NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
70.63 |
68.15 |
-2.48 |
-3.5% |
73.08 |
High |
70.88 |
68.63 |
-2.25 |
-3.2% |
73.81 |
Low |
68.01 |
67.46 |
-0.55 |
-0.8% |
67.46 |
Close |
68.12 |
67.99 |
-0.13 |
-0.2% |
67.99 |
Range |
2.87 |
1.17 |
-1.70 |
-59.2% |
6.35 |
ATR |
2.07 |
2.01 |
-0.06 |
-3.1% |
0.00 |
Volume |
7,060 |
11,229 |
4,169 |
59.1% |
33,017 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.54 |
70.93 |
68.63 |
|
R3 |
70.37 |
69.76 |
68.31 |
|
R2 |
69.20 |
69.20 |
68.20 |
|
R1 |
68.59 |
68.59 |
68.10 |
68.31 |
PP |
68.03 |
68.03 |
68.03 |
67.89 |
S1 |
67.42 |
67.42 |
67.88 |
67.14 |
S2 |
66.86 |
66.86 |
67.78 |
|
S3 |
65.69 |
66.25 |
67.67 |
|
S4 |
64.52 |
65.08 |
67.35 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.80 |
84.75 |
71.48 |
|
R3 |
82.45 |
78.40 |
69.74 |
|
R2 |
76.10 |
76.10 |
69.15 |
|
R1 |
72.05 |
72.05 |
68.57 |
70.90 |
PP |
69.75 |
69.75 |
69.75 |
69.18 |
S1 |
65.70 |
65.70 |
67.41 |
64.55 |
S2 |
63.40 |
63.40 |
66.83 |
|
S3 |
57.05 |
59.35 |
66.24 |
|
S4 |
50.70 |
53.00 |
64.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.60 |
2.618 |
71.69 |
1.618 |
70.52 |
1.000 |
69.80 |
0.618 |
69.35 |
HIGH |
68.63 |
0.618 |
68.18 |
0.500 |
68.05 |
0.382 |
67.91 |
LOW |
67.46 |
0.618 |
66.74 |
1.000 |
66.29 |
1.618 |
65.57 |
2.618 |
64.40 |
4.250 |
62.49 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
68.05 |
70.49 |
PP |
68.03 |
69.66 |
S1 |
68.01 |
68.82 |
|