NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.76 |
70.21 |
-2.55 |
-3.5% |
70.09 |
| High |
73.15 |
72.47 |
-0.68 |
-0.9% |
74.00 |
| Low |
69.77 |
70.21 |
0.44 |
0.6% |
69.05 |
| Close |
70.41 |
72.22 |
1.81 |
2.6% |
73.04 |
| Range |
3.38 |
2.26 |
-1.12 |
-33.1% |
4.95 |
| ATR |
2.38 |
2.37 |
-0.01 |
-0.4% |
0.00 |
| Volume |
51,651 |
77,263 |
25,612 |
49.6% |
368,820 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.41 |
77.58 |
73.46 |
|
| R3 |
76.15 |
75.32 |
72.84 |
|
| R2 |
73.89 |
73.89 |
72.63 |
|
| R1 |
73.06 |
73.06 |
72.43 |
73.48 |
| PP |
71.63 |
71.63 |
71.63 |
71.84 |
| S1 |
70.80 |
70.80 |
72.01 |
71.22 |
| S2 |
69.37 |
69.37 |
71.81 |
|
| S3 |
67.11 |
68.54 |
71.60 |
|
| S4 |
64.85 |
66.28 |
70.98 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.88 |
84.91 |
75.76 |
|
| R3 |
81.93 |
79.96 |
74.40 |
|
| R2 |
76.98 |
76.98 |
73.95 |
|
| R1 |
75.01 |
75.01 |
73.49 |
76.00 |
| PP |
72.03 |
72.03 |
72.03 |
72.52 |
| S1 |
70.06 |
70.06 |
72.59 |
71.05 |
| S2 |
67.08 |
67.08 |
72.13 |
|
| S3 |
62.13 |
65.11 |
71.68 |
|
| S4 |
57.18 |
60.16 |
70.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.00 |
69.77 |
4.23 |
5.9% |
2.17 |
3.0% |
58% |
False |
False |
71,159 |
| 10 |
74.00 |
69.05 |
4.95 |
6.9% |
2.23 |
3.1% |
64% |
False |
False |
77,329 |
| 20 |
76.15 |
68.21 |
7.94 |
11.0% |
2.43 |
3.4% |
51% |
False |
False |
66,583 |
| 40 |
76.87 |
67.58 |
9.29 |
12.9% |
2.48 |
3.4% |
50% |
False |
False |
59,790 |
| 60 |
76.87 |
62.21 |
14.66 |
20.3% |
2.44 |
3.4% |
68% |
False |
False |
53,940 |
| 80 |
76.87 |
62.21 |
14.66 |
20.3% |
2.39 |
3.3% |
68% |
False |
False |
49,676 |
| 100 |
76.87 |
56.51 |
20.36 |
28.2% |
2.30 |
3.2% |
77% |
False |
False |
44,718 |
| 120 |
76.87 |
54.92 |
21.95 |
30.4% |
2.28 |
3.2% |
79% |
False |
False |
40,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.08 |
|
2.618 |
78.39 |
|
1.618 |
76.13 |
|
1.000 |
74.73 |
|
0.618 |
73.87 |
|
HIGH |
72.47 |
|
0.618 |
71.61 |
|
0.500 |
71.34 |
|
0.382 |
71.07 |
|
LOW |
70.21 |
|
0.618 |
68.81 |
|
1.000 |
67.95 |
|
1.618 |
66.55 |
|
2.618 |
64.29 |
|
4.250 |
60.61 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.93 |
72.05 |
| PP |
71.63 |
71.88 |
| S1 |
71.34 |
71.71 |
|