NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
69.05 |
71.81 |
2.76 |
4.0% |
73.08 |
High |
72.32 |
72.63 |
0.31 |
0.4% |
73.81 |
Low |
68.28 |
71.11 |
2.83 |
4.1% |
67.46 |
Close |
72.22 |
72.57 |
0.35 |
0.5% |
67.99 |
Range |
4.04 |
1.52 |
-2.52 |
-62.4% |
6.35 |
ATR |
2.08 |
2.04 |
-0.04 |
-1.9% |
0.00 |
Volume |
8,084 |
10,036 |
1,952 |
24.1% |
33,017 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.66 |
76.14 |
73.41 |
|
R3 |
75.14 |
74.62 |
72.99 |
|
R2 |
73.62 |
73.62 |
72.85 |
|
R1 |
73.10 |
73.10 |
72.71 |
73.36 |
PP |
72.10 |
72.10 |
72.10 |
72.24 |
S1 |
71.58 |
71.58 |
72.43 |
71.84 |
S2 |
70.58 |
70.58 |
72.29 |
|
S3 |
69.06 |
70.06 |
72.15 |
|
S4 |
67.54 |
68.54 |
71.73 |
|
|
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 |
72.63 |
67.46 |
5.17 |
7.1% |
1.92 |
2.6% |
99% |
True |
False |
9,038 |
10 |
75.05 |
67.46 |
7.59 |
10.5% |
1.90 |
2.6% |
67% |
False |
False |
7,423 |
20 |
75.05 |
67.46 |
7.59 |
10.5% |
1.87 |
2.6% |
67% |
False |
False |
6,967 |
40 |
78.75 |
67.46 |
11.29 |
15.6% |
1.82 |
2.5% |
45% |
False |
False |
5,436 |
60 |
78.75 |
64.26 |
14.49 |
20.0% |
1.66 |
2.3% |
57% |
False |
False |
4,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.09 |
2.618 |
76.61 |
1.618 |
75.09 |
1.000 |
74.15 |
0.618 |
73.57 |
HIGH |
72.63 |
0.618 |
72.05 |
0.500 |
71.87 |
0.382 |
71.69 |
LOW |
71.11 |
0.618 |
70.17 |
1.000 |
69.59 |
1.618 |
68.65 |
2.618 |
67.13 |
4.250 |
64.65 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
72.34 |
71.82 |
PP |
72.10 |
71.07 |
S1 |
71.87 |
70.32 |
|