NYMEX Light Sweet Crude Oil Future February 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 |
79.12 |
80.30 |
1.18 |
1.5% |
73.86 |
| High |
80.12 |
81.00 |
0.88 |
1.1% |
80.12 |
| Low |
78.37 |
79.47 |
1.10 |
1.4% |
73.60 |
| Close |
80.04 |
80.96 |
0.92 |
1.1% |
80.04 |
| Range |
1.75 |
1.53 |
-0.22 |
-12.6% |
6.52 |
| ATR |
2.05 |
2.01 |
-0.04 |
-1.8% |
0.00 |
| Volume |
21,674 |
15,562 |
-6,112 |
-28.2% |
84,826 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.07 |
84.54 |
81.80 |
|
| R3 |
83.54 |
83.01 |
81.38 |
|
| R2 |
82.01 |
82.01 |
81.24 |
|
| R1 |
81.48 |
81.48 |
81.10 |
81.75 |
| PP |
80.48 |
80.48 |
80.48 |
80.61 |
| S1 |
79.95 |
79.95 |
80.82 |
80.22 |
| S2 |
78.95 |
78.95 |
80.68 |
|
| S3 |
77.42 |
78.42 |
80.54 |
|
| S4 |
75.89 |
76.89 |
80.12 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.48 |
95.28 |
83.63 |
|
| R3 |
90.96 |
88.76 |
81.83 |
|
| R2 |
84.44 |
84.44 |
81.24 |
|
| R1 |
82.24 |
82.24 |
80.64 |
83.34 |
| PP |
77.92 |
77.92 |
77.92 |
78.47 |
| S1 |
75.72 |
75.72 |
79.44 |
76.82 |
| S2 |
71.40 |
71.40 |
78.84 |
|
| S3 |
64.88 |
69.20 |
78.25 |
|
| S4 |
58.36 |
62.68 |
76.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.00 |
74.48 |
6.52 |
8.1% |
1.75 |
2.2% |
99% |
True |
False |
17,685 |
| 10 |
81.00 |
70.26 |
10.74 |
13.3% |
1.88 |
2.3% |
100% |
True |
False |
17,230 |
| 20 |
81.00 |
66.82 |
14.18 |
17.5% |
2.07 |
2.6% |
100% |
True |
False |
14,383 |
| 40 |
81.00 |
66.82 |
14.18 |
17.5% |
1.93 |
2.4% |
100% |
True |
False |
10,315 |
| 60 |
81.00 |
66.82 |
14.18 |
17.5% |
1.83 |
2.3% |
100% |
True |
False |
8,583 |
| 80 |
81.00 |
63.61 |
17.39 |
21.5% |
1.64 |
2.0% |
100% |
True |
False |
7,434 |
| 100 |
81.00 |
63.61 |
17.39 |
21.5% |
1.50 |
1.9% |
100% |
True |
False |
6,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.50 |
|
2.618 |
85.01 |
|
1.618 |
83.48 |
|
1.000 |
82.53 |
|
0.618 |
81.95 |
|
HIGH |
81.00 |
|
0.618 |
80.42 |
|
0.500 |
80.24 |
|
0.382 |
80.05 |
|
LOW |
79.47 |
|
0.618 |
78.52 |
|
1.000 |
77.94 |
|
1.618 |
76.99 |
|
2.618 |
75.46 |
|
4.250 |
72.97 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.72 |
80.21 |
| PP |
80.48 |
79.47 |
| S1 |
80.24 |
78.72 |
|