NYMEX Light Sweet Crude Oil Future November 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 |
71.75 |
72.03 |
0.28 |
0.4% |
73.45 |
High |
73.00 |
72.89 |
-0.11 |
-0.2% |
74.13 |
Low |
71.09 |
71.27 |
0.18 |
0.3% |
67.66 |
Close |
71.82 |
72.27 |
0.45 |
0.6% |
68.55 |
Range |
1.91 |
1.62 |
-0.29 |
-15.2% |
6.47 |
ATR |
2.53 |
2.47 |
-0.07 |
-2.6% |
0.00 |
Volume |
152,493 |
142,420 |
-10,073 |
-6.6% |
324,154 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.00 |
76.26 |
73.16 |
|
R3 |
75.38 |
74.64 |
72.72 |
|
R2 |
73.76 |
73.76 |
72.57 |
|
R1 |
73.02 |
73.02 |
72.42 |
73.39 |
PP |
72.14 |
72.14 |
72.14 |
72.33 |
S1 |
71.40 |
71.40 |
72.12 |
71.77 |
S2 |
70.52 |
70.52 |
71.97 |
|
S3 |
68.90 |
69.78 |
71.82 |
|
S4 |
67.28 |
68.16 |
71.38 |
|
|
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% |
2.21 |
3.1% |
86% |
False |
False |
101,063 |
10 |
74.16 |
67.66 |
6.50 |
9.0% |
2.51 |
3.5% |
71% |
False |
False |
82,046 |
20 |
75.55 |
67.66 |
7.89 |
10.9% |
2.61 |
3.6% |
58% |
False |
False |
73,101 |
40 |
75.89 |
64.02 |
11.87 |
16.4% |
2.46 |
3.4% |
70% |
False |
False |
55,011 |
60 |
75.89 |
61.38 |
14.51 |
20.1% |
2.43 |
3.4% |
75% |
False |
False |
40,135 |
80 |
75.89 |
61.38 |
14.51 |
20.1% |
2.23 |
3.1% |
75% |
False |
False |
32,220 |
100 |
75.89 |
54.20 |
21.69 |
30.0% |
2.07 |
2.9% |
83% |
False |
False |
26,991 |
120 |
75.89 |
54.20 |
21.69 |
30.0% |
1.94 |
2.7% |
83% |
False |
False |
23,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.78 |
2.618 |
77.13 |
1.618 |
75.51 |
1.000 |
74.51 |
0.618 |
73.89 |
HIGH |
72.89 |
0.618 |
72.27 |
0.500 |
72.08 |
0.382 |
71.89 |
LOW |
71.27 |
0.618 |
70.27 |
1.000 |
69.65 |
1.618 |
68.65 |
2.618 |
67.03 |
4.250 |
64.39 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.21 |
71.69 |
PP |
72.14 |
71.12 |
S1 |
72.08 |
70.54 |
|