NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
82.01 |
81.75 |
-0.26 |
-0.3% |
81.63 |
High |
82.01 |
83.40 |
1.39 |
1.7% |
85.12 |
Low |
80.63 |
81.75 |
1.12 |
1.4% |
81.63 |
Close |
80.84 |
83.05 |
2.21 |
2.7% |
84.11 |
Range |
1.38 |
1.65 |
0.27 |
19.6% |
3.49 |
ATR |
1.81 |
1.86 |
0.05 |
3.0% |
0.00 |
Volume |
3,397 |
5,484 |
2,087 |
61.4% |
16,337 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.68 |
87.02 |
83.96 |
|
R3 |
86.03 |
85.37 |
83.50 |
|
R2 |
84.38 |
84.38 |
83.35 |
|
R1 |
83.72 |
83.72 |
83.20 |
84.05 |
PP |
82.73 |
82.73 |
82.73 |
82.90 |
S1 |
82.07 |
82.07 |
82.90 |
82.40 |
S2 |
81.08 |
81.08 |
82.75 |
|
S3 |
79.43 |
80.42 |
82.60 |
|
S4 |
77.78 |
78.77 |
82.14 |
|
|
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 |
80.63 |
4.61 |
5.6% |
1.85 |
2.2% |
52% |
False |
False |
3,650 |
10 |
85.24 |
80.63 |
4.61 |
5.6% |
1.69 |
2.0% |
52% |
False |
False |
3,509 |
20 |
85.24 |
71.85 |
13.39 |
16.1% |
1.57 |
1.9% |
84% |
False |
False |
3,185 |
40 |
85.24 |
70.06 |
15.18 |
18.3% |
1.55 |
1.9% |
86% |
False |
False |
3,177 |
60 |
85.24 |
70.06 |
15.18 |
18.3% |
1.58 |
1.9% |
86% |
False |
False |
2,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.41 |
2.618 |
87.72 |
1.618 |
86.07 |
1.000 |
85.05 |
0.618 |
84.42 |
HIGH |
83.40 |
0.618 |
82.77 |
0.500 |
82.58 |
0.382 |
82.38 |
LOW |
81.75 |
0.618 |
80.73 |
1.000 |
80.10 |
1.618 |
79.08 |
2.618 |
77.43 |
4.250 |
74.74 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
82.89 |
82.71 |
PP |
82.73 |
82.36 |
S1 |
82.58 |
82.02 |
|