NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
78.56 |
79.61 |
1.05 |
1.3% |
72.24 |
| High |
79.69 |
80.05 |
0.36 |
0.5% |
78.75 |
| Low |
78.05 |
78.05 |
0.00 |
0.0% |
72.05 |
| Close |
79.61 |
79.09 |
-0.52 |
-0.7% |
78.53 |
| Range |
1.64 |
2.00 |
0.36 |
22.0% |
6.70 |
| ATR |
2.35 |
2.33 |
-0.03 |
-1.1% |
0.00 |
| Volume |
238,421 |
131,534 |
-106,887 |
-44.8% |
1,595,232 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.06 |
84.08 |
80.19 |
|
| R3 |
83.06 |
82.08 |
79.64 |
|
| R2 |
81.06 |
81.06 |
79.46 |
|
| R1 |
80.08 |
80.08 |
79.27 |
79.57 |
| PP |
79.06 |
79.06 |
79.06 |
78.81 |
| S1 |
78.08 |
78.08 |
78.91 |
77.57 |
| S2 |
77.06 |
77.06 |
78.72 |
|
| S3 |
75.06 |
76.08 |
78.54 |
|
| S4 |
73.06 |
74.08 |
77.99 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.54 |
94.24 |
82.22 |
|
| R3 |
89.84 |
87.54 |
80.37 |
|
| R2 |
83.14 |
83.14 |
79.76 |
|
| R1 |
80.84 |
80.84 |
79.14 |
81.99 |
| PP |
76.44 |
76.44 |
76.44 |
77.02 |
| S1 |
74.14 |
74.14 |
77.92 |
75.29 |
| S2 |
69.74 |
69.74 |
77.30 |
|
| S3 |
63.04 |
67.44 |
76.69 |
|
| S4 |
56.34 |
60.74 |
74.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.05 |
74.40 |
5.65 |
7.1% |
1.98 |
2.5% |
83% |
True |
False |
276,537 |
| 10 |
80.05 |
68.88 |
11.17 |
14.1% |
2.14 |
2.7% |
91% |
True |
False |
306,424 |
| 20 |
80.05 |
65.05 |
15.00 |
19.0% |
2.40 |
3.0% |
94% |
True |
False |
306,098 |
| 40 |
80.05 |
65.05 |
15.00 |
19.0% |
2.44 |
3.1% |
94% |
True |
False |
210,863 |
| 60 |
80.05 |
65.05 |
15.00 |
19.0% |
2.50 |
3.2% |
94% |
True |
False |
157,298 |
| 80 |
80.05 |
61.38 |
18.67 |
23.6% |
2.44 |
3.1% |
95% |
True |
False |
122,598 |
| 100 |
80.05 |
61.38 |
18.67 |
23.6% |
2.33 |
2.9% |
95% |
True |
False |
99,894 |
| 120 |
80.05 |
55.83 |
24.22 |
30.6% |
2.21 |
2.8% |
96% |
True |
False |
84,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.55 |
|
2.618 |
85.29 |
|
1.618 |
83.29 |
|
1.000 |
82.05 |
|
0.618 |
81.29 |
|
HIGH |
80.05 |
|
0.618 |
79.29 |
|
0.500 |
79.05 |
|
0.382 |
78.81 |
|
LOW |
78.05 |
|
0.618 |
76.81 |
|
1.000 |
76.05 |
|
1.618 |
74.81 |
|
2.618 |
72.81 |
|
4.250 |
69.55 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.08 |
78.87 |
| PP |
79.06 |
78.65 |
| S1 |
79.05 |
78.44 |
|