NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.98 |
78.69 |
-1.29 |
-1.6% |
72.84 |
| High |
80.40 |
82.00 |
1.60 |
2.0% |
79.21 |
| Low |
78.32 |
77.64 |
-0.68 |
-0.9% |
72.50 |
| Close |
79.12 |
81.37 |
2.25 |
2.8% |
79.02 |
| Range |
2.08 |
4.36 |
2.28 |
109.6% |
6.71 |
| ATR |
2.29 |
2.44 |
0.15 |
6.4% |
0.00 |
| Volume |
255,787 |
320,697 |
64,910 |
25.4% |
983,006 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.42 |
91.75 |
83.77 |
|
| R3 |
89.06 |
87.39 |
82.57 |
|
| R2 |
84.70 |
84.70 |
82.17 |
|
| R1 |
83.03 |
83.03 |
81.77 |
83.87 |
| PP |
80.34 |
80.34 |
80.34 |
80.75 |
| S1 |
78.67 |
78.67 |
80.97 |
79.51 |
| S2 |
75.98 |
75.98 |
80.57 |
|
| S3 |
71.62 |
74.31 |
80.17 |
|
| S4 |
67.26 |
69.95 |
78.97 |
|
|
| 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 |
82.00 |
75.27 |
6.73 |
8.3% |
2.62 |
3.2% |
91% |
True |
False |
242,452 |
| 10 |
82.00 |
69.56 |
12.44 |
15.3% |
2.28 |
2.8% |
95% |
True |
False |
220,337 |
| 20 |
82.00 |
65.55 |
16.45 |
20.2% |
2.39 |
2.9% |
96% |
True |
False |
172,630 |
| 40 |
82.00 |
65.55 |
16.45 |
20.2% |
2.41 |
3.0% |
96% |
True |
False |
120,058 |
| 60 |
82.00 |
65.55 |
16.45 |
20.2% |
2.48 |
3.0% |
96% |
True |
False |
97,818 |
| 80 |
82.00 |
62.21 |
19.79 |
24.3% |
2.43 |
3.0% |
97% |
True |
False |
84,132 |
| 100 |
82.00 |
62.21 |
19.79 |
24.3% |
2.40 |
3.0% |
97% |
True |
False |
74,553 |
| 120 |
82.00 |
59.30 |
22.70 |
27.9% |
2.32 |
2.9% |
97% |
True |
False |
66,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.53 |
|
2.618 |
93.41 |
|
1.618 |
89.05 |
|
1.000 |
86.36 |
|
0.618 |
84.69 |
|
HIGH |
82.00 |
|
0.618 |
80.33 |
|
0.500 |
79.82 |
|
0.382 |
79.31 |
|
LOW |
77.64 |
|
0.618 |
74.95 |
|
1.000 |
73.28 |
|
1.618 |
70.59 |
|
2.618 |
66.23 |
|
4.250 |
59.11 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.85 |
80.85 |
| PP |
80.34 |
80.34 |
| S1 |
79.82 |
79.82 |
|