NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
74.54 |
76.33 |
1.79 |
2.4% |
71.20 |
| High |
76.02 |
76.88 |
0.86 |
1.1% |
73.84 |
| Low |
74.48 |
75.97 |
1.49 |
2.0% |
69.21 |
| Close |
75.89 |
76.68 |
0.79 |
1.0% |
73.43 |
| Range |
1.54 |
0.91 |
-0.63 |
-40.9% |
4.63 |
| ATR |
2.08 |
2.00 |
-0.08 |
-3.7% |
0.00 |
| Volume |
16,305 |
18,397 |
2,092 |
12.8% |
87,021 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.24 |
78.87 |
77.18 |
|
| R3 |
78.33 |
77.96 |
76.93 |
|
| R2 |
77.42 |
77.42 |
76.85 |
|
| R1 |
77.05 |
77.05 |
76.76 |
77.24 |
| PP |
76.51 |
76.51 |
76.51 |
76.60 |
| S1 |
76.14 |
76.14 |
76.60 |
76.33 |
| S2 |
75.60 |
75.60 |
76.51 |
|
| S3 |
74.69 |
75.23 |
76.43 |
|
| S4 |
73.78 |
74.32 |
76.18 |
|
|
| 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 |
76.88 |
70.74 |
6.14 |
8.0% |
1.73 |
2.3% |
97% |
True |
False |
16,356 |
| 10 |
76.88 |
69.21 |
7.67 |
10.0% |
1.90 |
2.5% |
97% |
True |
False |
16,039 |
| 20 |
76.88 |
66.82 |
10.06 |
13.1% |
2.01 |
2.6% |
98% |
True |
False |
12,700 |
| 40 |
77.22 |
66.82 |
10.40 |
13.6% |
1.90 |
2.5% |
95% |
False |
False |
9,406 |
| 60 |
78.00 |
66.82 |
11.18 |
14.6% |
1.80 |
2.3% |
88% |
False |
False |
7,958 |
| 80 |
78.00 |
63.61 |
14.39 |
18.8% |
1.60 |
2.1% |
91% |
False |
False |
6,835 |
| 100 |
78.00 |
63.61 |
14.39 |
18.8% |
1.48 |
1.9% |
91% |
False |
False |
5,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.75 |
|
2.618 |
79.26 |
|
1.618 |
78.35 |
|
1.000 |
77.79 |
|
0.618 |
77.44 |
|
HIGH |
76.88 |
|
0.618 |
76.53 |
|
0.500 |
76.43 |
|
0.382 |
76.32 |
|
LOW |
75.97 |
|
0.618 |
75.41 |
|
1.000 |
75.06 |
|
1.618 |
74.50 |
|
2.618 |
73.59 |
|
4.250 |
72.10 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.60 |
76.20 |
| PP |
76.51 |
75.72 |
| S1 |
76.43 |
75.24 |
|