NYMEX Light Sweet Crude Oil Future July 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 |
83.56 |
82.48 |
-1.08 |
-1.3% |
81.63 |
High |
85.24 |
83.21 |
-2.03 |
-2.4% |
85.12 |
Low |
82.04 |
81.73 |
-0.31 |
-0.4% |
81.63 |
Close |
82.30 |
82.96 |
0.66 |
0.8% |
84.11 |
Range |
3.20 |
1.48 |
-1.72 |
-53.8% |
3.49 |
ATR |
1.79 |
1.77 |
-0.02 |
-1.2% |
0.00 |
Volume |
4,344 |
2,850 |
-1,494 |
-34.4% |
16,337 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.07 |
86.50 |
83.77 |
|
R3 |
85.59 |
85.02 |
83.37 |
|
R2 |
84.11 |
84.11 |
83.23 |
|
R1 |
83.54 |
83.54 |
83.10 |
83.83 |
PP |
82.63 |
82.63 |
82.63 |
82.78 |
S1 |
82.06 |
82.06 |
82.82 |
82.35 |
S2 |
81.15 |
81.15 |
82.69 |
|
S3 |
79.67 |
80.58 |
82.55 |
|
S4 |
78.19 |
79.10 |
82.15 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.24 |
81.73 |
3.51 |
4.2% |
2.03 |
2.4% |
35% |
False |
True |
3,349 |
10 |
85.24 |
78.37 |
6.87 |
8.3% |
1.66 |
2.0% |
67% |
False |
False |
3,014 |
20 |
85.24 |
70.46 |
14.78 |
17.8% |
1.69 |
2.0% |
85% |
False |
False |
2,983 |
40 |
85.24 |
70.06 |
15.18 |
18.3% |
1.57 |
1.9% |
85% |
False |
False |
3,049 |
60 |
85.24 |
70.06 |
15.18 |
18.3% |
1.58 |
1.9% |
85% |
False |
False |
2,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.50 |
2.618 |
87.08 |
1.618 |
85.60 |
1.000 |
84.69 |
0.618 |
84.12 |
HIGH |
83.21 |
0.618 |
82.64 |
0.500 |
82.47 |
0.382 |
82.30 |
LOW |
81.73 |
0.618 |
80.82 |
1.000 |
80.25 |
1.618 |
79.34 |
2.618 |
77.86 |
4.250 |
75.44 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
82.80 |
83.49 |
PP |
82.63 |
83.31 |
S1 |
82.47 |
83.14 |
|