NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
73.00 |
73.00 |
0.00 |
0.0% |
69.49 |
| High |
73.53 |
73.82 |
0.29 |
0.4% |
73.82 |
| Low |
72.07 |
70.13 |
-1.94 |
-2.7% |
69.42 |
| Close |
72.97 |
70.68 |
-2.29 |
-3.1% |
70.68 |
| Range |
1.46 |
3.69 |
2.23 |
152.7% |
4.40 |
| ATR |
2.16 |
2.26 |
0.11 |
5.1% |
0.00 |
| Volume |
22,038 |
25,618 |
3,580 |
16.2% |
78,225 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.61 |
80.34 |
72.71 |
|
| R3 |
78.92 |
76.65 |
71.69 |
|
| R2 |
75.23 |
75.23 |
71.36 |
|
| R1 |
72.96 |
72.96 |
71.02 |
72.25 |
| PP |
71.54 |
71.54 |
71.54 |
71.19 |
| S1 |
69.27 |
69.27 |
70.34 |
68.56 |
| S2 |
67.85 |
67.85 |
70.00 |
|
| S3 |
64.16 |
65.58 |
69.67 |
|
| S4 |
60.47 |
61.89 |
68.65 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.51 |
81.99 |
73.10 |
|
| R3 |
80.11 |
77.59 |
71.89 |
|
| R2 |
75.71 |
75.71 |
71.49 |
|
| R1 |
73.19 |
73.19 |
71.08 |
74.45 |
| PP |
71.31 |
71.31 |
71.31 |
71.94 |
| S1 |
68.79 |
68.79 |
70.28 |
70.05 |
| S2 |
66.91 |
66.91 |
69.87 |
|
| S3 |
62.51 |
64.39 |
69.47 |
|
| S4 |
58.11 |
59.99 |
68.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.82 |
68.77 |
5.05 |
7.1% |
2.41 |
3.4% |
38% |
True |
False |
18,161 |
| 10 |
75.29 |
68.77 |
6.52 |
9.2% |
2.37 |
3.4% |
29% |
False |
False |
13,989 |
| 20 |
76.69 |
68.77 |
7.92 |
11.2% |
2.37 |
3.3% |
24% |
False |
False |
12,994 |
| 40 |
77.45 |
66.90 |
10.55 |
14.9% |
2.13 |
3.0% |
36% |
False |
False |
11,103 |
| 60 |
77.45 |
63.01 |
14.44 |
20.4% |
2.00 |
2.8% |
53% |
False |
False |
9,249 |
| 80 |
77.45 |
63.01 |
14.44 |
20.4% |
1.82 |
2.6% |
53% |
False |
False |
7,795 |
| 100 |
77.45 |
56.45 |
21.00 |
29.7% |
1.72 |
2.4% |
68% |
False |
False |
6,604 |
| 120 |
77.45 |
56.18 |
21.27 |
30.1% |
1.61 |
2.3% |
68% |
False |
False |
5,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.50 |
|
2.618 |
83.48 |
|
1.618 |
79.79 |
|
1.000 |
77.51 |
|
0.618 |
76.10 |
|
HIGH |
73.82 |
|
0.618 |
72.41 |
|
0.500 |
71.98 |
|
0.382 |
71.54 |
|
LOW |
70.13 |
|
0.618 |
67.85 |
|
1.000 |
66.44 |
|
1.618 |
64.16 |
|
2.618 |
60.47 |
|
4.250 |
54.45 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.98 |
71.98 |
| PP |
71.54 |
71.54 |
| S1 |
71.11 |
71.11 |
|