NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
70.52 |
71.41 |
0.89 |
1.3% |
69.49 |
| High |
72.32 |
73.68 |
1.36 |
1.9% |
73.82 |
| Low |
69.97 |
71.40 |
1.43 |
2.0% |
69.42 |
| Close |
72.14 |
73.65 |
1.51 |
2.1% |
70.68 |
| Range |
2.35 |
2.28 |
-0.07 |
-3.0% |
4.40 |
| ATR |
2.20 |
2.20 |
0.01 |
0.3% |
0.00 |
| Volume |
15,402 |
14,979 |
-423 |
-2.7% |
78,225 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.75 |
78.98 |
74.90 |
|
| R3 |
77.47 |
76.70 |
74.28 |
|
| R2 |
75.19 |
75.19 |
74.07 |
|
| R1 |
74.42 |
74.42 |
73.86 |
74.81 |
| PP |
72.91 |
72.91 |
72.91 |
73.10 |
| S1 |
72.14 |
72.14 |
73.44 |
72.53 |
| S2 |
70.63 |
70.63 |
73.23 |
|
| S3 |
68.35 |
69.86 |
73.02 |
|
| S4 |
66.07 |
67.58 |
72.40 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.51 |
81.99 |
73.10 |
|
| R3 |
80.11 |
77.59 |
71.89 |
|
| R2 |
75.71 |
75.71 |
71.49 |
|
| R1 |
73.19 |
73.19 |
71.08 |
74.45 |
| PP |
71.31 |
71.31 |
71.31 |
71.94 |
| S1 |
68.79 |
68.79 |
70.28 |
70.05 |
| S2 |
66.91 |
66.91 |
69.87 |
|
| S3 |
62.51 |
64.39 |
69.47 |
|
| S4 |
58.11 |
59.99 |
68.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.82 |
69.64 |
4.18 |
5.7% |
2.18 |
3.0% |
96% |
False |
False |
19,407 |
| 10 |
73.82 |
68.77 |
5.05 |
6.9% |
2.10 |
2.8% |
97% |
False |
False |
16,302 |
| 20 |
76.69 |
68.77 |
7.92 |
10.8% |
2.23 |
3.0% |
62% |
False |
False |
14,219 |
| 40 |
77.45 |
68.55 |
8.90 |
12.1% |
2.15 |
2.9% |
57% |
False |
False |
11,878 |
| 60 |
77.45 |
63.01 |
14.44 |
19.6% |
2.01 |
2.7% |
74% |
False |
False |
9,881 |
| 80 |
77.45 |
63.01 |
14.44 |
19.6% |
1.87 |
2.5% |
74% |
False |
False |
8,332 |
| 100 |
77.45 |
56.57 |
20.88 |
28.4% |
1.76 |
2.4% |
82% |
False |
False |
7,041 |
| 120 |
77.45 |
56.18 |
21.27 |
28.9% |
1.64 |
2.2% |
82% |
False |
False |
6,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.37 |
|
2.618 |
79.65 |
|
1.618 |
77.37 |
|
1.000 |
75.96 |
|
0.618 |
75.09 |
|
HIGH |
73.68 |
|
0.618 |
72.81 |
|
0.500 |
72.54 |
|
0.382 |
72.27 |
|
LOW |
71.40 |
|
0.618 |
69.99 |
|
1.000 |
69.12 |
|
1.618 |
67.71 |
|
2.618 |
65.43 |
|
4.250 |
61.71 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.28 |
72.99 |
| PP |
72.91 |
72.32 |
| S1 |
72.54 |
71.66 |
|