NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
71.78 |
69.67 |
-2.11 |
-2.9% |
69.15 |
| High |
72.20 |
71.85 |
-0.35 |
-0.5% |
73.16 |
| Low |
68.96 |
69.61 |
0.65 |
0.9% |
68.02 |
| Close |
69.71 |
71.55 |
1.84 |
2.6% |
72.04 |
| Range |
3.24 |
2.24 |
-1.00 |
-30.9% |
5.14 |
| ATR |
2.50 |
2.48 |
-0.02 |
-0.7% |
0.00 |
| Volume |
165,696 |
142,853 |
-22,843 |
-13.8% |
1,446,106 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.72 |
76.88 |
72.78 |
|
| R3 |
75.48 |
74.64 |
72.17 |
|
| R2 |
73.24 |
73.24 |
71.96 |
|
| R1 |
72.40 |
72.40 |
71.76 |
72.82 |
| PP |
71.00 |
71.00 |
71.00 |
71.22 |
| S1 |
70.16 |
70.16 |
71.34 |
70.58 |
| S2 |
68.76 |
68.76 |
71.14 |
|
| S3 |
66.52 |
67.92 |
70.93 |
|
| S4 |
64.28 |
65.68 |
70.32 |
|
|
| 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 |
68.96 |
4.20 |
5.9% |
2.16 |
3.0% |
62% |
False |
False |
224,848 |
| 10 |
73.16 |
68.02 |
5.14 |
7.2% |
2.25 |
3.1% |
69% |
False |
False |
280,642 |
| 20 |
75.00 |
67.05 |
7.95 |
11.1% |
2.56 |
3.6% |
57% |
False |
False |
272,601 |
| 40 |
75.00 |
64.69 |
10.31 |
14.4% |
2.66 |
3.7% |
67% |
False |
False |
214,206 |
| 60 |
75.00 |
60.43 |
14.57 |
20.4% |
2.54 |
3.5% |
76% |
False |
False |
156,763 |
| 80 |
75.27 |
60.43 |
14.84 |
20.7% |
2.47 |
3.5% |
75% |
False |
False |
121,323 |
| 100 |
75.27 |
58.40 |
16.87 |
23.6% |
2.33 |
3.3% |
78% |
False |
False |
99,123 |
| 120 |
75.27 |
53.00 |
22.27 |
31.1% |
2.21 |
3.1% |
83% |
False |
False |
83,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.37 |
|
2.618 |
77.71 |
|
1.618 |
75.47 |
|
1.000 |
74.09 |
|
0.618 |
73.23 |
|
HIGH |
71.85 |
|
0.618 |
70.99 |
|
0.500 |
70.73 |
|
0.382 |
70.47 |
|
LOW |
69.61 |
|
0.618 |
68.23 |
|
1.000 |
67.37 |
|
1.618 |
65.99 |
|
2.618 |
63.75 |
|
4.250 |
60.09 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.28 |
71.30 |
| PP |
71.00 |
71.06 |
| S1 |
70.73 |
70.81 |
|