NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
71.95 |
71.73 |
-0.22 |
-0.3% |
68.40 |
High |
72.21 |
72.56 |
0.35 |
0.5% |
73.37 |
Low |
70.82 |
70.45 |
-0.37 |
-0.5% |
68.40 |
Close |
72.17 |
72.24 |
0.07 |
0.1% |
72.17 |
Range |
1.39 |
2.11 |
0.72 |
51.8% |
4.97 |
ATR |
1.68 |
1.71 |
0.03 |
1.8% |
0.00 |
Volume |
6,108 |
5,527 |
-581 |
-9.5% |
27,038 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.08 |
77.27 |
73.40 |
|
R3 |
75.97 |
75.16 |
72.82 |
|
R2 |
73.86 |
73.86 |
72.63 |
|
R1 |
73.05 |
73.05 |
72.43 |
73.46 |
PP |
71.75 |
71.75 |
71.75 |
71.95 |
S1 |
70.94 |
70.94 |
72.05 |
71.35 |
S2 |
69.64 |
69.64 |
71.85 |
|
S3 |
67.53 |
68.83 |
71.66 |
|
S4 |
65.42 |
66.72 |
71.08 |
|
|
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 |
68.94 |
4.43 |
6.1% |
1.79 |
2.5% |
74% |
False |
False |
4,917 |
10 |
74.16 |
68.38 |
5.78 |
8.0% |
1.79 |
2.5% |
67% |
False |
False |
5,053 |
20 |
75.49 |
68.38 |
7.11 |
9.8% |
1.41 |
1.9% |
54% |
False |
False |
3,768 |
40 |
78.20 |
68.38 |
9.82 |
13.6% |
1.21 |
1.7% |
39% |
False |
False |
3,022 |
60 |
79.10 |
65.05 |
14.05 |
19.4% |
1.07 |
1.5% |
51% |
False |
False |
2,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.53 |
2.618 |
78.08 |
1.618 |
75.97 |
1.000 |
74.67 |
0.618 |
73.86 |
HIGH |
72.56 |
0.618 |
71.75 |
0.500 |
71.51 |
0.382 |
71.26 |
LOW |
70.45 |
0.618 |
69.15 |
1.000 |
68.34 |
1.618 |
67.04 |
2.618 |
64.93 |
4.250 |
61.48 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
72.00 |
72.13 |
PP |
71.75 |
72.02 |
S1 |
71.51 |
71.91 |
|