NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.81 |
82.26 |
2.45 |
3.1% |
73.86 |
| High |
83.19 |
82.71 |
-0.48 |
-0.6% |
80.12 |
| Low |
79.00 |
81.15 |
2.15 |
2.7% |
73.60 |
| Close |
82.58 |
82.48 |
-0.10 |
-0.1% |
80.04 |
| Range |
4.19 |
1.56 |
-2.63 |
-62.8% |
6.52 |
| ATR |
2.16 |
2.11 |
-0.04 |
-2.0% |
0.00 |
| Volume |
22,559 |
33,294 |
10,735 |
47.6% |
84,826 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.79 |
86.20 |
83.34 |
|
| R3 |
85.23 |
84.64 |
82.91 |
|
| R2 |
83.67 |
83.67 |
82.77 |
|
| R1 |
83.08 |
83.08 |
82.62 |
83.38 |
| PP |
82.11 |
82.11 |
82.11 |
82.26 |
| S1 |
81.52 |
81.52 |
82.34 |
81.82 |
| S2 |
80.55 |
80.55 |
82.19 |
|
| S3 |
78.99 |
79.96 |
82.05 |
|
| S4 |
77.43 |
78.40 |
81.62 |
|
|
| 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 |
78.37 |
4.82 |
5.8% |
2.17 |
2.6% |
85% |
False |
False |
21,561 |
| 10 |
83.19 |
72.40 |
10.79 |
13.1% |
1.94 |
2.4% |
93% |
False |
False |
18,768 |
| 20 |
83.19 |
66.82 |
16.37 |
19.8% |
2.08 |
2.5% |
96% |
False |
False |
16,725 |
| 40 |
83.19 |
66.82 |
16.37 |
19.8% |
1.99 |
2.4% |
96% |
False |
False |
11,642 |
| 60 |
83.19 |
66.82 |
16.37 |
19.8% |
1.88 |
2.3% |
96% |
False |
False |
9,456 |
| 80 |
83.19 |
63.61 |
19.58 |
23.7% |
1.70 |
2.1% |
96% |
False |
False |
8,152 |
| 100 |
83.19 |
63.61 |
19.58 |
23.7% |
1.55 |
1.9% |
96% |
False |
False |
7,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.34 |
|
2.618 |
86.79 |
|
1.618 |
85.23 |
|
1.000 |
84.27 |
|
0.618 |
83.67 |
|
HIGH |
82.71 |
|
0.618 |
82.11 |
|
0.500 |
81.93 |
|
0.382 |
81.75 |
|
LOW |
81.15 |
|
0.618 |
80.19 |
|
1.000 |
79.59 |
|
1.618 |
78.63 |
|
2.618 |
77.07 |
|
4.250 |
74.52 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.30 |
82.02 |
| PP |
82.11 |
81.56 |
| S1 |
81.93 |
81.10 |
|