NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.40 |
71.78 |
-0.62 |
-0.9% |
69.15 |
| High |
72.66 |
72.20 |
-0.46 |
-0.6% |
73.16 |
| Low |
71.27 |
68.96 |
-2.31 |
-3.2% |
68.02 |
| Close |
72.04 |
69.71 |
-2.33 |
-3.2% |
72.04 |
| Range |
1.39 |
3.24 |
1.85 |
133.1% |
5.14 |
| ATR |
2.44 |
2.50 |
0.06 |
2.3% |
0.00 |
| Volume |
235,707 |
165,696 |
-70,011 |
-29.7% |
1,446,106 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.01 |
78.10 |
71.49 |
|
| R3 |
76.77 |
74.86 |
70.60 |
|
| R2 |
73.53 |
73.53 |
70.30 |
|
| R1 |
71.62 |
71.62 |
70.01 |
70.96 |
| PP |
70.29 |
70.29 |
70.29 |
69.96 |
| S1 |
68.38 |
68.38 |
69.41 |
67.72 |
| S2 |
67.05 |
67.05 |
69.12 |
|
| S3 |
63.81 |
65.14 |
68.82 |
|
| S4 |
60.57 |
61.90 |
67.93 |
|
|
| 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 |
68.48 |
4.68 |
6.7% |
2.25 |
3.2% |
26% |
False |
False |
247,421 |
| 10 |
73.16 |
67.54 |
5.62 |
8.1% |
2.45 |
3.5% |
39% |
False |
False |
289,335 |
| 20 |
75.00 |
67.05 |
7.95 |
11.4% |
2.51 |
3.6% |
33% |
False |
False |
277,769 |
| 40 |
75.00 |
64.69 |
10.31 |
14.8% |
2.64 |
3.8% |
49% |
False |
False |
212,070 |
| 60 |
75.00 |
60.43 |
14.57 |
20.9% |
2.56 |
3.7% |
64% |
False |
False |
154,595 |
| 80 |
75.27 |
60.43 |
14.84 |
21.3% |
2.47 |
3.5% |
63% |
False |
False |
119,672 |
| 100 |
75.27 |
55.52 |
19.75 |
28.3% |
2.33 |
3.3% |
72% |
False |
False |
97,766 |
| 120 |
75.27 |
53.00 |
22.27 |
31.9% |
2.20 |
3.2% |
75% |
False |
False |
82,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.97 |
|
2.618 |
80.68 |
|
1.618 |
77.44 |
|
1.000 |
75.44 |
|
0.618 |
74.20 |
|
HIGH |
72.20 |
|
0.618 |
70.96 |
|
0.500 |
70.58 |
|
0.382 |
70.20 |
|
LOW |
68.96 |
|
0.618 |
66.96 |
|
1.000 |
65.72 |
|
1.618 |
63.72 |
|
2.618 |
60.48 |
|
4.250 |
55.19 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.58 |
71.06 |
| PP |
70.29 |
70.61 |
| S1 |
70.00 |
70.16 |
|