.63 |
| Close |
84.11 |
82.30 |
-1.81 |
-2.2% |
84.11 |
| Range |
1.54 |
3.20 |
1.66 |
107.8% |
3.49 |
| ATR |
1.68 |
1.79 |
0.11 |
6.4% |
0.00 |
| Volume |
2,178 |
4,344 |
2,166 |
99.4% |
16,337 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.79 |
90.75 |
84.06 |
|
| R3 |
89.59 |
87.55 |
83.18 |
|
| R2 |
86.39 |
86.39 |
82.89 |
|
| R1 |
84.35 |
84.35 |
82.59 |
83.77 |
| PP |
83.19 |
83.19 |
83.19 |
82.91 |
| S1 |
81.15 |
81.15 |
82.01 |
80.57 |
| S2 |
79.99 |
79.99 |
81.71 |
|
| S3 |
76.79 |
77.95 |
81.42 |
|
| S4 |
73.59 |
74.75 |
80.54 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.09 |
92.59 |
86.03 |
|
| R3 |
90.60 |
89.10 |
85.07 |
|
| R2 |
87.11 |
87.11 |
84.75 |
|
| R1 |
85.61 |
85.61 |
84.43 |
86.36 |
| PP |
83.62 |
83.62 |
83.62 |
84.00 |
| S1 |
82.12 |
82.12 |
83.79 |
82.87 |
| S2 |
80.13 |
80.13 |
83.47 |
|
| S3 |
76.64 |
78.63 |
83.15 |
|
| S4 |
73.15 |
75.14 |
82.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.24 |
81.76 |
3.48 |
4.2% |
1.98 |
2.4% |
16% |
True |
False |
3,497 |
| 10 |
85.24 |
77.13 |
8.11 |
9.9% |
1.61 |
2.0% |
64% |
True |
False |
3,400 |
| 20 |
85.24 |
70.45 |
14.79 |
18.0% |
1.67 |
2.0% |
80% |
True |
False |
2,863 |
| 40 |
85.24 |
70.06 |
15.18 |
18.4% |
1.56 |
1.9% |
81% |
True |
False |
3,015 |
| 60 |
85.24 |
70.06 |
15.18 |
18.4% |
1.56 |
1.9% |
81% |
True |
False |
2,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.84 |
|
2.618 |
93.62 |
|
1.618 |
90.42 |
|
1.000 |
88.44 |
|
0.618 |
87.22 |
|
HIGH |
85.24 |
|
0.618 |
84.02 |
|
0.500 |
83.64 |
|
0.382 |
83.26 |
|
LOW |
82.04 |
|
0.618 |
80.06 |
|
1.000 |
78.84 |
|
1.618 |
76.86 |
|
2.618 |
73.66 |
|
4.250 |
68.44 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
83.64 |
83.64 |
| PP |
83.19 |
83.19 |
| S1 |
82.75 |
82.75 |
|