NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
75.10 |
72.33 |
-2.77 |
-3.7% |
72.16 |
High |
75.17 |
72.53 |
-2.64 |
-3.5% |
75.49 |
Low |
74.90 |
72.13 |
-2.77 |
-3.7% |
71.76 |
Close |
75.10 |
72.44 |
-2.66 |
-3.5% |
75.10 |
Range |
0.27 |
0.40 |
0.13 |
48.1% |
3.73 |
ATR |
1.30 |
1.42 |
0.12 |
9.2% |
0.00 |
Volume |
2,227 |
2,354 |
127 |
5.7% |
12,755 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.57 |
73.40 |
72.66 |
|
R3 |
73.17 |
73.00 |
72.55 |
|
R2 |
72.77 |
72.77 |
72.51 |
|
R1 |
72.60 |
72.60 |
72.48 |
72.69 |
PP |
72.37 |
72.37 |
72.37 |
72.41 |
S1 |
72.20 |
72.20 |
72.40 |
72.29 |
S2 |
71.97 |
71.97 |
72.37 |
|
S3 |
71.57 |
71.80 |
72.33 |
|
S4 |
71.17 |
71.40 |
72.22 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.31 |
83.93 |
77.15 |
|
R3 |
81.58 |
80.20 |
76.13 |
|
R2 |
77.85 |
77.85 |
75.78 |
|
R1 |
76.47 |
76.47 |
75.44 |
77.16 |
PP |
74.12 |
74.12 |
74.12 |
74.46 |
S1 |
72.74 |
72.74 |
74.76 |
73.43 |
S2 |
70.39 |
70.39 |
74.42 |
|
S3 |
66.66 |
69.01 |
74.07 |
|
S4 |
62.93 |
65.28 |
73.05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.23 |
2.618 |
73.58 |
1.618 |
73.18 |
1.000 |
72.93 |
0.618 |
72.78 |
HIGH |
72.53 |
0.618 |
72.38 |
0.500 |
72.33 |
0.382 |
72.28 |
LOW |
72.13 |
0.618 |
71.88 |
1.000 |
71.73 |
1.618 |
71.48 |
2.618 |
71.08 |
4.250 |
70.43 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.40 |
73.81 |
PP |
72.37 |
73.35 |
S1 |
72.33 |
72.90 |
|