NYMEX Light Sweet Crude Oil Future August 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 |
84.72 |
82.89 |
-1.83 |
-2.2% |
82.05 |
High |
84.72 |
83.43 |
-1.29 |
-1.5% |
84.95 |
Low |
82.55 |
82.81 |
0.26 |
0.3% |
81.94 |
Close |
82.59 |
83.24 |
0.65 |
0.8% |
84.39 |
Range |
2.17 |
0.62 |
-1.55 |
-71.4% |
3.01 |
ATR |
1.26 |
1.23 |
-0.03 |
-2.4% |
0.00 |
Volume |
2,554 |
1,672 |
-882 |
-34.5% |
8,128 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.02 |
84.75 |
83.58 |
|
R3 |
84.40 |
84.13 |
83.41 |
|
R2 |
83.78 |
83.78 |
83.35 |
|
R1 |
83.51 |
83.51 |
83.30 |
83.65 |
PP |
83.16 |
83.16 |
83.16 |
83.23 |
S1 |
82.89 |
82.89 |
83.18 |
83.03 |
S2 |
82.54 |
82.54 |
83.13 |
|
S3 |
81.92 |
82.27 |
83.07 |
|
S4 |
81.30 |
81.65 |
82.90 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.79 |
91.60 |
86.05 |
|
R3 |
89.78 |
88.59 |
85.22 |
|
R2 |
86.77 |
86.77 |
84.94 |
|
R1 |
85.58 |
85.58 |
84.67 |
86.18 |
PP |
83.76 |
83.76 |
83.76 |
84.06 |
S1 |
82.57 |
82.57 |
84.11 |
83.17 |
S2 |
80.75 |
80.75 |
83.84 |
|
S3 |
77.74 |
79.56 |
83.56 |
|
S4 |
74.73 |
76.55 |
82.73 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.07 |
2.618 |
85.05 |
1.618 |
84.43 |
1.000 |
84.05 |
0.618 |
83.81 |
HIGH |
83.43 |
0.618 |
83.19 |
0.500 |
83.12 |
0.382 |
83.05 |
LOW |
82.81 |
0.618 |
82.43 |
1.000 |
82.19 |
1.618 |
81.81 |
2.618 |
81.19 |
4.250 |
80.18 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
83.20 |
83.64 |
PP |
83.16 |
83.50 |
S1 |
83.12 |
83.37 |
|