NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
73.58 |
75.39 |
1.81 |
2.5% |
71.73 |
High |
74.78 |
76.13 |
1.35 |
1.8% |
74.78 |
Low |
73.58 |
75.37 |
1.79 |
2.4% |
70.45 |
Close |
74.40 |
75.77 |
1.37 |
1.8% |
74.40 |
Range |
1.20 |
0.76 |
-0.44 |
-36.7% |
4.33 |
ATR |
1.75 |
1.75 |
0.00 |
-0.1% |
0.00 |
Volume |
4,065 |
4,880 |
815 |
20.0% |
19,753 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.04 |
77.66 |
76.19 |
|
R3 |
77.28 |
76.90 |
75.98 |
|
R2 |
76.52 |
76.52 |
75.91 |
|
R1 |
76.14 |
76.14 |
75.84 |
76.33 |
PP |
75.76 |
75.76 |
75.76 |
75.85 |
S1 |
75.38 |
75.38 |
75.70 |
75.57 |
S2 |
75.00 |
75.00 |
75.63 |
|
S3 |
74.24 |
74.62 |
75.56 |
|
S4 |
73.48 |
73.86 |
75.35 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.20 |
84.63 |
76.78 |
|
R3 |
81.87 |
80.30 |
75.59 |
|
R2 |
77.54 |
77.54 |
75.19 |
|
R1 |
75.97 |
75.97 |
74.80 |
76.76 |
PP |
73.21 |
73.21 |
73.21 |
73.60 |
S1 |
71.64 |
71.64 |
74.00 |
72.43 |
S2 |
68.88 |
68.88 |
73.61 |
|
S3 |
64.55 |
67.31 |
73.21 |
|
S4 |
60.22 |
62.98 |
72.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.13 |
71.19 |
4.94 |
6.5% |
1.56 |
2.1% |
93% |
True |
False |
3,821 |
10 |
76.13 |
68.94 |
7.19 |
9.5% |
1.68 |
2.2% |
95% |
True |
False |
4,369 |
20 |
76.13 |
68.38 |
7.75 |
10.2% |
1.49 |
2.0% |
95% |
True |
False |
4,026 |
40 |
78.20 |
68.38 |
9.82 |
13.0% |
1.25 |
1.7% |
75% |
False |
False |
3,234 |
60 |
79.10 |
68.38 |
10.72 |
14.1% |
1.17 |
1.5% |
69% |
False |
False |
2,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.36 |
2.618 |
78.12 |
1.618 |
77.36 |
1.000 |
76.89 |
0.618 |
76.60 |
HIGH |
76.13 |
0.618 |
75.84 |
0.500 |
75.75 |
0.382 |
75.66 |
LOW |
75.37 |
0.618 |
74.90 |
1.000 |
74.61 |
1.618 |
74.14 |
2.618 |
73.38 |
4.250 |
72.14 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
75.76 |
75.18 |
PP |
75.76 |
74.58 |
S1 |
75.75 |
73.99 |
|