NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
72.60 |
74.47 |
1.87 |
2.6% |
70.57 |
| High |
73.95 |
74.92 |
0.97 |
1.3% |
74.75 |
| Low |
71.85 |
73.79 |
1.94 |
2.7% |
70.45 |
| Close |
73.65 |
74.06 |
0.41 |
0.6% |
73.62 |
| Range |
2.10 |
1.13 |
-0.97 |
-46.2% |
4.30 |
| ATR |
1.84 |
1.80 |
-0.04 |
-2.2% |
0.00 |
| Volume |
1,333 |
2,758 |
1,425 |
106.9% |
11,402 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.65 |
76.98 |
74.68 |
|
| R3 |
76.52 |
75.85 |
74.37 |
|
| R2 |
75.39 |
75.39 |
74.27 |
|
| R1 |
74.72 |
74.72 |
74.16 |
74.49 |
| PP |
74.26 |
74.26 |
74.26 |
74.14 |
| S1 |
73.59 |
73.59 |
73.96 |
73.36 |
| S2 |
73.13 |
73.13 |
73.85 |
|
| S3 |
72.00 |
72.46 |
73.75 |
|
| S4 |
70.87 |
71.33 |
73.44 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.84 |
84.03 |
75.99 |
|
| R3 |
81.54 |
79.73 |
74.80 |
|
| R2 |
77.24 |
77.24 |
74.41 |
|
| R1 |
75.43 |
75.43 |
74.01 |
76.34 |
| PP |
72.94 |
72.94 |
72.94 |
73.39 |
| S1 |
71.13 |
71.13 |
73.23 |
72.04 |
| S2 |
68.64 |
68.64 |
72.83 |
|
| S3 |
64.34 |
66.83 |
72.44 |
|
| S4 |
60.04 |
62.53 |
71.26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.72 |
|
2.618 |
77.88 |
|
1.618 |
76.75 |
|
1.000 |
76.05 |
|
0.618 |
75.62 |
|
HIGH |
74.92 |
|
0.618 |
74.49 |
|
0.500 |
74.36 |
|
0.382 |
74.22 |
|
LOW |
73.79 |
|
0.618 |
73.09 |
|
1.000 |
72.66 |
|
1.618 |
71.96 |
|
2.618 |
70.83 |
|
4.250 |
68.99 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.36 |
73.84 |
| PP |
74.26 |
73.61 |
| S1 |
74.16 |
73.39 |
|