NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
72.52 |
73.58 |
1.06 |
1.5% |
71.73 |
High |
74.60 |
74.78 |
0.18 |
0.2% |
74.78 |
Low |
71.85 |
73.58 |
1.73 |
2.4% |
70.45 |
Close |
74.22 |
74.40 |
0.18 |
0.2% |
74.40 |
Range |
2.75 |
1.20 |
-1.55 |
-56.4% |
4.33 |
ATR |
1.79 |
1.75 |
-0.04 |
-2.4% |
0.00 |
Volume |
3,387 |
4,065 |
678 |
20.0% |
19,753 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.85 |
77.33 |
75.06 |
|
R3 |
76.65 |
76.13 |
74.73 |
|
R2 |
75.45 |
75.45 |
74.62 |
|
R1 |
74.93 |
74.93 |
74.51 |
75.19 |
PP |
74.25 |
74.25 |
74.25 |
74.39 |
S1 |
73.73 |
73.73 |
74.29 |
73.99 |
S2 |
73.05 |
73.05 |
74.18 |
|
S3 |
71.85 |
72.53 |
74.07 |
|
S4 |
70.65 |
71.33 |
73.74 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.20 |
84.63 |
76.78 |
|
R3 |
81.87 |
80.30 |
75.59 |
|
R2 |
77.54 |
77.54 |
75.19 |
|
R1 |
75.97 |
75.97 |
74.80 |
76.76 |
PP |
73.21 |
73.21 |
73.21 |
73.60 |
S1 |
71.64 |
71.64 |
74.00 |
72.43 |
S2 |
68.88 |
68.88 |
73.61 |
|
S3 |
64.55 |
67.31 |
73.21 |
|
S4 |
60.22 |
62.98 |
72.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.78 |
70.45 |
4.33 |
5.8% |
1.83 |
2.5% |
91% |
True |
False |
3,950 |
10 |
74.78 |
68.40 |
6.38 |
8.6% |
1.70 |
2.3% |
94% |
True |
False |
4,679 |
20 |
75.49 |
68.38 |
7.11 |
9.6% |
1.47 |
2.0% |
85% |
False |
False |
3,993 |
40 |
78.20 |
68.38 |
9.82 |
13.2% |
1.29 |
1.7% |
61% |
False |
False |
3,209 |
60 |
79.10 |
68.38 |
10.72 |
14.4% |
1.16 |
1.6% |
56% |
False |
False |
2,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.88 |
2.618 |
77.92 |
1.618 |
76.72 |
1.000 |
75.98 |
0.618 |
75.52 |
HIGH |
74.78 |
0.618 |
74.32 |
0.500 |
74.18 |
0.382 |
74.04 |
LOW |
73.58 |
0.618 |
72.84 |
1.000 |
72.38 |
1.618 |
71.64 |
2.618 |
70.44 |
4.250 |
68.48 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
74.33 |
73.93 |
PP |
74.25 |
73.46 |
S1 |
74.18 |
72.99 |
|