NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
83.18 |
83.24 |
0.06 |
0.1% |
77.83 |
| High |
83.18 |
84.95 |
1.77 |
2.1% |
82.25 |
| Low |
81.94 |
83.24 |
1.30 |
1.6% |
77.44 |
| Close |
82.53 |
84.81 |
2.28 |
2.8% |
82.22 |
| Range |
1.24 |
1.71 |
0.47 |
37.9% |
4.81 |
| ATR |
1.17 |
1.26 |
0.09 |
7.7% |
0.00 |
| Volume |
1,834 |
2,257 |
423 |
23.1% |
10,235 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.46 |
88.85 |
85.75 |
|
| R3 |
87.75 |
87.14 |
85.28 |
|
| R2 |
86.04 |
86.04 |
85.12 |
|
| R1 |
85.43 |
85.43 |
84.97 |
85.74 |
| PP |
84.33 |
84.33 |
84.33 |
84.49 |
| S1 |
83.72 |
83.72 |
84.65 |
84.03 |
| S2 |
82.62 |
82.62 |
84.50 |
|
| S3 |
80.91 |
82.01 |
84.34 |
|
| S4 |
79.20 |
80.30 |
83.87 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.07 |
93.45 |
84.87 |
|
| R3 |
90.26 |
88.64 |
83.54 |
|
| R2 |
85.45 |
85.45 |
83.10 |
|
| R1 |
83.83 |
83.83 |
82.66 |
84.64 |
| PP |
80.64 |
80.64 |
80.64 |
81.04 |
| S1 |
79.02 |
79.02 |
81.78 |
79.83 |
| S2 |
75.83 |
75.83 |
81.34 |
|
| S3 |
71.02 |
74.21 |
80.90 |
|
| S4 |
66.21 |
69.40 |
79.57 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.22 |
|
2.618 |
89.43 |
|
1.618 |
87.72 |
|
1.000 |
86.66 |
|
0.618 |
86.01 |
|
HIGH |
84.95 |
|
0.618 |
84.30 |
|
0.500 |
84.10 |
|
0.382 |
83.89 |
|
LOW |
83.24 |
|
0.618 |
82.18 |
|
1.000 |
81.53 |
|
1.618 |
80.47 |
|
2.618 |
78.76 |
|
4.250 |
75.97 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
84.57 |
84.36 |
| PP |
84.33 |
83.90 |
| S1 |
84.10 |
83.45 |
|