NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
70.40 |
70.72 |
0.32 |
0.5% |
67.00 |
High |
71.50 |
72.55 |
1.05 |
1.5% |
72.06 |
Low |
68.71 |
70.55 |
1.84 |
2.7% |
66.38 |
Close |
70.98 |
71.52 |
0.54 |
0.8% |
70.78 |
Range |
2.79 |
2.00 |
-0.79 |
-28.3% |
5.68 |
ATR |
2.37 |
2.34 |
-0.03 |
-1.1% |
0.00 |
Volume |
31,378 |
48,748 |
17,370 |
55.4% |
179,564 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.54 |
76.53 |
72.62 |
|
R3 |
75.54 |
74.53 |
72.07 |
|
R2 |
73.54 |
73.54 |
71.89 |
|
R1 |
72.53 |
72.53 |
71.70 |
73.04 |
PP |
71.54 |
71.54 |
71.54 |
71.79 |
S1 |
70.53 |
70.53 |
71.34 |
71.04 |
S2 |
69.54 |
69.54 |
71.15 |
|
S3 |
67.54 |
68.53 |
70.97 |
|
S4 |
65.54 |
66.53 |
70.42 |
|
|
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 |
72.55 |
67.05 |
5.50 |
7.7% |
2.65 |
3.7% |
81% |
True |
False |
37,724 |
10 |
72.66 |
66.10 |
6.56 |
9.2% |
2.48 |
3.5% |
83% |
False |
False |
37,079 |
20 |
74.39 |
66.10 |
8.29 |
11.6% |
2.28 |
3.2% |
65% |
False |
False |
28,149 |
40 |
76.69 |
66.10 |
10.59 |
14.8% |
2.27 |
3.2% |
51% |
False |
False |
19,542 |
60 |
77.45 |
63.75 |
13.70 |
19.2% |
2.15 |
3.0% |
57% |
False |
False |
16,042 |
80 |
77.45 |
63.01 |
14.44 |
20.2% |
2.06 |
2.9% |
59% |
False |
False |
13,287 |
100 |
77.45 |
61.52 |
15.93 |
22.3% |
1.90 |
2.7% |
63% |
False |
False |
11,257 |
120 |
77.45 |
56.18 |
21.27 |
29.7% |
1.78 |
2.5% |
72% |
False |
False |
9,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.05 |
2.618 |
77.79 |
1.618 |
75.79 |
1.000 |
74.55 |
0.618 |
73.79 |
HIGH |
72.55 |
0.618 |
71.79 |
0.500 |
71.55 |
0.382 |
71.31 |
LOW |
70.55 |
0.618 |
69.31 |
1.000 |
68.55 |
1.618 |
67.31 |
2.618 |
65.31 |
4.250 |
62.05 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
71.55 |
71.22 |
PP |
71.54 |
70.93 |
S1 |
71.53 |
70.63 |
|