NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
81.99 |
80.52 |
-1.47 |
-1.8% |
80.70 |
High |
83.50 |
81.50 |
-2.00 |
-2.4% |
83.60 |
Low |
80.06 |
79.84 |
-0.22 |
-0.3% |
79.59 |
Close |
80.58 |
81.26 |
0.68 |
0.8% |
82.43 |
Range |
3.44 |
1.66 |
-1.78 |
-51.7% |
4.01 |
ATR |
2.09 |
2.06 |
-0.03 |
-1.5% |
0.00 |
Volume |
11,934 |
16,436 |
4,502 |
37.7% |
70,241 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.85 |
85.21 |
82.17 |
|
R3 |
84.19 |
83.55 |
81.72 |
|
R2 |
82.53 |
82.53 |
81.56 |
|
R1 |
81.89 |
81.89 |
81.41 |
82.21 |
PP |
80.87 |
80.87 |
80.87 |
81.03 |
S1 |
80.23 |
80.23 |
81.11 |
80.55 |
S2 |
79.21 |
79.21 |
80.96 |
|
S3 |
77.55 |
78.57 |
80.80 |
|
S4 |
75.89 |
76.91 |
80.35 |
|
|
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% |
2.43 |
3.0% |
42% |
False |
False |
15,283 |
10 |
83.60 |
76.51 |
7.09 |
8.7% |
2.06 |
2.5% |
67% |
False |
False |
13,496 |
20 |
83.60 |
68.28 |
15.32 |
18.9% |
2.06 |
2.5% |
85% |
False |
False |
11,462 |
40 |
83.60 |
67.46 |
16.14 |
19.9% |
1.93 |
2.4% |
86% |
False |
False |
8,962 |
60 |
83.60 |
67.46 |
16.14 |
19.9% |
1.85 |
2.3% |
86% |
False |
False |
7,322 |
80 |
83.60 |
64.26 |
19.34 |
23.8% |
1.72 |
2.1% |
88% |
False |
False |
6,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.56 |
2.618 |
85.85 |
1.618 |
84.19 |
1.000 |
83.16 |
0.618 |
82.53 |
HIGH |
81.50 |
0.618 |
80.87 |
0.500 |
80.67 |
0.382 |
80.47 |
LOW |
79.84 |
0.618 |
78.81 |
1.000 |
78.18 |
1.618 |
77.15 |
2.618 |
75.49 |
4.250 |
72.79 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
81.06 |
81.67 |
PP |
80.87 |
81.53 |
S1 |
80.67 |
81.40 |
|