NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
73.97 |
70.95 |
-3.02 |
-4.1% |
71.10 |
High |
74.72 |
71.77 |
-2.95 |
-3.9% |
74.72 |
Low |
70.91 |
70.95 |
0.04 |
0.1% |
70.78 |
Close |
71.65 |
71.48 |
-0.17 |
-0.2% |
71.65 |
Range |
3.81 |
0.82 |
-2.99 |
-78.5% |
3.94 |
ATR |
2.00 |
1.92 |
-0.08 |
-4.2% |
0.00 |
Volume |
5,761 |
8,229 |
2,468 |
42.8% |
27,697 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.86 |
73.49 |
71.93 |
|
R3 |
73.04 |
72.67 |
71.71 |
|
R2 |
72.22 |
72.22 |
71.63 |
|
R1 |
71.85 |
71.85 |
71.56 |
72.04 |
PP |
71.40 |
71.40 |
71.40 |
71.49 |
S1 |
71.03 |
71.03 |
71.40 |
71.22 |
S2 |
70.58 |
70.58 |
71.33 |
|
S3 |
69.76 |
70.21 |
71.25 |
|
S4 |
68.94 |
69.39 |
71.03 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.20 |
81.87 |
73.82 |
|
R3 |
80.26 |
77.93 |
72.73 |
|
R2 |
76.32 |
76.32 |
72.37 |
|
R1 |
73.99 |
73.99 |
72.01 |
75.16 |
PP |
72.38 |
72.38 |
72.38 |
72.97 |
S1 |
70.05 |
70.05 |
71.29 |
71.22 |
S2 |
68.44 |
68.44 |
70.93 |
|
S3 |
64.50 |
66.11 |
70.57 |
|
S4 |
60.56 |
62.17 |
69.48 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.26 |
2.618 |
73.92 |
1.618 |
73.10 |
1.000 |
72.59 |
0.618 |
72.28 |
HIGH |
71.77 |
0.618 |
71.46 |
0.500 |
71.36 |
0.382 |
71.26 |
LOW |
70.95 |
0.618 |
70.44 |
1.000 |
70.13 |
1.618 |
69.62 |
2.618 |
68.80 |
4.250 |
67.47 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
71.44 |
72.82 |
PP |
71.40 |
72.37 |
S1 |
71.36 |
71.93 |
|