NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
71.37 |
73.45 |
2.08 |
2.9% |
71.13 |
High |
74.26 |
74.21 |
-0.05 |
-0.1% |
74.26 |
Low |
71.20 |
72.80 |
1.60 |
2.2% |
69.77 |
Close |
73.76 |
73.93 |
0.17 |
0.2% |
73.93 |
Range |
3.06 |
1.41 |
-1.65 |
-53.9% |
4.49 |
ATR |
2.12 |
2.07 |
-0.05 |
-2.4% |
0.00 |
Volume |
10,642 |
10,755 |
113 |
1.1% |
52,513 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.88 |
77.31 |
74.71 |
|
R3 |
76.47 |
75.90 |
74.32 |
|
R2 |
75.06 |
75.06 |
74.19 |
|
R1 |
74.49 |
74.49 |
74.06 |
74.78 |
PP |
73.65 |
73.65 |
73.65 |
73.79 |
S1 |
73.08 |
73.08 |
73.80 |
73.37 |
S2 |
72.24 |
72.24 |
73.67 |
|
S3 |
70.83 |
71.67 |
73.54 |
|
S4 |
69.42 |
70.26 |
73.15 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.12 |
84.52 |
76.40 |
|
R3 |
81.63 |
80.03 |
75.16 |
|
R2 |
77.14 |
77.14 |
74.75 |
|
R1 |
75.54 |
75.54 |
74.34 |
76.34 |
PP |
72.65 |
72.65 |
72.65 |
73.06 |
S1 |
71.05 |
71.05 |
73.52 |
71.85 |
S2 |
68.16 |
68.16 |
73.11 |
|
S3 |
63.67 |
66.56 |
72.70 |
|
S4 |
59.18 |
62.07 |
71.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.26 |
69.77 |
4.49 |
6.1% |
2.08 |
2.8% |
93% |
False |
False |
10,502 |
10 |
74.26 |
67.60 |
6.66 |
9.0% |
2.08 |
2.8% |
95% |
False |
False |
9,393 |
20 |
75.05 |
67.46 |
7.59 |
10.3% |
1.88 |
2.5% |
85% |
False |
False |
7,946 |
40 |
77.78 |
67.46 |
10.32 |
14.0% |
1.95 |
2.6% |
63% |
False |
False |
6,510 |
60 |
78.75 |
67.46 |
11.29 |
15.3% |
1.75 |
2.4% |
57% |
False |
False |
5,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.20 |
2.618 |
77.90 |
1.618 |
76.49 |
1.000 |
75.62 |
0.618 |
75.08 |
HIGH |
74.21 |
0.618 |
73.67 |
0.500 |
73.51 |
0.382 |
73.34 |
LOW |
72.80 |
0.618 |
71.93 |
1.000 |
71.39 |
1.618 |
70.52 |
2.618 |
69.11 |
4.250 |
66.81 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
73.79 |
73.46 |
PP |
73.65 |
72.98 |
S1 |
73.51 |
72.51 |
|