NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
83.68 |
82.09 |
-1.59 |
-1.9% |
81.49 |
| High |
84.85 |
82.82 |
-2.03 |
-2.4% |
84.84 |
| Low |
81.79 |
81.20 |
-0.59 |
-0.7% |
81.00 |
| Close |
81.97 |
82.64 |
0.67 |
0.8% |
83.79 |
| Range |
3.06 |
1.62 |
-1.44 |
-47.1% |
3.84 |
| ATR |
2.00 |
1.97 |
-0.03 |
-1.4% |
0.00 |
| Volume |
14,432 |
15,936 |
1,504 |
10.4% |
80,334 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.08 |
86.48 |
83.53 |
|
| R3 |
85.46 |
84.86 |
83.09 |
|
| R2 |
83.84 |
83.84 |
82.94 |
|
| R1 |
83.24 |
83.24 |
82.79 |
83.54 |
| PP |
82.22 |
82.22 |
82.22 |
82.37 |
| S1 |
81.62 |
81.62 |
82.49 |
81.92 |
| S2 |
80.60 |
80.60 |
82.34 |
|
| S3 |
78.98 |
80.00 |
82.19 |
|
| S4 |
77.36 |
78.38 |
81.75 |
|
|
| 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 |
84.85 |
81.00 |
3.85 |
4.7% |
2.26 |
2.7% |
43% |
False |
False |
17,058 |
| 10 |
84.85 |
77.74 |
7.11 |
8.6% |
1.94 |
2.3% |
69% |
False |
False |
16,088 |
| 20 |
84.85 |
70.13 |
14.72 |
17.8% |
1.98 |
2.4% |
85% |
False |
False |
14,400 |
| 40 |
84.85 |
69.40 |
15.45 |
18.7% |
1.92 |
2.3% |
86% |
False |
False |
12,669 |
| 60 |
84.85 |
69.40 |
15.45 |
18.7% |
1.87 |
2.3% |
86% |
False |
False |
11,272 |
| 80 |
84.85 |
65.66 |
19.19 |
23.2% |
1.84 |
2.2% |
88% |
False |
False |
10,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.71 |
|
2.618 |
87.06 |
|
1.618 |
85.44 |
|
1.000 |
84.44 |
|
0.618 |
83.82 |
|
HIGH |
82.82 |
|
0.618 |
82.20 |
|
0.500 |
82.01 |
|
0.382 |
81.82 |
|
LOW |
81.20 |
|
0.618 |
80.20 |
|
1.000 |
79.58 |
|
1.618 |
78.58 |
|
2.618 |
76.96 |
|
4.250 |
74.32 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.43 |
83.03 |
| PP |
82.22 |
82.90 |
| S1 |
82.01 |
82.77 |
|