NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.65 |
78.68 |
-0.97 |
-1.2% |
79.12 |
| High |
81.58 |
79.89 |
-1.69 |
-2.1% |
82.00 |
| Low |
77.97 |
77.81 |
-0.16 |
-0.2% |
77.64 |
| Close |
78.68 |
79.55 |
0.87 |
1.1% |
80.50 |
| Range |
3.61 |
2.08 |
-1.53 |
-42.4% |
4.36 |
| ATR |
2.46 |
2.43 |
-0.03 |
-1.1% |
0.00 |
| Volume |
293,751 |
363,907 |
70,156 |
23.9% |
1,481,909 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.32 |
84.52 |
80.69 |
|
| R3 |
83.24 |
82.44 |
80.12 |
|
| R2 |
81.16 |
81.16 |
79.93 |
|
| R1 |
80.36 |
80.36 |
79.74 |
80.76 |
| PP |
79.08 |
79.08 |
79.08 |
79.29 |
| S1 |
78.28 |
78.28 |
79.36 |
78.68 |
| S2 |
77.00 |
77.00 |
79.17 |
|
| S3 |
74.92 |
76.20 |
78.98 |
|
| S4 |
72.84 |
74.12 |
78.41 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.13 |
91.17 |
82.90 |
|
| R3 |
88.77 |
86.81 |
81.70 |
|
| R2 |
84.41 |
84.41 |
81.30 |
|
| R1 |
82.45 |
82.45 |
80.90 |
83.43 |
| PP |
80.05 |
80.05 |
80.05 |
80.54 |
| S1 |
78.09 |
78.09 |
80.10 |
79.07 |
| S2 |
75.69 |
75.69 |
79.70 |
|
| S3 |
71.33 |
73.73 |
79.30 |
|
| S4 |
66.97 |
69.37 |
78.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.00 |
77.64 |
4.36 |
5.5% |
2.78 |
3.5% |
44% |
False |
False |
333,900 |
| 10 |
82.00 |
74.88 |
7.12 |
9.0% |
2.37 |
3.0% |
66% |
False |
False |
279,839 |
| 20 |
82.00 |
66.60 |
15.40 |
19.4% |
2.44 |
3.1% |
84% |
False |
False |
216,612 |
| 40 |
82.00 |
65.55 |
16.45 |
20.7% |
2.39 |
3.0% |
85% |
False |
False |
148,040 |
| 60 |
82.00 |
65.55 |
16.45 |
20.7% |
2.40 |
3.0% |
85% |
False |
False |
116,593 |
| 80 |
82.00 |
62.21 |
19.79 |
24.9% |
2.39 |
3.0% |
88% |
False |
False |
98,980 |
| 100 |
82.00 |
62.21 |
19.79 |
24.9% |
2.40 |
3.0% |
88% |
False |
False |
86,165 |
| 120 |
82.00 |
60.66 |
21.34 |
26.8% |
2.34 |
2.9% |
89% |
False |
False |
76,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.73 |
|
2.618 |
85.34 |
|
1.618 |
83.26 |
|
1.000 |
81.97 |
|
0.618 |
81.18 |
|
HIGH |
79.89 |
|
0.618 |
79.10 |
|
0.500 |
78.85 |
|
0.382 |
78.60 |
|
LOW |
77.81 |
|
0.618 |
76.52 |
|
1.000 |
75.73 |
|
1.618 |
74.44 |
|
2.618 |
72.36 |
|
4.250 |
68.97 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.32 |
79.80 |
| PP |
79.08 |
79.71 |
| S1 |
78.85 |
79.63 |
|