NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
73.12 |
72.52 |
-0.60 |
-0.8% |
68.40 |
High |
73.12 |
74.60 |
1.48 |
2.0% |
73.37 |
Low |
71.19 |
71.85 |
0.66 |
0.9% |
68.40 |
Close |
71.66 |
74.22 |
2.56 |
3.6% |
72.17 |
Range |
1.93 |
2.75 |
0.82 |
42.5% |
4.97 |
ATR |
1.71 |
1.79 |
0.09 |
5.2% |
0.00 |
Volume |
3,387 |
3,387 |
0 |
0.0% |
27,038 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.81 |
80.76 |
75.73 |
|
R3 |
79.06 |
78.01 |
74.98 |
|
R2 |
76.31 |
76.31 |
74.72 |
|
R1 |
75.26 |
75.26 |
74.47 |
75.79 |
PP |
73.56 |
73.56 |
73.56 |
73.82 |
S1 |
72.51 |
72.51 |
73.97 |
73.04 |
S2 |
70.81 |
70.81 |
73.72 |
|
S3 |
68.06 |
69.76 |
73.46 |
|
S4 |
65.31 |
67.01 |
72.71 |
|
|
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 |
74.60 |
70.45 |
4.15 |
5.6% |
1.87 |
2.5% |
91% |
True |
False |
4,359 |
10 |
74.60 |
68.38 |
6.22 |
8.4% |
1.69 |
2.3% |
94% |
True |
False |
5,017 |
20 |
75.49 |
68.38 |
7.11 |
9.6% |
1.55 |
2.1% |
82% |
False |
False |
3,932 |
40 |
78.20 |
68.38 |
9.82 |
13.2% |
1.28 |
1.7% |
59% |
False |
False |
3,160 |
60 |
79.10 |
68.16 |
10.94 |
14.7% |
1.15 |
1.6% |
55% |
False |
False |
2,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.29 |
2.618 |
81.80 |
1.618 |
79.05 |
1.000 |
77.35 |
0.618 |
76.30 |
HIGH |
74.60 |
0.618 |
73.55 |
0.500 |
73.23 |
0.382 |
72.90 |
LOW |
71.85 |
0.618 |
70.15 |
1.000 |
69.10 |
1.618 |
67.40 |
2.618 |
64.65 |
4.250 |
60.16 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
73.89 |
73.78 |
PP |
73.56 |
73.34 |
S1 |
73.23 |
72.90 |
|