NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
71.90 |
70.60 |
-1.30 |
-1.8% |
67.00 |
High |
72.30 |
73.42 |
1.12 |
1.5% |
72.06 |
Low |
69.65 |
70.07 |
0.42 |
0.6% |
66.38 |
Close |
70.34 |
72.72 |
2.38 |
3.4% |
70.78 |
Range |
2.65 |
3.35 |
0.70 |
26.4% |
5.68 |
ATR |
2.37 |
2.44 |
0.07 |
3.0% |
0.00 |
Volume |
59,996 |
48,748 |
-11,248 |
-18.7% |
179,564 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.12 |
80.77 |
74.56 |
|
R3 |
78.77 |
77.42 |
73.64 |
|
R2 |
75.42 |
75.42 |
73.33 |
|
R1 |
74.07 |
74.07 |
73.03 |
74.75 |
PP |
72.07 |
72.07 |
72.07 |
72.41 |
S1 |
70.72 |
70.72 |
72.41 |
71.40 |
S2 |
68.72 |
68.72 |
72.11 |
|
S3 |
65.37 |
67.37 |
71.80 |
|
S4 |
62.02 |
64.02 |
70.88 |
|
|
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 |
73.42 |
68.71 |
4.71 |
6.5% |
2.56 |
3.5% |
85% |
True |
False |
45,517 |
10 |
73.42 |
66.10 |
7.32 |
10.1% |
2.43 |
3.3% |
90% |
True |
False |
41,969 |
20 |
74.39 |
66.10 |
8.29 |
11.4% |
2.42 |
3.3% |
80% |
False |
False |
31,612 |
40 |
76.69 |
66.10 |
10.59 |
14.6% |
2.34 |
3.2% |
63% |
False |
False |
21,928 |
60 |
77.45 |
65.94 |
11.51 |
15.8% |
2.19 |
3.0% |
59% |
False |
False |
17,640 |
80 |
77.45 |
63.01 |
14.44 |
19.9% |
2.08 |
2.9% |
67% |
False |
False |
14,568 |
100 |
77.45 |
63.01 |
14.44 |
19.9% |
1.92 |
2.6% |
67% |
False |
False |
12,309 |
120 |
77.45 |
56.18 |
21.27 |
29.2% |
1.81 |
2.5% |
78% |
False |
False |
10,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.66 |
2.618 |
82.19 |
1.618 |
78.84 |
1.000 |
76.77 |
0.618 |
75.49 |
HIGH |
73.42 |
0.618 |
72.14 |
0.500 |
71.75 |
0.382 |
71.35 |
LOW |
70.07 |
0.618 |
68.00 |
1.000 |
66.72 |
1.618 |
64.65 |
2.618 |
61.30 |
4.250 |
55.83 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
72.40 |
72.33 |
PP |
72.07 |
71.93 |
S1 |
71.75 |
71.54 |
|