NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
70.89 |
71.08 |
0.19 |
0.3% |
67.00 |
High |
72.06 |
71.27 |
-0.79 |
-1.1% |
72.06 |
Low |
69.98 |
69.26 |
-0.72 |
-1.0% |
66.38 |
Close |
71.63 |
70.78 |
-0.85 |
-1.2% |
70.78 |
Range |
2.08 |
2.01 |
-0.07 |
-3.4% |
5.68 |
ATR |
2.34 |
2.34 |
0.00 |
0.1% |
0.00 |
Volume |
38,886 |
38,719 |
-167 |
-0.4% |
179,564 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.47 |
75.63 |
71.89 |
|
R3 |
74.46 |
73.62 |
71.33 |
|
R2 |
72.45 |
72.45 |
71.15 |
|
R1 |
71.61 |
71.61 |
70.96 |
71.03 |
PP |
70.44 |
70.44 |
70.44 |
70.14 |
S1 |
69.60 |
69.60 |
70.60 |
69.02 |
S2 |
68.43 |
68.43 |
70.41 |
|
S3 |
66.42 |
67.59 |
70.23 |
|
S4 |
64.41 |
65.58 |
69.67 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.78 |
84.46 |
73.90 |
|
R3 |
81.10 |
78.78 |
72.34 |
|
R2 |
75.42 |
75.42 |
71.82 |
|
R1 |
73.10 |
73.10 |
71.30 |
74.26 |
PP |
69.74 |
69.74 |
69.74 |
70.32 |
S1 |
67.42 |
67.42 |
70.26 |
68.58 |
S2 |
64.06 |
64.06 |
69.74 |
|
S3 |
58.38 |
61.74 |
69.22 |
|
S4 |
52.70 |
56.06 |
67.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.06 |
66.38 |
5.68 |
8.0% |
2.35 |
3.3% |
77% |
False |
False |
35,912 |
10 |
73.69 |
66.10 |
7.59 |
10.7% |
2.56 |
3.6% |
62% |
False |
False |
32,153 |
20 |
74.39 |
66.10 |
8.29 |
11.7% |
2.30 |
3.2% |
56% |
False |
False |
25,428 |
40 |
77.05 |
66.10 |
10.95 |
15.5% |
2.23 |
3.1% |
43% |
False |
False |
17,958 |
60 |
77.45 |
63.01 |
14.44 |
20.4% |
2.12 |
3.0% |
54% |
False |
False |
14,902 |
80 |
77.45 |
63.01 |
14.44 |
20.4% |
2.02 |
2.9% |
54% |
False |
False |
12,382 |
100 |
77.45 |
61.52 |
15.93 |
22.5% |
1.88 |
2.7% |
58% |
False |
False |
10,491 |
120 |
77.45 |
56.18 |
21.27 |
30.1% |
1.74 |
2.5% |
69% |
False |
False |
9,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.81 |
2.618 |
76.53 |
1.618 |
74.52 |
1.000 |
73.28 |
0.618 |
72.51 |
HIGH |
71.27 |
0.618 |
70.50 |
0.500 |
70.27 |
0.382 |
70.03 |
LOW |
69.26 |
0.618 |
68.02 |
1.000 |
67.25 |
1.618 |
66.01 |
2.618 |
64.00 |
4.250 |
60.72 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
70.61 |
70.37 |
PP |
70.44 |
69.96 |
S1 |
70.27 |
69.56 |
|