NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
80.17 |
80.82 |
0.65 |
0.8% |
75.39 |
High |
80.94 |
81.80 |
0.86 |
1.1% |
80.94 |
Low |
79.33 |
80.40 |
1.07 |
1.3% |
75.37 |
Close |
80.90 |
81.80 |
0.90 |
1.1% |
80.90 |
Range |
1.61 |
1.40 |
-0.21 |
-13.0% |
5.57 |
ATR |
1.73 |
1.71 |
-0.02 |
-1.4% |
0.00 |
Volume |
7,375 |
6,693 |
-682 |
-9.2% |
32,554 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.53 |
85.07 |
82.57 |
|
R3 |
84.13 |
83.67 |
82.19 |
|
R2 |
82.73 |
82.73 |
82.06 |
|
R1 |
82.27 |
82.27 |
81.93 |
82.50 |
PP |
81.33 |
81.33 |
81.33 |
81.45 |
S1 |
80.87 |
80.87 |
81.67 |
81.10 |
S2 |
79.93 |
79.93 |
81.54 |
|
S3 |
78.53 |
79.47 |
81.42 |
|
S4 |
77.13 |
78.07 |
81.03 |
|
|
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 |
81.80 |
75.51 |
6.29 |
7.7% |
1.52 |
1.9% |
100% |
True |
False |
6,873 |
10 |
81.80 |
71.19 |
10.61 |
13.0% |
1.54 |
1.9% |
100% |
True |
False |
5,347 |
20 |
81.80 |
68.38 |
13.42 |
16.4% |
1.66 |
2.0% |
100% |
True |
False |
5,200 |
40 |
81.80 |
68.38 |
13.42 |
16.4% |
1.29 |
1.6% |
100% |
True |
False |
3,807 |
60 |
81.80 |
68.38 |
13.42 |
16.4% |
1.23 |
1.5% |
100% |
True |
False |
3,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.75 |
2.618 |
85.47 |
1.618 |
84.07 |
1.000 |
83.20 |
0.618 |
82.67 |
HIGH |
81.80 |
0.618 |
81.27 |
0.500 |
81.10 |
0.382 |
80.93 |
LOW |
80.40 |
0.618 |
79.53 |
1.000 |
79.00 |
1.618 |
78.13 |
2.618 |
76.73 |
4.250 |
74.45 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
81.57 |
81.08 |
PP |
81.33 |
80.37 |
S1 |
81.10 |
79.65 |
|