NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
73.11 |
73.12 |
0.01 |
0.0% |
68.40 |
High |
73.68 |
73.12 |
-0.56 |
-0.8% |
73.37 |
Low |
72.51 |
71.19 |
-1.32 |
-1.8% |
68.40 |
Close |
72.74 |
71.66 |
-1.08 |
-1.5% |
72.17 |
Range |
1.17 |
1.93 |
0.76 |
65.0% |
4.97 |
ATR |
1.69 |
1.71 |
0.02 |
1.0% |
0.00 |
Volume |
3,387 |
3,387 |
0 |
0.0% |
27,038 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.78 |
76.65 |
72.72 |
|
R3 |
75.85 |
74.72 |
72.19 |
|
R2 |
73.92 |
73.92 |
72.01 |
|
R1 |
72.79 |
72.79 |
71.84 |
72.39 |
PP |
71.99 |
71.99 |
71.99 |
71.79 |
S1 |
70.86 |
70.86 |
71.48 |
70.46 |
S2 |
70.06 |
70.06 |
71.31 |
|
S3 |
68.13 |
68.93 |
71.13 |
|
S4 |
66.20 |
67.00 |
70.60 |
|
|
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 |
73.68 |
70.45 |
3.23 |
4.5% |
1.60 |
2.2% |
37% |
False |
False |
4,835 |
10 |
73.68 |
68.38 |
5.30 |
7.4% |
1.71 |
2.4% |
62% |
False |
False |
5,077 |
20 |
75.49 |
68.38 |
7.11 |
9.9% |
1.46 |
2.0% |
46% |
False |
False |
3,955 |
40 |
78.20 |
68.38 |
9.82 |
13.7% |
1.23 |
1.7% |
33% |
False |
False |
3,128 |
60 |
79.10 |
67.19 |
11.91 |
16.6% |
1.12 |
1.6% |
38% |
False |
False |
2,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.32 |
2.618 |
78.17 |
1.618 |
76.24 |
1.000 |
75.05 |
0.618 |
74.31 |
HIGH |
73.12 |
0.618 |
72.38 |
0.500 |
72.16 |
0.382 |
71.93 |
LOW |
71.19 |
0.618 |
70.00 |
1.000 |
69.26 |
1.618 |
68.07 |
2.618 |
66.14 |
4.250 |
62.99 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
72.16 |
72.07 |
PP |
71.99 |
71.93 |
S1 |
71.83 |
71.80 |
|