NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.34 |
74.49 |
2.15 |
3.0% |
71.10 |
| High |
74.59 |
74.99 |
0.40 |
0.5% |
74.72 |
| Low |
72.34 |
74.07 |
1.73 |
2.4% |
70.78 |
| Close |
74.54 |
74.87 |
0.33 |
0.4% |
71.65 |
| Range |
2.25 |
0.92 |
-1.33 |
-59.1% |
3.94 |
| ATR |
1.96 |
1.88 |
-0.07 |
-3.8% |
0.00 |
| Volume |
4,538 |
6,768 |
2,230 |
49.1% |
27,697 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.40 |
77.06 |
75.38 |
|
| R3 |
76.48 |
76.14 |
75.12 |
|
| R2 |
75.56 |
75.56 |
75.04 |
|
| R1 |
75.22 |
75.22 |
74.95 |
75.39 |
| PP |
74.64 |
74.64 |
74.64 |
74.73 |
| S1 |
74.30 |
74.30 |
74.79 |
74.47 |
| S2 |
73.72 |
73.72 |
74.70 |
|
| S3 |
72.80 |
73.38 |
74.62 |
|
| S4 |
71.88 |
72.46 |
74.36 |
|
|
| 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 |
78.90 |
|
2.618 |
77.40 |
|
1.618 |
76.48 |
|
1.000 |
75.91 |
|
0.618 |
75.56 |
|
HIGH |
74.99 |
|
0.618 |
74.64 |
|
0.500 |
74.53 |
|
0.382 |
74.42 |
|
LOW |
74.07 |
|
0.618 |
73.50 |
|
1.000 |
73.15 |
|
1.618 |
72.58 |
|
2.618 |
71.66 |
|
4.250 |
70.16 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.76 |
74.25 |
| PP |
74.64 |
73.64 |
| S1 |
74.53 |
73.02 |
|