NYMEX Light Sweet Crude Oil Future February 2010
Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
71.72 |
72.31 |
0.59 |
0.8% |
67.88 |
High |
72.93 |
72.67 |
-0.26 |
-0.4% |
72.50 |
Low |
71.44 |
70.26 |
-1.18 |
-1.7% |
66.89 |
Close |
71.92 |
70.80 |
-1.12 |
-1.6% |
71.23 |
Range |
1.49 |
2.41 |
0.92 |
61.7% |
5.61 |
ATR |
2.10 |
2.12 |
0.02 |
1.0% |
0.00 |
Volume |
18,398 |
18,398 |
0 |
0.0% |
57,855 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.47 |
77.05 |
72.13 |
|
R3 |
76.06 |
74.64 |
71.46 |
|
R2 |
73.65 |
73.65 |
71.24 |
|
R1 |
72.23 |
72.23 |
71.02 |
71.74 |
PP |
71.24 |
71.24 |
71.24 |
71.00 |
S1 |
69.82 |
69.82 |
70.58 |
69.33 |
S2 |
68.83 |
68.83 |
70.36 |
|
S3 |
66.42 |
67.41 |
70.14 |
|
S4 |
64.01 |
65.00 |
69.47 |
|
|
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 |
72.93 |
69.21 |
3.72 |
5.3% |
2.07 |
2.9% |
43% |
False |
False |
15,722 |
10 |
72.93 |
66.82 |
6.11 |
8.6% |
2.20 |
3.1% |
65% |
False |
False |
14,136 |
20 |
74.79 |
66.82 |
7.97 |
11.3% |
2.04 |
2.9% |
50% |
False |
False |
10,393 |
40 |
77.22 |
66.82 |
10.40 |
14.7% |
1.91 |
2.7% |
38% |
False |
False |
7,892 |
60 |
78.00 |
65.71 |
12.29 |
17.4% |
1.74 |
2.5% |
41% |
False |
False |
6,963 |
80 |
78.00 |
63.61 |
14.39 |
20.3% |
1.54 |
2.2% |
50% |
False |
False |
5,949 |
100 |
78.00 |
63.29 |
14.71 |
20.8% |
1.43 |
2.0% |
51% |
False |
False |
5,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.91 |
2.618 |
78.98 |
1.618 |
76.57 |
1.000 |
75.08 |
0.618 |
74.16 |
HIGH |
72.67 |
0.618 |
71.75 |
0.500 |
71.47 |
0.382 |
71.18 |
LOW |
70.26 |
0.618 |
68.77 |
1.000 |
67.85 |
1.618 |
66.36 |
2.618 |
63.95 |
4.250 |
60.02 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
71.47 |
71.07 |
PP |
71.24 |
70.98 |
S1 |
71.02 |
70.89 |
|