NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
77.50 |
80.17 |
2.67 |
3.4% |
75.39 |
High |
80.10 |
80.94 |
0.84 |
1.0% |
80.94 |
Low |
77.50 |
79.33 |
1.83 |
2.4% |
75.37 |
Close |
79.98 |
80.90 |
0.92 |
1.2% |
80.90 |
Range |
2.60 |
1.61 |
-0.99 |
-38.1% |
5.57 |
ATR |
1.74 |
1.73 |
-0.01 |
-0.5% |
0.00 |
Volume |
6,907 |
7,375 |
468 |
6.8% |
32,554 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.22 |
84.67 |
81.79 |
|
R3 |
83.61 |
83.06 |
81.34 |
|
R2 |
82.00 |
82.00 |
81.20 |
|
R1 |
81.45 |
81.45 |
81.05 |
81.73 |
PP |
80.39 |
80.39 |
80.39 |
80.53 |
S1 |
79.84 |
79.84 |
80.75 |
80.12 |
S2 |
78.78 |
78.78 |
80.60 |
|
S3 |
77.17 |
78.23 |
80.46 |
|
S4 |
75.56 |
76.62 |
80.01 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.78 |
93.91 |
83.96 |
|
R3 |
90.21 |
88.34 |
82.43 |
|
R2 |
84.64 |
84.64 |
81.92 |
|
R1 |
82.77 |
82.77 |
81.41 |
83.71 |
PP |
79.07 |
79.07 |
79.07 |
79.54 |
S1 |
77.20 |
77.20 |
80.39 |
78.14 |
S2 |
73.50 |
73.50 |
79.88 |
|
S3 |
67.93 |
71.63 |
79.37 |
|
S4 |
62.36 |
66.06 |
77.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.94 |
75.37 |
5.57 |
6.9% |
1.39 |
1.7% |
99% |
True |
False |
6,510 |
10 |
80.94 |
70.45 |
10.49 |
13.0% |
1.61 |
2.0% |
100% |
True |
False |
5,230 |
20 |
80.94 |
68.38 |
12.56 |
15.5% |
1.61 |
2.0% |
100% |
True |
False |
4,983 |
40 |
80.94 |
68.38 |
12.56 |
15.5% |
1.28 |
1.6% |
100% |
True |
False |
3,734 |
60 |
80.94 |
68.38 |
12.56 |
15.5% |
1.22 |
1.5% |
100% |
True |
False |
3,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.78 |
2.618 |
85.15 |
1.618 |
83.54 |
1.000 |
82.55 |
0.618 |
81.93 |
HIGH |
80.94 |
0.618 |
80.32 |
0.500 |
80.14 |
0.382 |
79.95 |
LOW |
79.33 |
0.618 |
78.34 |
1.000 |
77.72 |
1.618 |
76.73 |
2.618 |
75.12 |
4.250 |
72.49 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
80.65 |
80.30 |
PP |
80.39 |
79.69 |
S1 |
80.14 |
79.09 |
|