NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
72.55 |
71.95 |
-0.60 |
-0.8% |
68.40 |
High |
73.37 |
72.21 |
-1.16 |
-1.6% |
73.37 |
Low |
71.97 |
70.82 |
-1.15 |
-1.6% |
68.40 |
Close |
73.10 |
72.17 |
-0.93 |
-1.3% |
72.17 |
Range |
1.40 |
1.39 |
-0.01 |
-0.7% |
4.97 |
ATR |
1.63 |
1.68 |
0.05 |
2.8% |
0.00 |
Volume |
5,770 |
6,108 |
338 |
5.9% |
27,038 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.90 |
75.43 |
72.93 |
|
R3 |
74.51 |
74.04 |
72.55 |
|
R2 |
73.12 |
73.12 |
72.42 |
|
R1 |
72.65 |
72.65 |
72.30 |
72.89 |
PP |
71.73 |
71.73 |
71.73 |
71.85 |
S1 |
71.26 |
71.26 |
72.04 |
71.50 |
S2 |
70.34 |
70.34 |
71.92 |
|
S3 |
68.95 |
69.87 |
71.79 |
|
S4 |
67.56 |
68.48 |
71.41 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.22 |
84.17 |
74.90 |
|
R3 |
81.25 |
79.20 |
73.54 |
|
R2 |
76.28 |
76.28 |
73.08 |
|
R1 |
74.23 |
74.23 |
72.63 |
75.26 |
PP |
71.31 |
71.31 |
71.31 |
71.83 |
S1 |
69.26 |
69.26 |
71.71 |
70.29 |
S2 |
66.34 |
66.34 |
71.26 |
|
S3 |
61.37 |
64.29 |
70.80 |
|
S4 |
56.40 |
59.32 |
69.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.37 |
68.40 |
4.97 |
6.9% |
1.56 |
2.2% |
76% |
False |
False |
5,407 |
10 |
74.16 |
68.38 |
5.78 |
8.0% |
1.62 |
2.2% |
66% |
False |
False |
4,736 |
20 |
75.49 |
68.38 |
7.11 |
9.9% |
1.30 |
1.8% |
53% |
False |
False |
3,613 |
40 |
78.37 |
68.38 |
9.99 |
13.8% |
1.18 |
1.6% |
38% |
False |
False |
2,930 |
60 |
79.10 |
65.05 |
14.05 |
19.5% |
1.05 |
1.5% |
51% |
False |
False |
2,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.12 |
2.618 |
75.85 |
1.618 |
74.46 |
1.000 |
73.60 |
0.618 |
73.07 |
HIGH |
72.21 |
0.618 |
71.68 |
0.500 |
71.52 |
0.382 |
71.35 |
LOW |
70.82 |
0.618 |
69.96 |
1.000 |
69.43 |
1.618 |
68.57 |
2.618 |
67.18 |
4.250 |
64.91 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
71.95 |
71.93 |
PP |
71.73 |
71.70 |
S1 |
71.52 |
71.46 |
|