NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
72.88 |
73.86 |
0.98 |
1.3% |
71.20 |
| High |
73.83 |
75.26 |
1.43 |
1.9% |
73.84 |
| Low |
72.40 |
73.60 |
1.20 |
1.7% |
69.21 |
| Close |
73.43 |
74.84 |
1.41 |
1.9% |
73.43 |
| Range |
1.43 |
1.66 |
0.23 |
16.1% |
4.63 |
| ATR |
2.14 |
2.12 |
-0.02 |
-1.0% |
0.00 |
| Volume |
16,723 |
11,959 |
-4,764 |
-28.5% |
87,021 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.55 |
78.85 |
75.75 |
|
| R3 |
77.89 |
77.19 |
75.30 |
|
| R2 |
76.23 |
76.23 |
75.14 |
|
| R1 |
75.53 |
75.53 |
74.99 |
75.88 |
| PP |
74.57 |
74.57 |
74.57 |
74.74 |
| S1 |
73.87 |
73.87 |
74.69 |
74.22 |
| S2 |
72.91 |
72.91 |
74.54 |
|
| S3 |
71.25 |
72.21 |
74.38 |
|
| S4 |
69.59 |
70.55 |
73.93 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.05 |
84.37 |
75.98 |
|
| R3 |
81.42 |
79.74 |
74.70 |
|
| R2 |
76.79 |
76.79 |
74.28 |
|
| R1 |
75.11 |
75.11 |
73.85 |
75.95 |
| PP |
72.16 |
72.16 |
72.16 |
72.58 |
| S1 |
70.48 |
70.48 |
73.01 |
71.32 |
| S2 |
67.53 |
67.53 |
72.58 |
|
| S3 |
62.90 |
65.85 |
72.16 |
|
| S4 |
58.27 |
61.22 |
70.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.26 |
70.26 |
5.00 |
6.7% |
2.02 |
2.7% |
92% |
True |
False |
16,775 |
| 10 |
75.26 |
67.33 |
7.93 |
10.6% |
2.20 |
2.9% |
95% |
True |
False |
14,405 |
| 20 |
75.26 |
66.82 |
8.44 |
11.3% |
2.09 |
2.8% |
95% |
True |
False |
11,448 |
| 40 |
77.22 |
66.82 |
10.40 |
13.9% |
1.94 |
2.6% |
77% |
False |
False |
8,714 |
| 60 |
78.00 |
66.82 |
11.18 |
14.9% |
1.78 |
2.4% |
72% |
False |
False |
7,521 |
| 80 |
78.00 |
63.61 |
14.39 |
19.2% |
1.58 |
2.1% |
78% |
False |
False |
6,433 |
| 100 |
78.00 |
63.61 |
14.39 |
19.2% |
1.47 |
2.0% |
78% |
False |
False |
5,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.32 |
|
2.618 |
79.61 |
|
1.618 |
77.95 |
|
1.000 |
76.92 |
|
0.618 |
76.29 |
|
HIGH |
75.26 |
|
0.618 |
74.63 |
|
0.500 |
74.43 |
|
0.382 |
74.23 |
|
LOW |
73.60 |
|
0.618 |
72.57 |
|
1.000 |
71.94 |
|
1.618 |
70.91 |
|
2.618 |
69.25 |
|
4.250 |
66.55 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.70 |
74.23 |
| PP |
74.57 |
73.61 |
| S1 |
74.43 |
73.00 |
|