NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
67.87 |
71.33 |
3.46 |
5.1% |
71.00 |
High |
71.79 |
72.52 |
0.73 |
1.0% |
73.36 |
Low |
67.54 |
70.66 |
3.12 |
4.6% |
67.05 |
Close |
71.10 |
71.31 |
0.21 |
0.3% |
68.02 |
Range |
4.25 |
1.86 |
-2.39 |
-56.2% |
6.31 |
ATR |
2.73 |
2.67 |
-0.06 |
-2.3% |
0.00 |
Volume |
229,782 |
374,237 |
144,455 |
62.9% |
1,354,483 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.08 |
76.05 |
72.33 |
|
R3 |
75.22 |
74.19 |
71.82 |
|
R2 |
73.36 |
73.36 |
71.65 |
|
R1 |
72.33 |
72.33 |
71.48 |
71.92 |
PP |
71.50 |
71.50 |
71.50 |
71.29 |
S1 |
70.47 |
70.47 |
71.14 |
70.06 |
S2 |
69.64 |
69.64 |
70.97 |
|
S3 |
67.78 |
68.61 |
70.80 |
|
S4 |
65.92 |
66.75 |
70.29 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.41 |
84.52 |
71.49 |
|
R3 |
82.10 |
78.21 |
69.76 |
|
R2 |
75.79 |
75.79 |
69.18 |
|
R1 |
71.90 |
71.90 |
68.60 |
70.69 |
PP |
69.48 |
69.48 |
69.48 |
68.87 |
S1 |
65.59 |
65.59 |
67.44 |
64.38 |
S2 |
63.17 |
63.17 |
66.86 |
|
S3 |
56.86 |
59.28 |
66.28 |
|
S4 |
50.55 |
52.97 |
64.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.52 |
67.05 |
5.47 |
7.7% |
2.44 |
3.4% |
78% |
True |
False |
288,463 |
10 |
73.52 |
67.05 |
6.47 |
9.1% |
2.66 |
3.7% |
66% |
False |
False |
281,113 |
20 |
75.00 |
67.05 |
7.95 |
11.1% |
2.77 |
3.9% |
54% |
False |
False |
247,652 |
40 |
75.00 |
61.98 |
13.02 |
18.3% |
2.60 |
3.6% |
72% |
False |
False |
166,584 |
60 |
75.00 |
60.43 |
14.57 |
20.4% |
2.57 |
3.6% |
75% |
False |
False |
118,497 |
80 |
75.27 |
60.43 |
14.84 |
20.8% |
2.42 |
3.4% |
73% |
False |
False |
92,061 |
100 |
75.27 |
53.00 |
22.27 |
31.2% |
2.25 |
3.2% |
82% |
False |
False |
75,494 |
120 |
75.27 |
53.00 |
22.27 |
31.2% |
2.15 |
3.0% |
82% |
False |
False |
64,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.43 |
2.618 |
77.39 |
1.618 |
75.53 |
1.000 |
74.38 |
0.618 |
73.67 |
HIGH |
72.52 |
0.618 |
71.81 |
0.500 |
71.59 |
0.382 |
71.37 |
LOW |
70.66 |
0.618 |
69.51 |
1.000 |
68.80 |
1.618 |
67.65 |
2.618 |
65.79 |
4.250 |
62.76 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
71.59 |
70.81 |
PP |
71.50 |
70.32 |
S1 |
71.40 |
69.82 |
|