NYMEX Light Sweet Crude Oil Future April 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 |
71.59 |
69.11 |
-2.48 |
-3.5% |
72.33 |
High |
71.59 |
69.48 |
-2.11 |
-2.9% |
74.16 |
Low |
68.66 |
68.38 |
-0.28 |
-0.4% |
68.38 |
Close |
68.77 |
68.62 |
-0.15 |
-0.2% |
68.62 |
Range |
2.93 |
1.10 |
-1.83 |
-62.5% |
5.78 |
ATR |
1.64 |
1.60 |
-0.04 |
-2.3% |
0.00 |
Volume |
3,980 |
7,451 |
3,471 |
87.2% |
20,326 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.13 |
71.47 |
69.23 |
|
R3 |
71.03 |
70.37 |
68.92 |
|
R2 |
69.93 |
69.93 |
68.82 |
|
R1 |
69.27 |
69.27 |
68.72 |
69.05 |
PP |
68.83 |
68.83 |
68.83 |
68.72 |
S1 |
68.17 |
68.17 |
68.52 |
67.95 |
S2 |
67.73 |
67.73 |
68.42 |
|
S3 |
66.63 |
67.07 |
68.32 |
|
S4 |
65.53 |
65.97 |
68.02 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.73 |
83.95 |
71.80 |
|
R3 |
81.95 |
78.17 |
70.21 |
|
R2 |
76.17 |
76.17 |
69.68 |
|
R1 |
72.39 |
72.39 |
69.15 |
71.39 |
PP |
70.39 |
70.39 |
70.39 |
69.89 |
S1 |
66.61 |
66.61 |
68.09 |
65.61 |
S2 |
64.61 |
64.61 |
67.56 |
|
S3 |
58.83 |
60.83 |
67.03 |
|
S4 |
53.05 |
55.05 |
65.44 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.16 |
2.618 |
72.36 |
1.618 |
71.26 |
1.000 |
70.58 |
0.618 |
70.16 |
HIGH |
69.48 |
0.618 |
69.06 |
0.500 |
68.93 |
0.382 |
68.80 |
LOW |
68.38 |
0.618 |
67.70 |
1.000 |
67.28 |
1.618 |
66.60 |
2.618 |
65.50 |
4.250 |
63.71 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
68.93 |
71.14 |
PP |
68.83 |
70.30 |
S1 |
68.72 |
69.46 |
|