NYMEX Light Sweet Crude Oil Future January 2010
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 |
69.49 |
72.46 |
2.97 |
4.3% |
74.50 |
High |
73.23 |
73.72 |
0.49 |
0.7% |
75.15 |
Low |
69.42 |
72.05 |
2.63 |
3.8% |
68.77 |
Close |
72.45 |
72.62 |
0.17 |
0.2% |
69.63 |
Range |
3.81 |
1.67 |
-2.14 |
-56.2% |
6.38 |
ATR |
2.25 |
2.21 |
-0.04 |
-1.8% |
0.00 |
Volume |
13,113 |
17,456 |
4,343 |
33.1% |
53,371 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.81 |
76.88 |
73.54 |
|
R3 |
76.14 |
75.21 |
73.08 |
|
R2 |
74.47 |
74.47 |
72.93 |
|
R1 |
73.54 |
73.54 |
72.77 |
74.01 |
PP |
72.80 |
72.80 |
72.80 |
73.03 |
S1 |
71.87 |
71.87 |
72.47 |
72.34 |
S2 |
71.13 |
71.13 |
72.31 |
|
S3 |
69.46 |
70.20 |
72.16 |
|
S4 |
67.79 |
68.53 |
71.70 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.32 |
86.36 |
73.14 |
|
R3 |
83.94 |
79.98 |
71.38 |
|
R2 |
77.56 |
77.56 |
70.80 |
|
R1 |
73.60 |
73.60 |
70.21 |
72.39 |
PP |
71.18 |
71.18 |
71.18 |
70.58 |
S1 |
67.22 |
67.22 |
69.05 |
66.01 |
S2 |
64.80 |
64.80 |
68.46 |
|
S3 |
58.42 |
60.84 |
67.88 |
|
S4 |
52.04 |
54.46 |
66.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.72 |
68.77 |
4.95 |
6.8% |
2.01 |
2.8% |
78% |
True |
False |
13,196 |
10 |
75.29 |
68.77 |
6.52 |
9.0% |
2.30 |
3.2% |
59% |
False |
False |
11,713 |
20 |
76.69 |
68.77 |
7.92 |
10.9% |
2.25 |
3.1% |
49% |
False |
False |
11,484 |
40 |
77.45 |
65.11 |
12.34 |
17.0% |
2.09 |
2.9% |
61% |
False |
False |
10,299 |
60 |
77.45 |
63.01 |
14.44 |
19.9% |
1.98 |
2.7% |
67% |
False |
False |
8,587 |
80 |
77.45 |
62.75 |
14.70 |
20.2% |
1.79 |
2.5% |
67% |
False |
False |
7,241 |
100 |
77.45 |
56.18 |
21.27 |
29.3% |
1.69 |
2.3% |
77% |
False |
False |
6,161 |
120 |
77.45 |
56.18 |
21.27 |
29.3% |
1.59 |
2.2% |
77% |
False |
False |
5,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.82 |
2.618 |
78.09 |
1.618 |
76.42 |
1.000 |
75.39 |
0.618 |
74.75 |
HIGH |
73.72 |
0.618 |
73.08 |
0.500 |
72.89 |
0.382 |
72.69 |
LOW |
72.05 |
0.618 |
71.02 |
1.000 |
70.38 |
1.618 |
69.35 |
2.618 |
67.68 |
4.250 |
64.95 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.89 |
72.16 |
PP |
72.80 |
71.70 |
S1 |
72.71 |
71.25 |
|