NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
73.86 |
74.54 |
0.68 |
0.9% |
71.20 |
| High |
75.26 |
76.02 |
0.76 |
1.0% |
73.84 |
| Low |
73.60 |
74.48 |
0.88 |
1.2% |
69.21 |
| Close |
74.84 |
75.89 |
1.05 |
1.4% |
73.43 |
| Range |
1.66 |
1.54 |
-0.12 |
-7.2% |
4.63 |
| ATR |
2.12 |
2.08 |
-0.04 |
-1.9% |
0.00 |
| Volume |
11,959 |
16,305 |
4,346 |
36.3% |
87,021 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.08 |
79.53 |
76.74 |
|
| R3 |
78.54 |
77.99 |
76.31 |
|
| R2 |
77.00 |
77.00 |
76.17 |
|
| R1 |
76.45 |
76.45 |
76.03 |
76.73 |
| PP |
75.46 |
75.46 |
75.46 |
75.60 |
| S1 |
74.91 |
74.91 |
75.75 |
75.19 |
| S2 |
73.92 |
73.92 |
75.61 |
|
| S3 |
72.38 |
73.37 |
75.47 |
|
| S4 |
70.84 |
71.83 |
75.04 |
|
|
| 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 |
76.02 |
70.26 |
5.76 |
7.6% |
2.03 |
2.7% |
98% |
True |
False |
16,356 |
| 10 |
76.02 |
67.75 |
8.27 |
10.9% |
2.22 |
2.9% |
98% |
True |
False |
15,237 |
| 20 |
76.02 |
66.82 |
9.20 |
12.1% |
2.06 |
2.7% |
99% |
True |
False |
12,034 |
| 40 |
77.22 |
66.82 |
10.40 |
13.7% |
1.94 |
2.6% |
87% |
False |
False |
9,033 |
| 60 |
78.00 |
66.82 |
11.18 |
14.7% |
1.80 |
2.4% |
81% |
False |
False |
7,742 |
| 80 |
78.00 |
63.61 |
14.39 |
19.0% |
1.60 |
2.1% |
85% |
False |
False |
6,625 |
| 100 |
78.00 |
63.61 |
14.39 |
19.0% |
1.48 |
1.9% |
85% |
False |
False |
5,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.57 |
|
2.618 |
80.05 |
|
1.618 |
78.51 |
|
1.000 |
77.56 |
|
0.618 |
76.97 |
|
HIGH |
76.02 |
|
0.618 |
75.43 |
|
0.500 |
75.25 |
|
0.382 |
75.07 |
|
LOW |
74.48 |
|
0.618 |
73.53 |
|
1.000 |
72.94 |
|
1.618 |
71.99 |
|
2.618 |
70.45 |
|
4.250 |
67.94 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.68 |
75.33 |
| PP |
75.46 |
74.77 |
| S1 |
75.25 |
74.21 |
|