NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
70.77 |
72.42 |
1.65 |
2.3% |
70.34 |
| High |
72.94 |
72.66 |
-0.28 |
-0.4% |
74.39 |
| Low |
70.77 |
69.30 |
-1.47 |
-2.1% |
69.64 |
| Close |
72.69 |
70.06 |
-2.63 |
-3.6% |
73.61 |
| Range |
2.17 |
3.36 |
1.19 |
54.8% |
4.75 |
| ATR |
2.17 |
2.26 |
0.09 |
4.0% |
0.00 |
| Volume |
16,730 |
15,351 |
-1,379 |
-8.2% |
96,226 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.75 |
78.77 |
71.91 |
|
| R3 |
77.39 |
75.41 |
70.98 |
|
| R2 |
74.03 |
74.03 |
70.68 |
|
| R1 |
72.05 |
72.05 |
70.37 |
71.36 |
| PP |
70.67 |
70.67 |
70.67 |
70.33 |
| S1 |
68.69 |
68.69 |
69.75 |
68.00 |
| S2 |
67.31 |
67.31 |
69.44 |
|
| S3 |
63.95 |
65.33 |
69.14 |
|
| S4 |
60.59 |
61.97 |
68.21 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.80 |
84.95 |
76.22 |
|
| R3 |
82.05 |
80.20 |
74.92 |
|
| R2 |
77.30 |
77.30 |
74.48 |
|
| R1 |
75.45 |
75.45 |
74.05 |
76.38 |
| PP |
72.55 |
72.55 |
72.55 |
73.01 |
| S1 |
70.70 |
70.70 |
73.17 |
71.63 |
| S2 |
67.80 |
67.80 |
72.74 |
|
| S3 |
63.05 |
65.95 |
72.30 |
|
| S4 |
58.30 |
61.20 |
71.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.39 |
69.30 |
5.09 |
7.3% |
2.29 |
3.3% |
15% |
False |
True |
18,611 |
| 10 |
74.39 |
69.30 |
5.09 |
7.3% |
2.24 |
3.2% |
15% |
False |
True |
19,009 |
| 20 |
75.29 |
68.77 |
6.52 |
9.3% |
2.27 |
3.2% |
20% |
False |
False |
15,361 |
| 40 |
77.45 |
68.55 |
8.90 |
12.7% |
2.23 |
3.2% |
17% |
False |
False |
12,950 |
| 60 |
77.45 |
63.01 |
14.44 |
20.6% |
2.06 |
2.9% |
49% |
False |
False |
11,042 |
| 80 |
77.45 |
63.01 |
14.44 |
20.6% |
1.93 |
2.8% |
49% |
False |
False |
9,278 |
| 100 |
77.45 |
59.99 |
17.46 |
24.9% |
1.82 |
2.6% |
58% |
False |
False |
7,899 |
| 120 |
77.45 |
56.18 |
21.27 |
30.4% |
1.67 |
2.4% |
65% |
False |
False |
6,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.94 |
|
2.618 |
81.46 |
|
1.618 |
78.10 |
|
1.000 |
76.02 |
|
0.618 |
74.74 |
|
HIGH |
72.66 |
|
0.618 |
71.38 |
|
0.500 |
70.98 |
|
0.382 |
70.58 |
|
LOW |
69.30 |
|
0.618 |
67.22 |
|
1.000 |
65.94 |
|
1.618 |
63.86 |
|
2.618 |
60.50 |
|
4.250 |
55.02 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.98 |
71.50 |
| PP |
70.67 |
71.02 |
| S1 |
70.37 |
70.54 |
|