NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
68.78 |
70.40 |
1.62 |
2.4% |
67.87 |
| High |
71.19 |
72.56 |
1.37 |
1.9% |
72.90 |
| Low |
68.48 |
70.14 |
1.66 |
2.4% |
67.54 |
| Close |
70.93 |
72.51 |
1.58 |
2.2% |
69.29 |
| Range |
2.71 |
2.42 |
-0.29 |
-10.7% |
5.36 |
| ATR |
2.62 |
2.60 |
-0.01 |
-0.5% |
0.00 |
| Volume |
255,720 |
288,040 |
32,320 |
12.6% |
1,281,554 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.00 |
78.17 |
73.84 |
|
| R3 |
76.58 |
75.75 |
73.18 |
|
| R2 |
74.16 |
74.16 |
72.95 |
|
| R1 |
73.33 |
73.33 |
72.73 |
73.75 |
| PP |
71.74 |
71.74 |
71.74 |
71.94 |
| S1 |
70.91 |
70.91 |
72.29 |
71.33 |
| S2 |
69.32 |
69.32 |
72.07 |
|
| S3 |
66.90 |
68.49 |
71.84 |
|
| S4 |
64.48 |
66.07 |
71.18 |
|
|
| 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 |
6.7% |
2.46 |
3.4% |
92% |
False |
False |
319,197 |
| 10 |
72.90 |
67.05 |
5.85 |
8.1% |
2.45 |
3.4% |
93% |
False |
False |
303,830 |
| 20 |
75.00 |
67.05 |
7.95 |
11.0% |
2.64 |
3.6% |
69% |
False |
False |
285,773 |
| 40 |
75.00 |
64.69 |
10.31 |
14.2% |
2.65 |
3.7% |
76% |
False |
False |
201,098 |
| 60 |
75.00 |
60.43 |
14.57 |
20.1% |
2.56 |
3.5% |
83% |
False |
False |
143,882 |
| 80 |
75.27 |
60.43 |
14.84 |
20.5% |
2.46 |
3.4% |
81% |
False |
False |
111,508 |
| 100 |
75.27 |
53.25 |
22.02 |
30.4% |
2.30 |
3.2% |
87% |
False |
False |
91,034 |
| 120 |
75.27 |
53.00 |
22.27 |
30.7% |
2.20 |
3.0% |
88% |
False |
False |
77,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.85 |
|
2.618 |
78.90 |
|
1.618 |
76.48 |
|
1.000 |
74.98 |
|
0.618 |
74.06 |
|
HIGH |
72.56 |
|
0.618 |
71.64 |
|
0.500 |
71.35 |
|
0.382 |
71.06 |
|
LOW |
70.14 |
|
0.618 |
68.64 |
|
1.000 |
67.72 |
|
1.618 |
66.22 |
|
2.618 |
63.80 |
|
4.250 |
59.86 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.12 |
71.77 |
| PP |
71.74 |
71.03 |
| S1 |
71.35 |
70.29 |
|