NYMEX Light Sweet Crude Oil Future June 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 |
73.35 |
74.62 |
1.27 |
1.7% |
72.99 |
High |
75.41 |
75.70 |
0.29 |
0.4% |
75.70 |
Low |
72.65 |
74.30 |
1.65 |
2.3% |
71.32 |
Close |
75.14 |
75.37 |
0.23 |
0.3% |
75.37 |
Range |
2.76 |
1.40 |
-1.36 |
-49.3% |
4.38 |
ATR |
2.08 |
2.03 |
-0.05 |
-2.3% |
0.00 |
Volume |
12,408 |
11,794 |
-614 |
-4.9% |
60,594 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.32 |
78.75 |
76.14 |
|
R3 |
77.92 |
77.35 |
75.76 |
|
R2 |
76.52 |
76.52 |
75.63 |
|
R1 |
75.95 |
75.95 |
75.50 |
76.24 |
PP |
75.12 |
75.12 |
75.12 |
75.27 |
S1 |
74.55 |
74.55 |
75.24 |
74.84 |
S2 |
73.72 |
73.72 |
75.11 |
|
S3 |
72.32 |
73.15 |
74.99 |
|
S4 |
70.92 |
71.75 |
74.60 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.27 |
85.70 |
77.78 |
|
R3 |
82.89 |
81.32 |
76.57 |
|
R2 |
78.51 |
78.51 |
76.17 |
|
R1 |
76.94 |
76.94 |
75.77 |
77.73 |
PP |
74.13 |
74.13 |
74.13 |
74.52 |
S1 |
72.56 |
72.56 |
74.97 |
73.35 |
S2 |
69.75 |
69.75 |
74.57 |
|
S3 |
65.37 |
68.18 |
74.17 |
|
S4 |
60.99 |
63.80 |
72.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.70 |
71.32 |
4.38 |
5.8% |
2.01 |
2.7% |
92% |
True |
False |
12,118 |
10 |
75.70 |
69.58 |
6.12 |
8.1% |
1.98 |
2.6% |
95% |
True |
False |
12,230 |
20 |
76.70 |
69.40 |
7.30 |
9.7% |
1.93 |
2.6% |
82% |
False |
False |
11,416 |
40 |
79.24 |
69.40 |
9.84 |
13.1% |
1.94 |
2.6% |
61% |
False |
False |
10,498 |
60 |
80.55 |
69.40 |
11.15 |
14.8% |
1.88 |
2.5% |
54% |
False |
False |
10,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.65 |
2.618 |
79.37 |
1.618 |
77.97 |
1.000 |
77.10 |
0.618 |
76.57 |
HIGH |
75.70 |
0.618 |
75.17 |
0.500 |
75.00 |
0.382 |
74.83 |
LOW |
74.30 |
0.618 |
73.43 |
1.000 |
72.90 |
1.618 |
72.03 |
2.618 |
70.63 |
4.250 |
68.35 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
75.25 |
74.86 |
PP |
75.12 |
74.35 |
S1 |
75.00 |
73.84 |
|