NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
69.81 |
69.21 |
-0.60 |
-0.9% |
68.55 |
High |
69.94 |
71.53 |
1.59 |
2.3% |
73.21 |
Low |
68.51 |
68.96 |
0.45 |
0.7% |
68.08 |
Close |
69.37 |
71.30 |
1.93 |
2.8% |
69.72 |
Range |
1.43 |
2.57 |
1.14 |
79.7% |
5.13 |
ATR |
2.50 |
2.50 |
0.01 |
0.2% |
0.00 |
Volume |
172,478 |
127,365 |
-45,113 |
-26.2% |
539,475 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.31 |
77.37 |
72.71 |
|
R3 |
75.74 |
74.80 |
72.01 |
|
R2 |
73.17 |
73.17 |
71.77 |
|
R1 |
72.23 |
72.23 |
71.54 |
72.70 |
PP |
70.60 |
70.60 |
70.60 |
70.83 |
S1 |
69.66 |
69.66 |
71.06 |
70.13 |
S2 |
68.03 |
68.03 |
70.83 |
|
S3 |
65.46 |
67.09 |
70.59 |
|
S4 |
62.89 |
64.52 |
69.89 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.73 |
82.85 |
72.54 |
|
R3 |
80.60 |
77.72 |
71.13 |
|
R2 |
75.47 |
75.47 |
70.66 |
|
R1 |
72.59 |
72.59 |
70.19 |
74.03 |
PP |
70.34 |
70.34 |
70.34 |
71.06 |
S1 |
67.46 |
67.46 |
69.25 |
68.90 |
S2 |
65.21 |
65.21 |
68.78 |
|
S3 |
60.08 |
62.33 |
68.31 |
|
S4 |
54.95 |
57.20 |
66.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.21 |
68.51 |
4.70 |
6.6% |
2.32 |
3.3% |
59% |
False |
False |
152,772 |
10 |
73.21 |
67.66 |
5.55 |
7.8% |
2.42 |
3.4% |
66% |
False |
False |
110,621 |
20 |
75.55 |
67.66 |
7.89 |
11.1% |
2.59 |
3.6% |
46% |
False |
False |
88,214 |
40 |
75.89 |
66.41 |
9.48 |
13.3% |
2.51 |
3.5% |
52% |
False |
False |
65,022 |
60 |
75.89 |
61.38 |
14.51 |
20.4% |
2.46 |
3.5% |
68% |
False |
False |
47,561 |
80 |
75.89 |
61.38 |
14.51 |
20.4% |
2.27 |
3.2% |
68% |
False |
False |
37,925 |
100 |
75.89 |
54.20 |
21.69 |
30.4% |
2.12 |
3.0% |
79% |
False |
False |
31,540 |
120 |
75.89 |
54.20 |
21.69 |
30.4% |
1.98 |
2.8% |
79% |
False |
False |
27,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.45 |
2.618 |
78.26 |
1.618 |
75.69 |
1.000 |
74.10 |
0.618 |
73.12 |
HIGH |
71.53 |
0.618 |
70.55 |
0.500 |
70.25 |
0.382 |
69.94 |
LOW |
68.96 |
0.618 |
67.37 |
1.000 |
66.39 |
1.618 |
64.80 |
2.618 |
62.23 |
4.250 |
58.04 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
70.95 |
71.15 |
PP |
70.60 |
71.01 |
S1 |
70.25 |
70.86 |
|