NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
75.39 |
76.11 |
0.72 |
1.0% |
71.73 |
High |
76.13 |
76.84 |
0.71 |
0.9% |
74.78 |
Low |
75.37 |
75.51 |
0.14 |
0.2% |
70.45 |
Close |
75.77 |
76.82 |
1.05 |
1.4% |
74.40 |
Range |
0.76 |
1.33 |
0.57 |
75.0% |
4.33 |
ATR |
1.75 |
1.72 |
-0.03 |
-1.7% |
0.00 |
Volume |
4,880 |
6,393 |
1,513 |
31.0% |
19,753 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.38 |
79.93 |
77.55 |
|
R3 |
79.05 |
78.60 |
77.19 |
|
R2 |
77.72 |
77.72 |
77.06 |
|
R1 |
77.27 |
77.27 |
76.94 |
77.50 |
PP |
76.39 |
76.39 |
76.39 |
76.50 |
S1 |
75.94 |
75.94 |
76.70 |
76.17 |
S2 |
75.06 |
75.06 |
76.58 |
|
S3 |
73.73 |
74.61 |
76.45 |
|
S4 |
72.40 |
73.28 |
76.09 |
|
|
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 |
76.84 |
71.19 |
5.65 |
7.4% |
1.59 |
2.1% |
100% |
True |
False |
4,422 |
10 |
76.84 |
69.55 |
7.29 |
9.5% |
1.73 |
2.3% |
100% |
True |
False |
4,693 |
20 |
76.84 |
68.38 |
8.46 |
11.0% |
1.48 |
1.9% |
100% |
True |
False |
4,214 |
40 |
78.20 |
68.38 |
9.82 |
12.8% |
1.25 |
1.6% |
86% |
False |
False |
3,352 |
60 |
79.10 |
68.38 |
10.72 |
14.0% |
1.19 |
1.6% |
79% |
False |
False |
3,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.49 |
2.618 |
80.32 |
1.618 |
78.99 |
1.000 |
78.17 |
0.618 |
77.66 |
HIGH |
76.84 |
0.618 |
76.33 |
0.500 |
76.18 |
0.382 |
76.02 |
LOW |
75.51 |
0.618 |
74.69 |
1.000 |
74.18 |
1.618 |
73.36 |
2.618 |
72.03 |
4.250 |
69.86 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
76.61 |
76.28 |
PP |
76.39 |
75.75 |
S1 |
76.18 |
75.21 |
|