NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
75.86 |
78.26 |
2.40 |
3.2% |
72.84 |
| High |
78.45 |
79.21 |
0.76 |
1.0% |
79.21 |
| Low |
75.27 |
77.33 |
2.06 |
2.7% |
72.50 |
| Close |
78.08 |
79.02 |
0.94 |
1.2% |
79.02 |
| Range |
3.18 |
1.88 |
-1.30 |
-40.9% |
6.71 |
| ATR |
2.40 |
2.36 |
-0.04 |
-1.6% |
0.00 |
| Volume |
178,048 |
243,455 |
65,407 |
36.7% |
983,006 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.16 |
83.47 |
80.05 |
|
| R3 |
82.28 |
81.59 |
79.54 |
|
| R2 |
80.40 |
80.40 |
79.36 |
|
| R1 |
79.71 |
79.71 |
79.19 |
80.06 |
| PP |
78.52 |
78.52 |
78.52 |
78.69 |
| S1 |
77.83 |
77.83 |
78.85 |
78.18 |
| S2 |
76.64 |
76.64 |
78.68 |
|
| S3 |
74.76 |
75.95 |
78.50 |
|
| S4 |
72.88 |
74.07 |
77.99 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.04 |
94.74 |
82.71 |
|
| R3 |
90.33 |
88.03 |
80.87 |
|
| R2 |
83.62 |
83.62 |
80.25 |
|
| R1 |
81.32 |
81.32 |
79.64 |
82.47 |
| PP |
76.91 |
76.91 |
76.91 |
77.49 |
| S1 |
74.61 |
74.61 |
78.40 |
75.76 |
| S2 |
70.20 |
70.20 |
77.79 |
|
| S3 |
63.49 |
67.90 |
77.17 |
|
| S4 |
56.78 |
61.19 |
75.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.21 |
72.50 |
6.71 |
8.5% |
1.94 |
2.5% |
97% |
True |
False |
196,601 |
| 10 |
79.21 |
68.32 |
10.89 |
13.8% |
2.24 |
2.8% |
98% |
True |
False |
183,912 |
| 20 |
79.21 |
65.55 |
13.66 |
17.3% |
2.46 |
3.1% |
99% |
True |
False |
142,793 |
| 40 |
79.21 |
65.55 |
13.66 |
17.3% |
2.39 |
3.0% |
99% |
True |
False |
104,321 |
| 60 |
79.21 |
65.55 |
13.66 |
17.3% |
2.43 |
3.1% |
99% |
True |
False |
86,990 |
| 80 |
79.21 |
62.21 |
17.00 |
21.5% |
2.43 |
3.1% |
99% |
True |
False |
75,491 |
| 100 |
79.21 |
62.21 |
17.00 |
21.5% |
2.39 |
3.0% |
99% |
True |
False |
67,715 |
| 120 |
79.21 |
55.70 |
23.51 |
29.8% |
2.31 |
2.9% |
99% |
True |
False |
60,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.20 |
|
2.618 |
84.13 |
|
1.618 |
82.25 |
|
1.000 |
81.09 |
|
0.618 |
80.37 |
|
HIGH |
79.21 |
|
0.618 |
78.49 |
|
0.500 |
78.27 |
|
0.382 |
78.05 |
|
LOW |
77.33 |
|
0.618 |
76.17 |
|
1.000 |
75.45 |
|
1.618 |
74.29 |
|
2.618 |
72.41 |
|
4.250 |
69.34 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.77 |
78.36 |
| PP |
78.52 |
77.70 |
| S1 |
78.27 |
77.05 |
|