NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
69.15 |
68.78 |
-0.37 |
-0.5% |
67.87 |
| High |
69.51 |
71.19 |
1.68 |
2.4% |
72.90 |
| Low |
68.02 |
68.48 |
0.46 |
0.7% |
67.54 |
| Close |
68.86 |
70.93 |
2.07 |
3.0% |
69.29 |
| Range |
1.49 |
2.71 |
1.22 |
81.9% |
5.36 |
| ATR |
2.61 |
2.62 |
0.01 |
0.3% |
0.00 |
| Volume |
374,693 |
255,720 |
-118,973 |
-31.8% |
1,281,554 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.33 |
77.34 |
72.42 |
|
| R3 |
75.62 |
74.63 |
71.68 |
|
| R2 |
72.91 |
72.91 |
71.43 |
|
| R1 |
71.92 |
71.92 |
71.18 |
72.42 |
| PP |
70.20 |
70.20 |
70.20 |
70.45 |
| S1 |
69.21 |
69.21 |
70.68 |
69.71 |
| S2 |
67.49 |
67.49 |
70.43 |
|
| S3 |
64.78 |
66.50 |
70.18 |
|
| S4 |
62.07 |
63.79 |
69.44 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.99 |
83.00 |
72.24 |
|
| R3 |
80.63 |
77.64 |
70.76 |
|
| R2 |
75.27 |
75.27 |
70.27 |
|
| R1 |
72.28 |
72.28 |
69.78 |
73.78 |
| PP |
69.91 |
69.91 |
69.91 |
70.66 |
| S1 |
66.92 |
66.92 |
68.80 |
68.42 |
| S2 |
64.55 |
64.55 |
68.31 |
|
| S3 |
59.19 |
61.56 |
67.82 |
|
| S4 |
53.83 |
56.20 |
66.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.90 |
68.02 |
4.88 |
6.9% |
2.34 |
3.3% |
60% |
False |
False |
336,437 |
| 10 |
72.90 |
67.05 |
5.85 |
8.2% |
2.54 |
3.6% |
66% |
False |
False |
302,723 |
| 20 |
75.00 |
67.05 |
7.95 |
11.2% |
2.72 |
3.8% |
49% |
False |
False |
278,532 |
| 40 |
75.00 |
64.69 |
10.31 |
14.5% |
2.64 |
3.7% |
61% |
False |
False |
195,230 |
| 60 |
75.00 |
60.43 |
14.57 |
20.5% |
2.57 |
3.6% |
72% |
False |
False |
139,373 |
| 80 |
75.27 |
60.43 |
14.84 |
20.9% |
2.46 |
3.5% |
71% |
False |
False |
107,982 |
| 100 |
75.27 |
53.00 |
22.27 |
31.4% |
2.30 |
3.2% |
81% |
False |
False |
88,246 |
| 120 |
75.27 |
53.00 |
22.27 |
31.4% |
2.19 |
3.1% |
81% |
False |
False |
74,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.71 |
|
2.618 |
78.28 |
|
1.618 |
75.57 |
|
1.000 |
73.90 |
|
0.618 |
72.86 |
|
HIGH |
71.19 |
|
0.618 |
70.15 |
|
0.500 |
69.84 |
|
0.382 |
69.52 |
|
LOW |
68.48 |
|
0.618 |
66.81 |
|
1.000 |
65.77 |
|
1.618 |
64.10 |
|
2.618 |
61.39 |
|
4.250 |
56.96 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.57 |
70.77 |
| PP |
70.20 |
70.62 |
| S1 |
69.84 |
70.46 |
|