NYMEX Light Sweet Crude Oil Future February 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 |
71.28 |
71.43 |
0.15 |
0.2% |
67.88 |
High |
72.50 |
71.56 |
-0.94 |
-1.3% |
72.50 |
Low |
70.38 |
69.85 |
-0.53 |
-0.8% |
66.89 |
Close |
72.07 |
71.23 |
-0.84 |
-1.2% |
71.23 |
Range |
2.12 |
1.71 |
-0.41 |
-19.3% |
5.61 |
ATR |
2.10 |
2.11 |
0.01 |
0.4% |
0.00 |
Volume |
13,223 |
13,489 |
266 |
2.0% |
57,855 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.01 |
75.33 |
72.17 |
|
R3 |
74.30 |
73.62 |
71.70 |
|
R2 |
72.59 |
72.59 |
71.54 |
|
R1 |
71.91 |
71.91 |
71.39 |
71.40 |
PP |
70.88 |
70.88 |
70.88 |
70.62 |
S1 |
70.20 |
70.20 |
71.07 |
69.69 |
S2 |
69.17 |
69.17 |
70.92 |
|
S3 |
67.46 |
68.49 |
70.76 |
|
S4 |
65.75 |
66.78 |
70.29 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.04 |
84.74 |
74.32 |
|
R3 |
81.43 |
79.13 |
72.77 |
|
R2 |
75.82 |
75.82 |
72.26 |
|
R1 |
73.52 |
73.52 |
71.74 |
74.67 |
PP |
70.21 |
70.21 |
70.21 |
70.78 |
S1 |
67.91 |
67.91 |
70.72 |
69.06 |
S2 |
64.60 |
64.60 |
70.20 |
|
S3 |
58.99 |
62.30 |
69.69 |
|
S4 |
53.38 |
56.69 |
68.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.50 |
66.89 |
5.61 |
7.9% |
2.21 |
3.1% |
77% |
False |
False |
11,571 |
10 |
74.16 |
66.82 |
7.34 |
10.3% |
2.31 |
3.2% |
60% |
False |
False |
10,604 |
20 |
74.79 |
66.82 |
7.97 |
11.2% |
1.98 |
2.8% |
55% |
False |
False |
8,647 |
40 |
78.00 |
66.82 |
11.18 |
15.7% |
1.84 |
2.6% |
39% |
False |
False |
6,884 |
60 |
78.00 |
63.61 |
14.39 |
20.2% |
1.67 |
2.3% |
53% |
False |
False |
6,213 |
80 |
78.00 |
63.61 |
14.39 |
20.2% |
1.49 |
2.1% |
53% |
False |
False |
5,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.83 |
2.618 |
76.04 |
1.618 |
74.33 |
1.000 |
73.27 |
0.618 |
72.62 |
HIGH |
71.56 |
0.618 |
70.91 |
0.500 |
70.71 |
0.382 |
70.50 |
LOW |
69.85 |
0.618 |
68.79 |
1.000 |
68.14 |
1.618 |
67.08 |
2.618 |
65.37 |
4.250 |
62.58 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
71.06 |
70.86 |
PP |
70.88 |
70.49 |
S1 |
70.71 |
70.13 |
|