NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
81.22 |
78.75 |
-2.47 |
-3.0% |
80.70 |
| High |
81.30 |
82.00 |
0.70 |
0.9% |
83.60 |
| Low |
78.78 |
78.75 |
-0.03 |
0.0% |
79.59 |
| Close |
79.14 |
81.43 |
2.29 |
2.9% |
82.43 |
| Range |
2.52 |
3.25 |
0.73 |
29.0% |
4.01 |
| ATR |
2.09 |
2.18 |
0.08 |
4.0% |
0.00 |
| Volume |
16,439 |
13,743 |
-2,696 |
-16.4% |
70,241 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.48 |
89.20 |
83.22 |
|
| R3 |
87.23 |
85.95 |
82.32 |
|
| R2 |
83.98 |
83.98 |
82.03 |
|
| R1 |
82.70 |
82.70 |
81.73 |
83.34 |
| PP |
80.73 |
80.73 |
80.73 |
81.05 |
| S1 |
79.45 |
79.45 |
81.13 |
80.09 |
| S2 |
77.48 |
77.48 |
80.83 |
|
| S3 |
74.23 |
76.20 |
80.54 |
|
| S4 |
70.98 |
72.95 |
79.64 |
|
|
| 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 |
83.50 |
78.75 |
4.75 |
5.8% |
2.50 |
3.1% |
56% |
False |
True |
14,706 |
| 10 |
83.60 |
78.75 |
4.85 |
6.0% |
2.28 |
2.8% |
55% |
False |
True |
14,336 |
| 20 |
83.60 |
69.77 |
13.83 |
17.0% |
2.07 |
2.5% |
84% |
False |
False |
12,066 |
| 40 |
83.60 |
67.46 |
16.14 |
19.8% |
1.97 |
2.4% |
87% |
False |
False |
9,516 |
| 60 |
83.60 |
67.46 |
16.14 |
19.8% |
1.90 |
2.3% |
87% |
False |
False |
7,646 |
| 80 |
83.60 |
64.26 |
19.34 |
23.8% |
1.77 |
2.2% |
89% |
False |
False |
6,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.81 |
|
2.618 |
90.51 |
|
1.618 |
87.26 |
|
1.000 |
85.25 |
|
0.618 |
84.01 |
|
HIGH |
82.00 |
|
0.618 |
80.76 |
|
0.500 |
80.38 |
|
0.382 |
79.99 |
|
LOW |
78.75 |
|
0.618 |
76.74 |
|
1.000 |
75.50 |
|
1.618 |
73.49 |
|
2.618 |
70.24 |
|
4.250 |
64.94 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.08 |
81.08 |
| PP |
80.73 |
80.73 |
| S1 |
80.38 |
80.38 |
|