NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
67.33 |
70.89 |
3.56 |
5.3% |
73.36 |
High |
71.41 |
72.06 |
0.65 |
0.9% |
73.69 |
Low |
67.05 |
69.98 |
2.93 |
4.4% |
66.10 |
Close |
71.31 |
71.63 |
0.32 |
0.4% |
66.90 |
Range |
4.36 |
2.08 |
-2.28 |
-52.3% |
7.59 |
ATR |
2.36 |
2.34 |
-0.02 |
-0.8% |
0.00 |
Volume |
30,893 |
38,886 |
7,993 |
25.9% |
141,970 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.46 |
76.63 |
72.77 |
|
R3 |
75.38 |
74.55 |
72.20 |
|
R2 |
73.30 |
73.30 |
72.01 |
|
R1 |
72.47 |
72.47 |
71.82 |
72.89 |
PP |
71.22 |
71.22 |
71.22 |
71.43 |
S1 |
70.39 |
70.39 |
71.44 |
70.81 |
S2 |
69.14 |
69.14 |
71.25 |
|
S3 |
67.06 |
68.31 |
71.06 |
|
S4 |
64.98 |
66.23 |
70.49 |
|
|
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 |
72.06 |
66.10 |
5.96 |
8.3% |
2.29 |
3.2% |
93% |
True |
False |
38,421 |
10 |
74.12 |
66.10 |
8.02 |
11.2% |
2.48 |
3.5% |
69% |
False |
False |
30,580 |
20 |
74.39 |
66.10 |
8.29 |
11.6% |
2.28 |
3.2% |
67% |
False |
False |
24,123 |
40 |
77.45 |
66.10 |
11.35 |
15.8% |
2.22 |
3.1% |
49% |
False |
False |
17,211 |
60 |
77.45 |
63.01 |
14.44 |
20.2% |
2.10 |
2.9% |
60% |
False |
False |
14,385 |
80 |
77.45 |
63.01 |
14.44 |
20.2% |
2.01 |
2.8% |
60% |
False |
False |
11,937 |
100 |
77.45 |
61.52 |
15.93 |
22.2% |
1.87 |
2.6% |
63% |
False |
False |
10,124 |
120 |
77.45 |
56.18 |
21.27 |
29.7% |
1.74 |
2.4% |
73% |
False |
False |
8,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.90 |
2.618 |
77.51 |
1.618 |
75.43 |
1.000 |
74.14 |
0.618 |
73.35 |
HIGH |
72.06 |
0.618 |
71.27 |
0.500 |
71.02 |
0.382 |
70.77 |
LOW |
69.98 |
0.618 |
68.69 |
1.000 |
67.90 |
1.618 |
66.61 |
2.618 |
64.53 |
4.250 |
61.14 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
71.43 |
70.89 |
PP |
71.22 |
70.15 |
S1 |
71.02 |
69.41 |
|