NYMEX Light Sweet Crude Oil Future November 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 |
68.55 |
71.75 |
3.20 |
4.7% |
73.45 |
High |
72.25 |
73.00 |
0.75 |
1.0% |
74.13 |
Low |
68.08 |
71.09 |
3.01 |
4.4% |
67.66 |
Close |
71.59 |
71.82 |
0.23 |
0.3% |
68.55 |
Range |
4.17 |
1.91 |
-2.26 |
-54.2% |
6.47 |
ATR |
2.58 |
2.53 |
-0.05 |
-1.9% |
0.00 |
Volume |
75,455 |
152,493 |
77,038 |
102.1% |
324,154 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.70 |
76.67 |
72.87 |
|
R3 |
75.79 |
74.76 |
72.35 |
|
R2 |
73.88 |
73.88 |
72.17 |
|
R1 |
72.85 |
72.85 |
72.00 |
73.37 |
PP |
71.97 |
71.97 |
71.97 |
72.23 |
S1 |
70.94 |
70.94 |
71.64 |
71.46 |
S2 |
70.06 |
70.06 |
71.47 |
|
S3 |
68.15 |
69.03 |
71.29 |
|
S4 |
66.24 |
67.12 |
70.77 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.52 |
85.51 |
72.11 |
|
R3 |
83.05 |
79.04 |
70.33 |
|
R2 |
76.58 |
76.58 |
69.74 |
|
R1 |
72.57 |
72.57 |
69.14 |
71.34 |
PP |
70.11 |
70.11 |
70.11 |
69.50 |
S1 |
66.10 |
66.10 |
67.96 |
64.87 |
S2 |
63.64 |
63.64 |
67.36 |
|
S3 |
57.17 |
59.63 |
66.77 |
|
S4 |
50.70 |
53.16 |
64.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.00 |
67.66 |
5.34 |
7.4% |
2.23 |
3.1% |
78% |
True |
False |
85,677 |
10 |
74.16 |
67.66 |
6.50 |
9.1% |
2.54 |
3.5% |
64% |
False |
False |
76,389 |
20 |
75.55 |
67.66 |
7.89 |
11.0% |
2.62 |
3.6% |
53% |
False |
False |
68,807 |
40 |
75.89 |
62.83 |
13.06 |
18.2% |
2.48 |
3.5% |
69% |
False |
False |
51,920 |
60 |
75.89 |
61.38 |
14.51 |
20.2% |
2.45 |
3.4% |
72% |
False |
False |
37,829 |
80 |
75.89 |
60.06 |
15.83 |
22.0% |
2.24 |
3.1% |
74% |
False |
False |
30,505 |
100 |
75.89 |
54.20 |
21.69 |
30.2% |
2.08 |
2.9% |
81% |
False |
False |
25,586 |
120 |
75.89 |
54.20 |
21.69 |
30.2% |
1.94 |
2.7% |
81% |
False |
False |
22,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.12 |
2.618 |
78.00 |
1.618 |
76.09 |
1.000 |
74.91 |
0.618 |
74.18 |
HIGH |
73.00 |
0.618 |
72.27 |
0.500 |
72.05 |
0.382 |
71.82 |
LOW |
71.09 |
0.618 |
69.91 |
1.000 |
69.18 |
1.618 |
68.00 |
2.618 |
66.09 |
4.250 |
62.97 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.05 |
71.32 |
PP |
71.97 |
70.83 |
S1 |
71.90 |
70.33 |
|