NYMEX Light Sweet Crude Oil Future April 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 |
81.32 |
79.20 |
-2.12 |
-2.6% |
80.82 |
High |
81.32 |
82.40 |
1.08 |
1.3% |
84.09 |
Low |
78.91 |
79.20 |
0.29 |
0.4% |
80.40 |
Close |
79.60 |
81.88 |
2.28 |
2.9% |
82.91 |
Range |
2.41 |
3.20 |
0.79 |
32.8% |
3.69 |
ATR |
1.89 |
1.98 |
0.09 |
5.0% |
0.00 |
Volume |
5,268 |
5,287 |
19 |
0.4% |
29,745 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.76 |
89.52 |
83.64 |
|
R3 |
87.56 |
86.32 |
82.76 |
|
R2 |
84.36 |
84.36 |
82.47 |
|
R1 |
83.12 |
83.12 |
82.17 |
83.74 |
PP |
81.16 |
81.16 |
81.16 |
81.47 |
S1 |
79.92 |
79.92 |
81.59 |
80.54 |
S2 |
77.96 |
77.96 |
81.29 |
|
S3 |
74.76 |
76.72 |
81.00 |
|
S4 |
71.56 |
73.52 |
80.12 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.54 |
91.91 |
84.94 |
|
R3 |
89.85 |
88.22 |
83.92 |
|
R2 |
86.16 |
86.16 |
83.59 |
|
R1 |
84.53 |
84.53 |
83.25 |
85.35 |
PP |
82.47 |
82.47 |
82.47 |
82.87 |
S1 |
80.84 |
80.84 |
82.57 |
81.66 |
S2 |
78.78 |
78.78 |
82.23 |
|
S3 |
75.09 |
77.15 |
81.90 |
|
S4 |
71.40 |
73.46 |
80.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.00 |
78.91 |
5.09 |
6.2% |
2.35 |
2.9% |
58% |
False |
False |
5,180 |
10 |
84.09 |
78.91 |
5.18 |
6.3% |
2.07 |
2.5% |
57% |
False |
False |
5,871 |
20 |
84.09 |
70.45 |
13.64 |
16.7% |
1.83 |
2.2% |
84% |
False |
False |
5,487 |
40 |
84.09 |
68.38 |
15.71 |
19.2% |
1.55 |
1.9% |
86% |
False |
False |
4,479 |
60 |
84.09 |
68.38 |
15.71 |
19.2% |
1.38 |
1.7% |
86% |
False |
False |
3,722 |
80 |
84.09 |
65.05 |
19.04 |
23.3% |
1.23 |
1.5% |
88% |
False |
False |
3,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.00 |
2.618 |
90.78 |
1.618 |
87.58 |
1.000 |
85.60 |
0.618 |
84.38 |
HIGH |
82.40 |
0.618 |
81.18 |
0.500 |
80.80 |
0.382 |
80.42 |
LOW |
79.20 |
0.618 |
77.22 |
1.000 |
76.00 |
1.618 |
74.02 |
2.618 |
70.82 |
4.250 |
65.60 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
81.52 |
81.47 |
PP |
81.16 |
81.06 |
S1 |
80.80 |
80.66 |
|