NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
67.03 |
67.00 |
-0.03 |
0.0% |
73.36 |
| High |
67.82 |
68.24 |
0.42 |
0.6% |
73.69 |
| Low |
66.10 |
66.38 |
0.28 |
0.4% |
66.10 |
| Close |
66.90 |
67.64 |
0.74 |
1.1% |
66.90 |
| Range |
1.72 |
1.86 |
0.14 |
8.1% |
7.59 |
| ATR |
2.29 |
2.26 |
-0.03 |
-1.3% |
0.00 |
| Volume |
51,263 |
44,732 |
-6,531 |
-12.7% |
141,970 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.00 |
72.18 |
68.66 |
|
| R3 |
71.14 |
70.32 |
68.15 |
|
| R2 |
69.28 |
69.28 |
67.98 |
|
| R1 |
68.46 |
68.46 |
67.81 |
68.87 |
| PP |
67.42 |
67.42 |
67.42 |
67.63 |
| S1 |
66.60 |
66.60 |
67.47 |
67.01 |
| S2 |
65.56 |
65.56 |
67.30 |
|
| S3 |
63.70 |
64.74 |
67.13 |
|
| S4 |
61.84 |
62.88 |
66.62 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.67 |
86.87 |
71.07 |
|
| R3 |
84.08 |
79.28 |
68.99 |
|
| R2 |
76.49 |
76.49 |
68.29 |
|
| R1 |
71.69 |
71.69 |
67.60 |
70.30 |
| PP |
68.90 |
68.90 |
68.90 |
68.20 |
| S1 |
64.10 |
64.10 |
66.20 |
62.71 |
| S2 |
61.31 |
61.31 |
65.51 |
|
| S3 |
53.72 |
56.51 |
64.81 |
|
| S4 |
46.13 |
48.92 |
62.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.94 |
66.10 |
6.84 |
10.1% |
2.46 |
3.6% |
23% |
False |
False |
34,513 |
| 10 |
74.39 |
66.10 |
8.29 |
12.3% |
2.29 |
3.4% |
19% |
False |
False |
26,392 |
| 20 |
75.15 |
66.10 |
9.05 |
13.4% |
2.31 |
3.4% |
17% |
False |
False |
20,726 |
| 40 |
77.45 |
66.10 |
11.35 |
16.8% |
2.15 |
3.2% |
14% |
False |
False |
15,697 |
| 60 |
77.45 |
63.01 |
14.44 |
21.3% |
2.05 |
3.0% |
32% |
False |
False |
13,090 |
| 80 |
77.45 |
63.01 |
14.44 |
21.3% |
1.95 |
2.9% |
32% |
False |
False |
10,862 |
| 100 |
77.45 |
61.52 |
15.93 |
23.6% |
1.84 |
2.7% |
38% |
False |
False |
9,226 |
| 120 |
77.45 |
56.18 |
21.27 |
31.4% |
1.71 |
2.5% |
54% |
False |
False |
7,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.15 |
|
2.618 |
73.11 |
|
1.618 |
71.25 |
|
1.000 |
70.10 |
|
0.618 |
69.39 |
|
HIGH |
68.24 |
|
0.618 |
67.53 |
|
0.500 |
67.31 |
|
0.382 |
67.09 |
|
LOW |
66.38 |
|
0.618 |
65.23 |
|
1.000 |
64.52 |
|
1.618 |
63.37 |
|
2.618 |
61.51 |
|
4.250 |
58.48 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.53 |
67.99 |
| PP |
67.42 |
67.87 |
| S1 |
67.31 |
67.76 |
|