NYMEX Light Sweet Crude Oil Future July 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 |
83.50 |
84.77 |
1.27 |
1.5% |
81.63 |
| High |
84.57 |
84.77 |
0.20 |
0.2% |
85.12 |
| Low |
83.50 |
83.23 |
-0.27 |
-0.3% |
81.63 |
| Close |
84.52 |
84.11 |
-0.41 |
-0.5% |
84.11 |
| Range |
1.07 |
1.54 |
0.47 |
43.9% |
3.49 |
| ATR |
1.70 |
1.68 |
-0.01 |
-0.7% |
0.00 |
| Volume |
3,209 |
2,178 |
-1,031 |
-32.1% |
16,337 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.66 |
87.92 |
84.96 |
|
| R3 |
87.12 |
86.38 |
84.53 |
|
| R2 |
85.58 |
85.58 |
84.39 |
|
| R1 |
84.84 |
84.84 |
84.25 |
84.44 |
| PP |
84.04 |
84.04 |
84.04 |
83.84 |
| S1 |
83.30 |
83.30 |
83.97 |
82.90 |
| S2 |
82.50 |
82.50 |
83.83 |
|
| S3 |
80.96 |
81.76 |
83.69 |
|
| S4 |
79.42 |
80.22 |
83.26 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.09 |
92.59 |
86.03 |
|
| R3 |
90.60 |
89.10 |
85.07 |
|
| R2 |
87.11 |
87.11 |
84.75 |
|
| R1 |
85.61 |
85.61 |
84.43 |
86.36 |
| PP |
83.62 |
83.62 |
83.62 |
84.00 |
| S1 |
82.12 |
82.12 |
83.79 |
82.87 |
| S2 |
80.13 |
80.13 |
83.47 |
|
| S3 |
76.64 |
78.63 |
83.15 |
|
| S4 |
73.15 |
75.14 |
82.19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.32 |
|
2.618 |
88.80 |
|
1.618 |
87.26 |
|
1.000 |
86.31 |
|
0.618 |
85.72 |
|
HIGH |
84.77 |
|
0.618 |
84.18 |
|
0.500 |
84.00 |
|
0.382 |
83.82 |
|
LOW |
83.23 |
|
0.618 |
82.28 |
|
1.000 |
81.69 |
|
1.618 |
80.74 |
|
2.618 |
79.20 |
|
4.250 |
76.69 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
84.07 |
83.97 |
| PP |
84.04 |
83.83 |
| S1 |
84.00 |
83.70 |
|