NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
71.64 |
72.05 |
0.41 |
0.6% |
67.87 |
High |
72.44 |
72.90 |
0.46 |
0.6% |
72.90 |
Low |
70.86 |
68.82 |
-2.04 |
-2.9% |
67.54 |
Close |
71.94 |
69.29 |
-2.65 |
-3.7% |
69.29 |
Range |
1.58 |
4.08 |
2.50 |
158.2% |
5.36 |
ATR |
2.59 |
2.70 |
0.11 |
4.1% |
0.00 |
Volume |
331,984 |
345,551 |
13,567 |
4.1% |
1,281,554 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.58 |
80.01 |
71.53 |
|
R3 |
78.50 |
75.93 |
70.41 |
|
R2 |
74.42 |
74.42 |
70.04 |
|
R1 |
71.85 |
71.85 |
69.66 |
71.10 |
PP |
70.34 |
70.34 |
70.34 |
69.96 |
S1 |
67.77 |
67.77 |
68.92 |
67.02 |
S2 |
66.26 |
66.26 |
68.54 |
|
S3 |
62.18 |
63.69 |
68.17 |
|
S4 |
58.10 |
59.61 |
67.05 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.99 |
83.00 |
72.24 |
|
R3 |
80.63 |
77.64 |
70.76 |
|
R2 |
75.27 |
75.27 |
70.27 |
|
R1 |
72.28 |
72.28 |
69.78 |
73.78 |
PP |
69.91 |
69.91 |
69.91 |
70.66 |
S1 |
66.92 |
66.92 |
68.80 |
68.42 |
S2 |
64.55 |
64.55 |
68.31 |
|
S3 |
59.19 |
61.56 |
67.82 |
|
S4 |
53.83 |
56.20 |
66.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.90 |
67.12 |
5.78 |
8.3% |
2.87 |
4.1% |
38% |
True |
False |
302,704 |
10 |
73.52 |
67.05 |
6.47 |
9.3% |
2.72 |
3.9% |
35% |
False |
False |
290,876 |
20 |
75.00 |
67.05 |
7.95 |
11.5% |
2.84 |
4.1% |
28% |
False |
False |
262,512 |
40 |
75.00 |
63.39 |
11.61 |
16.8% |
2.65 |
3.8% |
51% |
False |
False |
181,507 |
60 |
75.00 |
60.43 |
14.57 |
21.0% |
2.61 |
3.8% |
61% |
False |
False |
129,291 |
80 |
75.27 |
60.43 |
14.84 |
21.4% |
2.45 |
3.5% |
60% |
False |
False |
100,348 |
100 |
75.27 |
53.00 |
22.27 |
32.1% |
2.28 |
3.3% |
73% |
False |
False |
82,093 |
120 |
75.27 |
53.00 |
22.27 |
32.1% |
2.17 |
3.1% |
73% |
False |
False |
69,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.24 |
2.618 |
83.58 |
1.618 |
79.50 |
1.000 |
76.98 |
0.618 |
75.42 |
HIGH |
72.90 |
0.618 |
71.34 |
0.500 |
70.86 |
0.382 |
70.38 |
LOW |
68.82 |
0.618 |
66.30 |
1.000 |
64.74 |
1.618 |
62.22 |
2.618 |
58.14 |
4.250 |
51.48 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
70.86 |
70.86 |
PP |
70.34 |
70.34 |
S1 |
69.81 |
69.81 |
|