NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
70.40 |
72.31 |
1.91 |
2.7% |
67.87 |
| High |
72.56 |
73.16 |
0.60 |
0.8% |
72.90 |
| Low |
70.14 |
71.66 |
1.52 |
2.2% |
67.54 |
| Close |
72.51 |
72.47 |
-0.04 |
-0.1% |
69.29 |
| Range |
2.42 |
1.50 |
-0.92 |
-38.0% |
5.36 |
| ATR |
2.60 |
2.53 |
-0.08 |
-3.0% |
0.00 |
| Volume |
288,040 |
291,946 |
3,906 |
1.4% |
1,281,554 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.93 |
76.20 |
73.30 |
|
| R3 |
75.43 |
74.70 |
72.88 |
|
| R2 |
73.93 |
73.93 |
72.75 |
|
| R1 |
73.20 |
73.20 |
72.61 |
73.57 |
| PP |
72.43 |
72.43 |
72.43 |
72.61 |
| S1 |
71.70 |
71.70 |
72.33 |
72.07 |
| S2 |
70.93 |
70.93 |
72.20 |
|
| S3 |
69.43 |
70.20 |
72.06 |
|
| S4 |
67.93 |
68.70 |
71.65 |
|
|
| 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 |
73.16 |
68.02 |
5.14 |
7.1% |
2.44 |
3.4% |
87% |
True |
False |
311,190 |
| 10 |
73.16 |
67.12 |
6.04 |
8.3% |
2.42 |
3.3% |
89% |
True |
False |
299,341 |
| 20 |
75.00 |
67.05 |
7.95 |
11.0% |
2.49 |
3.4% |
68% |
False |
False |
288,617 |
| 40 |
75.00 |
64.69 |
10.31 |
14.2% |
2.64 |
3.6% |
75% |
False |
False |
206,657 |
| 60 |
75.00 |
60.43 |
14.57 |
20.1% |
2.56 |
3.5% |
83% |
False |
False |
148,520 |
| 80 |
75.27 |
60.43 |
14.84 |
20.5% |
2.46 |
3.4% |
81% |
False |
False |
114,985 |
| 100 |
75.27 |
54.66 |
20.61 |
28.4% |
2.31 |
3.2% |
86% |
False |
False |
93,893 |
| 120 |
75.27 |
53.00 |
22.27 |
30.7% |
2.19 |
3.0% |
87% |
False |
False |
79,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.54 |
|
2.618 |
77.09 |
|
1.618 |
75.59 |
|
1.000 |
74.66 |
|
0.618 |
74.09 |
|
HIGH |
73.16 |
|
0.618 |
72.59 |
|
0.500 |
72.41 |
|
0.382 |
72.23 |
|
LOW |
71.66 |
|
0.618 |
70.73 |
|
1.000 |
70.16 |
|
1.618 |
69.23 |
|
2.618 |
67.73 |
|
4.250 |
65.29 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.45 |
71.92 |
| PP |
72.43 |
71.37 |
| S1 |
72.41 |
70.82 |
|