NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
68.27 |
68.63 |
0.36 |
0.5% |
73.08 |
| High |
69.25 |
69.21 |
-0.04 |
-0.1% |
73.81 |
| Low |
67.60 |
68.01 |
0.41 |
0.6% |
67.46 |
| Close |
68.70 |
68.59 |
-0.11 |
-0.2% |
67.99 |
| Range |
1.65 |
1.20 |
-0.45 |
-27.3% |
6.35 |
| ATR |
1.98 |
1.93 |
-0.06 |
-2.8% |
0.00 |
| Volume |
10,858 |
4,983 |
-5,875 |
-54.1% |
33,017 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.20 |
71.60 |
69.25 |
|
| R3 |
71.00 |
70.40 |
68.92 |
|
| R2 |
69.80 |
69.80 |
68.81 |
|
| R1 |
69.20 |
69.20 |
68.70 |
68.90 |
| PP |
68.60 |
68.60 |
68.60 |
68.46 |
| S1 |
68.00 |
68.00 |
68.48 |
67.70 |
| S2 |
67.40 |
67.40 |
68.37 |
|
| S3 |
66.20 |
66.80 |
68.26 |
|
| S4 |
65.00 |
65.60 |
67.93 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.52 |
67.46 |
6.06 |
8.8% |
1.98 |
2.9% |
19% |
False |
False |
7,507 |
| 10 |
75.05 |
67.46 |
7.59 |
11.1% |
1.66 |
2.4% |
15% |
False |
False |
6,741 |
| 20 |
75.05 |
67.46 |
7.59 |
11.1% |
1.80 |
2.6% |
15% |
False |
False |
6,462 |
| 40 |
78.75 |
67.46 |
11.29 |
16.5% |
1.75 |
2.6% |
10% |
False |
False |
5,252 |
| 60 |
78.75 |
64.26 |
14.49 |
21.1% |
1.60 |
2.3% |
30% |
False |
False |
4,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.31 |
|
2.618 |
72.35 |
|
1.618 |
71.15 |
|
1.000 |
70.41 |
|
0.618 |
69.95 |
|
HIGH |
69.21 |
|
0.618 |
68.75 |
|
0.500 |
68.61 |
|
0.382 |
68.47 |
|
LOW |
68.01 |
|
0.618 |
67.27 |
|
1.000 |
66.81 |
|
1.618 |
66.07 |
|
2.618 |
64.87 |
|
4.250 |
62.91 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.61 |
68.51 |
| PP |
68.60 |
68.43 |
| S1 |
68.60 |
68.36 |
|