NYMEX Light Sweet Crude Oil Future May 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 |
75.75 |
76.06 |
0.31 |
0.4% |
72.74 |
High |
76.42 |
77.05 |
0.63 |
0.8% |
75.09 |
Low |
75.75 |
76.06 |
0.31 |
0.4% |
71.93 |
Close |
76.24 |
77.26 |
1.02 |
1.3% |
74.89 |
Range |
0.67 |
0.99 |
0.32 |
47.8% |
3.16 |
ATR |
1.45 |
1.42 |
-0.03 |
-2.3% |
0.00 |
Volume |
2,310 |
7,205 |
4,895 |
211.9% |
16,866 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.76 |
79.50 |
77.80 |
|
R3 |
78.77 |
78.51 |
77.53 |
|
R2 |
77.78 |
77.78 |
77.44 |
|
R1 |
77.52 |
77.52 |
77.35 |
77.65 |
PP |
76.79 |
76.79 |
76.79 |
76.86 |
S1 |
76.53 |
76.53 |
77.17 |
76.66 |
S2 |
75.80 |
75.80 |
77.08 |
|
S3 |
74.81 |
75.54 |
76.99 |
|
S4 |
73.82 |
74.55 |
76.72 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.45 |
82.33 |
76.63 |
|
R3 |
80.29 |
79.17 |
75.76 |
|
R2 |
77.13 |
77.13 |
75.47 |
|
R1 |
76.01 |
76.01 |
75.18 |
76.57 |
PP |
73.97 |
73.97 |
73.97 |
74.25 |
S1 |
72.85 |
72.85 |
74.60 |
73.41 |
S2 |
70.81 |
70.81 |
74.31 |
|
S3 |
67.65 |
69.69 |
74.02 |
|
S4 |
64.49 |
66.53 |
73.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.05 |
71.93 |
5.12 |
6.6% |
1.27 |
1.6% |
104% |
True |
False |
3,598 |
10 |
77.05 |
69.30 |
7.75 |
10.0% |
1.30 |
1.7% |
103% |
True |
False |
3,947 |
20 |
77.05 |
68.84 |
8.21 |
10.6% |
1.03 |
1.3% |
103% |
True |
False |
3,551 |
40 |
78.43 |
68.84 |
9.59 |
12.4% |
0.80 |
1.0% |
88% |
False |
False |
2,985 |
60 |
79.61 |
68.84 |
10.77 |
13.9% |
0.80 |
1.0% |
78% |
False |
False |
2,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.26 |
2.618 |
79.64 |
1.618 |
78.65 |
1.000 |
78.04 |
0.618 |
77.66 |
HIGH |
77.05 |
0.618 |
76.67 |
0.500 |
76.56 |
0.382 |
76.44 |
LOW |
76.06 |
0.618 |
75.45 |
1.000 |
75.07 |
1.618 |
74.46 |
2.618 |
73.47 |
4.250 |
71.85 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
77.03 |
76.68 |
PP |
76.79 |
76.09 |
S1 |
76.56 |
75.51 |
|