NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
78.65 |
79.53 |
0.88 |
1.1% |
73.32 |
| High |
79.68 |
80.52 |
0.84 |
1.1% |
79.68 |
| Low |
77.83 |
78.93 |
1.10 |
1.4% |
73.05 |
| Close |
79.50 |
80.43 |
0.93 |
1.2% |
79.50 |
| Range |
1.85 |
1.59 |
-0.26 |
-14.1% |
6.63 |
| ATR |
2.25 |
2.21 |
-0.05 |
-2.1% |
0.00 |
| Volume |
56,140 |
49,362 |
-6,778 |
-12.1% |
288,222 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.73 |
84.17 |
81.30 |
|
| R3 |
83.14 |
82.58 |
80.87 |
|
| R2 |
81.55 |
81.55 |
80.72 |
|
| R1 |
80.99 |
80.99 |
80.58 |
81.27 |
| PP |
79.96 |
79.96 |
79.96 |
80.10 |
| S1 |
79.40 |
79.40 |
80.28 |
79.68 |
| S2 |
78.37 |
78.37 |
80.14 |
|
| S3 |
76.78 |
77.81 |
79.99 |
|
| S4 |
75.19 |
76.22 |
79.56 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.30 |
95.03 |
83.15 |
|
| R3 |
90.67 |
88.40 |
81.32 |
|
| R2 |
84.04 |
84.04 |
80.72 |
|
| R1 |
81.77 |
81.77 |
80.11 |
82.91 |
| PP |
77.41 |
77.41 |
77.41 |
77.98 |
| S1 |
75.14 |
75.14 |
78.89 |
76.28 |
| S2 |
70.78 |
70.78 |
78.28 |
|
| S3 |
64.15 |
68.51 |
77.68 |
|
| S4 |
57.52 |
61.88 |
75.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.52 |
73.89 |
6.63 |
8.2% |
1.87 |
2.3% |
99% |
True |
False |
58,104 |
| 10 |
80.52 |
69.65 |
10.87 |
13.5% |
2.07 |
2.6% |
99% |
True |
False |
55,771 |
| 20 |
80.52 |
66.10 |
14.42 |
17.9% |
2.28 |
2.8% |
99% |
True |
False |
44,824 |
| 40 |
80.52 |
66.10 |
14.42 |
17.9% |
2.24 |
2.8% |
99% |
True |
False |
29,825 |
| 60 |
80.52 |
66.10 |
14.42 |
17.9% |
2.20 |
2.7% |
99% |
True |
False |
23,333 |
| 80 |
80.52 |
63.01 |
17.51 |
21.8% |
2.09 |
2.6% |
99% |
True |
False |
19,245 |
| 100 |
80.52 |
63.01 |
17.51 |
21.8% |
1.96 |
2.4% |
99% |
True |
False |
16,165 |
| 120 |
80.52 |
57.44 |
23.08 |
28.7% |
1.88 |
2.3% |
100% |
True |
False |
13,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.28 |
|
2.618 |
84.68 |
|
1.618 |
83.09 |
|
1.000 |
82.11 |
|
0.618 |
81.50 |
|
HIGH |
80.52 |
|
0.618 |
79.91 |
|
0.500 |
79.73 |
|
0.382 |
79.54 |
|
LOW |
78.93 |
|
0.618 |
77.95 |
|
1.000 |
77.34 |
|
1.618 |
76.36 |
|
2.618 |
74.77 |
|
4.250 |
72.17 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.20 |
79.68 |
| PP |
79.96 |
78.92 |
| S1 |
79.73 |
78.17 |
|