NYMEX Light Sweet Crude Oil Future May 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 |
73.09 |
72.74 |
-0.35 |
-0.5% |
68.99 |
High |
73.09 |
72.74 |
-0.35 |
-0.5% |
73.62 |
Low |
71.96 |
72.45 |
0.49 |
0.7% |
68.99 |
Close |
72.69 |
72.74 |
0.05 |
0.1% |
72.69 |
Range |
1.13 |
0.29 |
-0.84 |
-74.3% |
4.63 |
ATR |
1.47 |
1.38 |
-0.08 |
-5.7% |
0.00 |
Volume |
6,050 |
5,729 |
-321 |
-5.3% |
20,230 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.51 |
73.42 |
72.90 |
|
R3 |
73.22 |
73.13 |
72.82 |
|
R2 |
72.93 |
72.93 |
72.79 |
|
R1 |
72.84 |
72.84 |
72.77 |
72.89 |
PP |
72.64 |
72.64 |
72.64 |
72.67 |
S1 |
72.55 |
72.55 |
72.71 |
72.60 |
S2 |
72.35 |
72.35 |
72.69 |
|
S3 |
72.06 |
72.26 |
72.66 |
|
S4 |
71.77 |
71.97 |
72.58 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.66 |
83.80 |
75.24 |
|
R3 |
81.03 |
79.17 |
73.96 |
|
R2 |
76.40 |
76.40 |
73.54 |
|
R1 |
74.54 |
74.54 |
73.11 |
75.47 |
PP |
71.77 |
71.77 |
71.77 |
72.23 |
S1 |
69.91 |
69.91 |
72.27 |
70.84 |
S2 |
67.14 |
67.14 |
71.84 |
|
S3 |
62.51 |
65.28 |
71.42 |
|
S4 |
57.88 |
60.65 |
70.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.62 |
69.30 |
4.32 |
5.9% |
1.18 |
1.6% |
80% |
False |
False |
4,185 |
10 |
74.61 |
68.84 |
5.77 |
7.9% |
1.29 |
1.8% |
68% |
False |
False |
4,148 |
20 |
75.85 |
68.84 |
7.01 |
9.6% |
0.90 |
1.2% |
56% |
False |
False |
3,428 |
40 |
78.57 |
68.84 |
9.73 |
13.4% |
0.76 |
1.0% |
40% |
False |
False |
2,737 |
60 |
79.61 |
65.75 |
13.86 |
19.1% |
0.73 |
1.0% |
50% |
False |
False |
2,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.97 |
2.618 |
73.50 |
1.618 |
73.21 |
1.000 |
73.03 |
0.618 |
72.92 |
HIGH |
72.74 |
0.618 |
72.63 |
0.500 |
72.60 |
0.382 |
72.56 |
LOW |
72.45 |
0.618 |
72.27 |
1.000 |
72.16 |
1.618 |
71.98 |
2.618 |
71.69 |
4.250 |
71.22 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
72.69 |
72.79 |
PP |
72.64 |
72.77 |
S1 |
72.60 |
72.76 |
|