NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
71.14 |
72.94 |
1.80 |
2.5% |
68.71 |
| High |
73.30 |
74.00 |
0.70 |
1.0% |
73.55 |
| Low |
70.88 |
72.59 |
1.71 |
2.4% |
68.65 |
| Close |
73.25 |
73.43 |
0.18 |
0.2% |
70.20 |
| Range |
2.42 |
1.41 |
-1.01 |
-41.7% |
4.90 |
| ATR |
2.44 |
2.37 |
-0.07 |
-3.0% |
0.00 |
| Volume |
65,445 |
88,979 |
23,534 |
36.0% |
331,004 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.57 |
76.91 |
74.21 |
|
| R3 |
76.16 |
75.50 |
73.82 |
|
| R2 |
74.75 |
74.75 |
73.69 |
|
| R1 |
74.09 |
74.09 |
73.56 |
74.42 |
| PP |
73.34 |
73.34 |
73.34 |
73.51 |
| S1 |
72.68 |
72.68 |
73.30 |
73.01 |
| S2 |
71.93 |
71.93 |
73.17 |
|
| S3 |
70.52 |
71.27 |
73.04 |
|
| S4 |
69.11 |
69.86 |
72.65 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.50 |
82.75 |
72.90 |
|
| R3 |
80.60 |
77.85 |
71.55 |
|
| R2 |
75.70 |
75.70 |
71.10 |
|
| R1 |
72.95 |
72.95 |
70.65 |
74.33 |
| PP |
70.80 |
70.80 |
70.80 |
71.49 |
| S1 |
68.05 |
68.05 |
69.75 |
69.43 |
| S2 |
65.90 |
65.90 |
69.30 |
|
| S3 |
61.00 |
63.15 |
68.85 |
|
| S4 |
56.10 |
58.25 |
67.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.00 |
69.05 |
4.95 |
6.7% |
2.34 |
3.2% |
88% |
True |
False |
76,038 |
| 10 |
74.00 |
68.21 |
5.79 |
7.9% |
2.26 |
3.1% |
90% |
True |
False |
74,404 |
| 20 |
76.16 |
68.21 |
7.95 |
10.8% |
2.32 |
3.2% |
66% |
False |
False |
66,780 |
| 40 |
76.87 |
67.58 |
9.29 |
12.7% |
2.44 |
3.3% |
63% |
False |
False |
58,832 |
| 60 |
76.87 |
62.21 |
14.66 |
20.0% |
2.43 |
3.3% |
77% |
False |
False |
52,272 |
| 80 |
76.87 |
62.21 |
14.66 |
20.0% |
2.37 |
3.2% |
77% |
False |
False |
48,438 |
| 100 |
76.87 |
55.21 |
21.66 |
29.5% |
2.28 |
3.1% |
84% |
False |
False |
43,255 |
| 120 |
76.87 |
54.92 |
21.95 |
29.9% |
2.28 |
3.1% |
84% |
False |
False |
39,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.99 |
|
2.618 |
77.69 |
|
1.618 |
76.28 |
|
1.000 |
75.41 |
|
0.618 |
74.87 |
|
HIGH |
74.00 |
|
0.618 |
73.46 |
|
0.500 |
73.30 |
|
0.382 |
73.13 |
|
LOW |
72.59 |
|
0.618 |
71.72 |
|
1.000 |
71.18 |
|
1.618 |
70.31 |
|
2.618 |
68.90 |
|
4.250 |
66.60 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.39 |
72.85 |
| PP |
73.34 |
72.27 |
| S1 |
73.30 |
71.69 |
|