NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
73.08 |
72.65 |
-0.43 |
-0.6% |
70.95 |
High |
73.08 |
73.81 |
0.73 |
1.0% |
75.05 |
Low |
71.50 |
72.65 |
1.15 |
1.6% |
70.95 |
Close |
71.94 |
73.62 |
1.68 |
2.3% |
74.62 |
Range |
1.58 |
1.16 |
-0.42 |
-26.6% |
4.10 |
ATR |
1.90 |
1.90 |
0.00 |
-0.1% |
0.00 |
Volume |
4,173 |
7,146 |
2,973 |
71.2% |
31,971 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.84 |
76.39 |
74.26 |
|
R3 |
75.68 |
75.23 |
73.94 |
|
R2 |
74.52 |
74.52 |
73.83 |
|
R1 |
74.07 |
74.07 |
73.73 |
74.30 |
PP |
73.36 |
73.36 |
73.36 |
73.47 |
S1 |
72.91 |
72.91 |
73.51 |
73.14 |
S2 |
72.20 |
72.20 |
73.41 |
|
S3 |
71.04 |
71.75 |
73.30 |
|
S4 |
69.88 |
70.59 |
72.98 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.84 |
84.33 |
76.88 |
|
R3 |
81.74 |
80.23 |
75.75 |
|
R2 |
77.64 |
77.64 |
75.37 |
|
R1 |
76.13 |
76.13 |
75.00 |
76.89 |
PP |
73.54 |
73.54 |
73.54 |
73.92 |
S1 |
72.03 |
72.03 |
74.24 |
72.79 |
S2 |
69.44 |
69.44 |
73.87 |
|
S3 |
65.34 |
67.93 |
73.49 |
|
S4 |
61.24 |
63.83 |
72.37 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.74 |
2.618 |
76.85 |
1.618 |
75.69 |
1.000 |
74.97 |
0.618 |
74.53 |
HIGH |
73.81 |
0.618 |
73.37 |
0.500 |
73.23 |
0.382 |
73.09 |
LOW |
72.65 |
0.618 |
71.93 |
1.000 |
71.49 |
1.618 |
70.77 |
2.618 |
69.61 |
4.250 |
67.72 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
73.49 |
73.51 |
PP |
73.36 |
73.39 |
S1 |
73.23 |
73.28 |
|