NYMEX Light Sweet Crude Oil Future March 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 |
80.39 |
82.68 |
2.29 |
2.8% |
74.46 |
High |
83.60 |
83.11 |
-0.49 |
-0.6% |
80.62 |
Low |
79.59 |
81.70 |
2.11 |
2.7% |
74.26 |
Close |
83.06 |
82.99 |
-0.07 |
-0.1% |
80.50 |
Range |
4.01 |
1.41 |
-2.60 |
-64.8% |
6.36 |
ATR |
2.06 |
2.01 |
-0.05 |
-2.3% |
0.00 |
Volume |
13,961 |
19,106 |
5,145 |
36.9% |
52,555 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.83 |
86.32 |
83.77 |
|
R3 |
85.42 |
84.91 |
83.38 |
|
R2 |
84.01 |
84.01 |
83.25 |
|
R1 |
83.50 |
83.50 |
83.12 |
83.76 |
PP |
82.60 |
82.60 |
82.60 |
82.73 |
S1 |
82.09 |
82.09 |
82.86 |
82.35 |
S2 |
81.19 |
81.19 |
82.73 |
|
S3 |
79.78 |
80.68 |
82.60 |
|
S4 |
78.37 |
79.27 |
82.21 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.54 |
95.38 |
84.00 |
|
R3 |
91.18 |
89.02 |
82.25 |
|
R2 |
84.82 |
84.82 |
81.67 |
|
R1 |
82.66 |
82.66 |
81.08 |
83.74 |
PP |
78.46 |
78.46 |
78.46 |
79.00 |
S1 |
76.30 |
76.30 |
79.92 |
77.38 |
S2 |
72.10 |
72.10 |
79.33 |
|
S3 |
65.74 |
69.94 |
78.75 |
|
S4 |
59.38 |
63.58 |
77.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.60 |
78.87 |
4.73 |
5.7% |
2.05 |
2.5% |
87% |
False |
False |
13,967 |
10 |
83.60 |
72.80 |
10.80 |
13.0% |
1.80 |
2.2% |
94% |
False |
False |
11,857 |
20 |
83.60 |
67.46 |
16.14 |
19.4% |
1.93 |
2.3% |
96% |
False |
False |
10,649 |
40 |
83.60 |
67.46 |
16.14 |
19.4% |
1.95 |
2.3% |
96% |
False |
False |
8,319 |
60 |
83.60 |
67.46 |
16.14 |
19.4% |
1.84 |
2.2% |
96% |
False |
False |
6,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.10 |
2.618 |
86.80 |
1.618 |
85.39 |
1.000 |
84.52 |
0.618 |
83.98 |
HIGH |
83.11 |
0.618 |
82.57 |
0.500 |
82.41 |
0.382 |
82.24 |
LOW |
81.70 |
0.618 |
80.83 |
1.000 |
80.29 |
1.618 |
79.42 |
2.618 |
78.01 |
4.250 |
75.71 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
82.80 |
82.53 |
PP |
82.60 |
82.06 |
S1 |
82.41 |
81.60 |
|