NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
79.05 |
79.94 |
0.89 |
1.1% |
73.98 |
| High |
79.07 |
81.30 |
2.23 |
2.8% |
76.14 |
| Low |
79.05 |
79.94 |
0.89 |
1.1% |
73.35 |
| Close |
79.07 |
81.32 |
2.25 |
2.8% |
76.14 |
| Range |
0.02 |
1.36 |
1.34 |
6,700.0% |
2.79 |
| ATR |
1.13 |
1.20 |
0.08 |
7.0% |
0.00 |
| Volume |
1,759 |
1,359 |
-400 |
-22.7% |
7,022 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.93 |
84.49 |
82.07 |
|
| R3 |
83.57 |
83.13 |
81.69 |
|
| R2 |
82.21 |
82.21 |
81.57 |
|
| R1 |
81.77 |
81.77 |
81.44 |
81.99 |
| PP |
80.85 |
80.85 |
80.85 |
80.97 |
| S1 |
80.41 |
80.41 |
81.20 |
80.63 |
| S2 |
79.49 |
79.49 |
81.07 |
|
| S3 |
78.13 |
79.05 |
80.95 |
|
| S4 |
76.77 |
77.69 |
80.57 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.58 |
82.65 |
77.67 |
|
| R3 |
80.79 |
79.86 |
76.91 |
|
| R2 |
78.00 |
78.00 |
76.65 |
|
| R1 |
77.07 |
77.07 |
76.40 |
77.54 |
| PP |
75.21 |
75.21 |
75.21 |
75.44 |
| S1 |
74.28 |
74.28 |
75.88 |
74.75 |
| S2 |
72.42 |
72.42 |
75.63 |
|
| S3 |
69.63 |
71.49 |
75.37 |
|
| S4 |
66.84 |
68.70 |
74.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.08 |
|
2.618 |
84.86 |
|
1.618 |
83.50 |
|
1.000 |
82.66 |
|
0.618 |
82.14 |
|
HIGH |
81.30 |
|
0.618 |
80.78 |
|
0.500 |
80.62 |
|
0.382 |
80.46 |
|
LOW |
79.94 |
|
0.618 |
79.10 |
|
1.000 |
78.58 |
|
1.618 |
77.74 |
|
2.618 |
76.38 |
|
4.250 |
74.16 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.09 |
80.69 |
| PP |
80.85 |
80.06 |
| S1 |
80.62 |
79.43 |
|