NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
84.20 |
84.50 |
0.30 |
0.4% |
81.49 |
| High |
84.30 |
84.66 |
0.36 |
0.4% |
84.84 |
| Low |
83.05 |
83.13 |
0.08 |
0.1% |
81.00 |
| Close |
84.22 |
83.79 |
-0.43 |
-0.5% |
83.79 |
| Range |
1.25 |
1.53 |
0.28 |
22.4% |
3.84 |
| ATR |
1.95 |
1.92 |
-0.03 |
-1.5% |
0.00 |
| Volume |
25,910 |
12,838 |
-13,072 |
-50.5% |
80,334 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.45 |
87.65 |
84.63 |
|
| R3 |
86.92 |
86.12 |
84.21 |
|
| R2 |
85.39 |
85.39 |
84.07 |
|
| R1 |
84.59 |
84.59 |
83.93 |
84.23 |
| PP |
83.86 |
83.86 |
83.86 |
83.68 |
| S1 |
83.06 |
83.06 |
83.65 |
82.70 |
| S2 |
82.33 |
82.33 |
83.51 |
|
| S3 |
80.80 |
81.53 |
83.37 |
|
| S4 |
79.27 |
80.00 |
82.95 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.73 |
93.10 |
85.90 |
|
| R3 |
90.89 |
89.26 |
84.85 |
|
| R2 |
87.05 |
87.05 |
84.49 |
|
| R1 |
85.42 |
85.42 |
84.14 |
86.24 |
| PP |
83.21 |
83.21 |
83.21 |
83.62 |
| S1 |
81.58 |
81.58 |
83.44 |
82.40 |
| S2 |
79.37 |
79.37 |
83.09 |
|
| S3 |
75.53 |
77.74 |
82.73 |
|
| S4 |
71.69 |
73.90 |
81.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.84 |
81.00 |
3.84 |
4.6% |
1.84 |
2.2% |
73% |
False |
False |
16,066 |
| 10 |
84.84 |
75.63 |
9.21 |
11.0% |
1.77 |
2.1% |
89% |
False |
False |
15,304 |
| 20 |
84.84 |
69.58 |
15.26 |
18.2% |
1.88 |
2.2% |
93% |
False |
False |
13,767 |
| 40 |
84.84 |
69.40 |
15.44 |
18.4% |
1.88 |
2.2% |
93% |
False |
False |
12,326 |
| 60 |
84.84 |
69.40 |
15.44 |
18.4% |
1.86 |
2.2% |
93% |
False |
False |
11,285 |
| 80 |
84.84 |
65.66 |
19.18 |
22.9% |
1.81 |
2.2% |
95% |
False |
False |
10,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.16 |
|
2.618 |
88.67 |
|
1.618 |
87.14 |
|
1.000 |
86.19 |
|
0.618 |
85.61 |
|
HIGH |
84.66 |
|
0.618 |
84.08 |
|
0.500 |
83.90 |
|
0.382 |
83.71 |
|
LOW |
83.13 |
|
0.618 |
82.18 |
|
1.000 |
81.60 |
|
1.618 |
80.65 |
|
2.618 |
79.12 |
|
4.250 |
76.63 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
83.90 |
83.50 |
| PP |
83.86 |
83.21 |
| S1 |
83.83 |
82.92 |
|