NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.31 |
72.40 |
0.09 |
0.1% |
69.15 |
| High |
73.16 |
72.66 |
-0.50 |
-0.7% |
73.16 |
| Low |
71.66 |
71.27 |
-0.39 |
-0.5% |
68.02 |
| Close |
72.47 |
72.04 |
-0.43 |
-0.6% |
72.04 |
| Range |
1.50 |
1.39 |
-0.11 |
-7.3% |
5.14 |
| ATR |
2.53 |
2.44 |
-0.08 |
-3.2% |
0.00 |
| Volume |
291,946 |
235,707 |
-56,239 |
-19.3% |
1,446,106 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.16 |
75.49 |
72.80 |
|
| R3 |
74.77 |
74.10 |
72.42 |
|
| R2 |
73.38 |
73.38 |
72.29 |
|
| R1 |
72.71 |
72.71 |
72.17 |
72.35 |
| PP |
71.99 |
71.99 |
71.99 |
71.81 |
| S1 |
71.32 |
71.32 |
71.91 |
70.96 |
| S2 |
70.60 |
70.60 |
71.79 |
|
| S3 |
69.21 |
69.93 |
71.66 |
|
| S4 |
67.82 |
68.54 |
71.28 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.49 |
84.41 |
74.87 |
|
| R3 |
81.35 |
79.27 |
73.45 |
|
| R2 |
76.21 |
76.21 |
72.98 |
|
| R1 |
74.13 |
74.13 |
72.51 |
75.17 |
| PP |
71.07 |
71.07 |
71.07 |
71.60 |
| S1 |
68.99 |
68.99 |
71.57 |
70.03 |
| S2 |
65.93 |
65.93 |
71.10 |
|
| S3 |
60.79 |
63.85 |
70.63 |
|
| S4 |
55.65 |
58.71 |
69.21 |
|
|
| 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% |
1.90 |
2.6% |
78% |
False |
False |
289,221 |
| 10 |
73.16 |
67.12 |
6.04 |
8.4% |
2.39 |
3.3% |
81% |
False |
False |
295,962 |
| 20 |
75.00 |
67.05 |
7.95 |
11.0% |
2.48 |
3.4% |
63% |
False |
False |
281,559 |
| 40 |
75.00 |
64.69 |
10.31 |
14.3% |
2.60 |
3.6% |
71% |
False |
False |
210,251 |
| 60 |
75.00 |
60.43 |
14.57 |
20.2% |
2.54 |
3.5% |
80% |
False |
False |
152,205 |
| 80 |
75.27 |
60.43 |
14.84 |
20.6% |
2.45 |
3.4% |
78% |
False |
False |
117,783 |
| 100 |
75.27 |
54.66 |
20.61 |
28.6% |
2.31 |
3.2% |
84% |
False |
False |
96,200 |
| 120 |
75.27 |
53.00 |
22.27 |
30.9% |
2.19 |
3.0% |
85% |
False |
False |
81,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.57 |
|
2.618 |
76.30 |
|
1.618 |
74.91 |
|
1.000 |
74.05 |
|
0.618 |
73.52 |
|
HIGH |
72.66 |
|
0.618 |
72.13 |
|
0.500 |
71.97 |
|
0.382 |
71.80 |
|
LOW |
71.27 |
|
0.618 |
70.41 |
|
1.000 |
69.88 |
|
1.618 |
69.02 |
|
2.618 |
67.63 |
|
4.250 |
65.36 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.02 |
71.91 |
| PP |
71.99 |
71.78 |
| S1 |
71.97 |
71.65 |
|