NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
71.33 |
71.64 |
0.31 |
0.4% |
71.00 |
High |
72.52 |
72.44 |
-0.08 |
-0.1% |
73.36 |
Low |
70.66 |
70.86 |
0.20 |
0.3% |
67.05 |
Close |
71.31 |
71.94 |
0.63 |
0.9% |
68.02 |
Range |
1.86 |
1.58 |
-0.28 |
-15.1% |
6.31 |
ATR |
2.67 |
2.59 |
-0.08 |
-2.9% |
0.00 |
Volume |
374,237 |
331,984 |
-42,253 |
-11.3% |
1,354,483 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.49 |
75.79 |
72.81 |
|
R3 |
74.91 |
74.21 |
72.37 |
|
R2 |
73.33 |
73.33 |
72.23 |
|
R1 |
72.63 |
72.63 |
72.08 |
72.98 |
PP |
71.75 |
71.75 |
71.75 |
71.92 |
S1 |
71.05 |
71.05 |
71.80 |
71.40 |
S2 |
70.17 |
70.17 |
71.65 |
|
S3 |
68.59 |
69.47 |
71.51 |
|
S4 |
67.01 |
67.89 |
71.07 |
|
|
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 |
67.12 |
5.40 |
7.5% |
2.40 |
3.3% |
89% |
False |
False |
287,493 |
10 |
73.52 |
67.05 |
6.47 |
9.0% |
2.62 |
3.6% |
76% |
False |
False |
281,871 |
20 |
75.00 |
67.05 |
7.95 |
11.1% |
2.74 |
3.8% |
62% |
False |
False |
254,465 |
40 |
75.00 |
62.79 |
12.21 |
17.0% |
2.59 |
3.6% |
75% |
False |
False |
174,023 |
60 |
75.00 |
60.43 |
14.57 |
20.3% |
2.56 |
3.6% |
79% |
False |
False |
123,808 |
80 |
75.27 |
60.43 |
14.84 |
20.6% |
2.41 |
3.4% |
78% |
False |
False |
96,139 |
100 |
75.27 |
53.00 |
22.27 |
31.0% |
2.25 |
3.1% |
85% |
False |
False |
78,750 |
120 |
75.27 |
53.00 |
22.27 |
31.0% |
2.15 |
3.0% |
85% |
False |
False |
66,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.16 |
2.618 |
76.58 |
1.618 |
75.00 |
1.000 |
74.02 |
0.618 |
73.42 |
HIGH |
72.44 |
0.618 |
71.84 |
0.500 |
71.65 |
0.382 |
71.46 |
LOW |
70.86 |
0.618 |
69.88 |
1.000 |
69.28 |
1.618 |
68.30 |
2.618 |
66.72 |
4.250 |
64.15 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
71.84 |
71.30 |
PP |
71.75 |
70.67 |
S1 |
71.65 |
70.03 |
|