NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
82.68 |
83.09 |
0.41 |
0.5% |
80.70 |
High |
83.11 |
83.44 |
0.33 |
0.4% |
83.60 |
Low |
81.70 |
81.80 |
0.10 |
0.1% |
79.59 |
Close |
82.99 |
82.43 |
-0.56 |
-0.7% |
82.43 |
Range |
1.41 |
1.64 |
0.23 |
16.3% |
4.01 |
ATR |
2.01 |
1.99 |
-0.03 |
-1.3% |
0.00 |
Volume |
19,106 |
14,979 |
-4,127 |
-21.6% |
70,241 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.48 |
86.59 |
83.33 |
|
R3 |
85.84 |
84.95 |
82.88 |
|
R2 |
84.20 |
84.20 |
82.73 |
|
R1 |
83.31 |
83.31 |
82.58 |
82.94 |
PP |
82.56 |
82.56 |
82.56 |
82.37 |
S1 |
81.67 |
81.67 |
82.28 |
81.30 |
S2 |
80.92 |
80.92 |
82.13 |
|
S3 |
79.28 |
80.03 |
81.98 |
|
S4 |
77.64 |
78.39 |
81.53 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.90 |
92.18 |
84.64 |
|
R3 |
89.89 |
88.17 |
83.53 |
|
R2 |
85.88 |
85.88 |
83.17 |
|
R1 |
84.16 |
84.16 |
82.80 |
85.02 |
PP |
81.87 |
81.87 |
81.87 |
82.31 |
S1 |
80.15 |
80.15 |
82.06 |
81.01 |
S2 |
77.86 |
77.86 |
81.69 |
|
S3 |
73.85 |
76.14 |
81.33 |
|
S4 |
69.84 |
72.13 |
80.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.60 |
79.59 |
4.01 |
4.9% |
2.03 |
2.5% |
71% |
False |
False |
14,048 |
10 |
83.60 |
74.26 |
9.34 |
11.3% |
1.82 |
2.2% |
87% |
False |
False |
12,279 |
20 |
83.60 |
67.60 |
16.00 |
19.4% |
1.95 |
2.4% |
93% |
False |
False |
10,836 |
40 |
83.60 |
67.46 |
16.14 |
19.6% |
1.94 |
2.3% |
93% |
False |
False |
8,497 |
60 |
83.60 |
67.46 |
16.14 |
19.6% |
1.83 |
2.2% |
93% |
False |
False |
6,980 |
80 |
83.60 |
64.26 |
19.34 |
23.5% |
1.67 |
2.0% |
94% |
False |
False |
6,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.41 |
2.618 |
87.73 |
1.618 |
86.09 |
1.000 |
85.08 |
0.618 |
84.45 |
HIGH |
83.44 |
0.618 |
82.81 |
0.500 |
82.62 |
0.382 |
82.43 |
LOW |
81.80 |
0.618 |
80.79 |
1.000 |
80.16 |
1.618 |
79.15 |
2.618 |
77.51 |
4.250 |
74.83 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
82.62 |
82.15 |
PP |
82.56 |
81.87 |
S1 |
82.49 |
81.60 |
|