NYMEX Light Sweet Crude Oil Future June 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 |
74.28 |
73.96 |
-0.32 |
-0.4% |
69.68 |
High |
74.65 |
74.25 |
-0.40 |
-0.5% |
74.65 |
Low |
73.35 |
71.98 |
-1.37 |
-1.9% |
69.58 |
Close |
73.67 |
72.59 |
-1.08 |
-1.5% |
73.21 |
Range |
1.30 |
2.27 |
0.97 |
74.6% |
5.07 |
ATR |
2.00 |
2.02 |
0.02 |
1.0% |
0.00 |
Volume |
11,396 |
13,890 |
2,494 |
21.9% |
61,710 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.75 |
78.44 |
73.84 |
|
R3 |
77.48 |
76.17 |
73.21 |
|
R2 |
75.21 |
75.21 |
73.01 |
|
R1 |
73.90 |
73.90 |
72.80 |
73.42 |
PP |
72.94 |
72.94 |
72.94 |
72.70 |
S1 |
71.63 |
71.63 |
72.38 |
71.15 |
S2 |
70.67 |
70.67 |
72.17 |
|
S3 |
68.40 |
69.36 |
71.97 |
|
S4 |
66.13 |
67.09 |
71.34 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.69 |
85.52 |
76.00 |
|
R3 |
82.62 |
80.45 |
74.60 |
|
R2 |
77.55 |
77.55 |
74.14 |
|
R1 |
75.38 |
75.38 |
73.67 |
76.47 |
PP |
72.48 |
72.48 |
72.48 |
73.02 |
S1 |
70.31 |
70.31 |
72.75 |
71.40 |
S2 |
67.41 |
67.41 |
72.28 |
|
S3 |
62.34 |
65.24 |
71.82 |
|
S4 |
57.27 |
60.17 |
70.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.65 |
71.32 |
3.33 |
4.6% |
1.82 |
2.5% |
38% |
False |
False |
14,398 |
10 |
74.65 |
69.40 |
5.25 |
7.2% |
1.98 |
2.7% |
61% |
False |
False |
12,819 |
20 |
76.70 |
69.40 |
7.30 |
10.1% |
1.96 |
2.7% |
44% |
False |
False |
11,991 |
40 |
79.39 |
69.40 |
9.99 |
13.8% |
1.90 |
2.6% |
32% |
False |
False |
10,206 |
60 |
80.55 |
66.69 |
13.86 |
19.1% |
1.88 |
2.6% |
43% |
False |
False |
9,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.90 |
2.618 |
80.19 |
1.618 |
77.92 |
1.000 |
76.52 |
0.618 |
75.65 |
HIGH |
74.25 |
0.618 |
73.38 |
0.500 |
73.12 |
0.382 |
72.85 |
LOW |
71.98 |
0.618 |
70.58 |
1.000 |
69.71 |
1.618 |
68.31 |
2.618 |
66.04 |
4.250 |
62.33 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
73.12 |
72.99 |
PP |
72.94 |
72.85 |
S1 |
72.77 |
72.72 |
|