NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
80.89 |
79.81 |
-1.08 |
-1.3% |
73.86 |
| High |
81.35 |
83.19 |
1.84 |
2.3% |
80.12 |
| Low |
79.51 |
79.00 |
-0.51 |
-0.6% |
73.60 |
| Close |
80.26 |
82.58 |
2.32 |
2.9% |
80.04 |
| Range |
1.84 |
4.19 |
2.35 |
127.7% |
6.52 |
| ATR |
2.00 |
2.16 |
0.16 |
7.8% |
0.00 |
| Volume |
14,718 |
22,559 |
7,841 |
53.3% |
84,826 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.16 |
92.56 |
84.88 |
|
| R3 |
89.97 |
88.37 |
83.73 |
|
| R2 |
85.78 |
85.78 |
83.35 |
|
| R1 |
84.18 |
84.18 |
82.96 |
84.98 |
| PP |
81.59 |
81.59 |
81.59 |
81.99 |
| S1 |
79.99 |
79.99 |
82.20 |
80.79 |
| S2 |
77.40 |
77.40 |
81.81 |
|
| S3 |
73.21 |
75.80 |
81.43 |
|
| S4 |
69.02 |
71.61 |
80.28 |
|
|
| 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 |
83.19 |
76.44 |
6.75 |
8.2% |
2.46 |
3.0% |
91% |
True |
False |
18,200 |
| 10 |
83.19 |
70.74 |
12.45 |
15.1% |
2.10 |
2.5% |
95% |
True |
False |
17,278 |
| 20 |
83.19 |
66.82 |
16.37 |
19.8% |
2.15 |
2.6% |
96% |
True |
False |
15,707 |
| 40 |
83.19 |
66.82 |
16.37 |
19.8% |
2.00 |
2.4% |
96% |
True |
False |
10,988 |
| 60 |
83.19 |
66.82 |
16.37 |
19.8% |
1.89 |
2.3% |
96% |
True |
False |
8,961 |
| 80 |
83.19 |
63.61 |
19.58 |
23.7% |
1.71 |
2.1% |
97% |
True |
False |
7,794 |
| 100 |
83.19 |
63.61 |
19.58 |
23.7% |
1.55 |
1.9% |
97% |
True |
False |
6,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.00 |
|
2.618 |
94.16 |
|
1.618 |
89.97 |
|
1.000 |
87.38 |
|
0.618 |
85.78 |
|
HIGH |
83.19 |
|
0.618 |
81.59 |
|
0.500 |
81.10 |
|
0.382 |
80.60 |
|
LOW |
79.00 |
|
0.618 |
76.41 |
|
1.000 |
74.81 |
|
1.618 |
72.22 |
|
2.618 |
68.03 |
|
4.250 |
61.19 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.09 |
82.09 |
| PP |
81.59 |
81.59 |
| S1 |
81.10 |
81.10 |
|