NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
71.63 |
68.33 |
-3.30 |
-4.6% |
69.81 |
| High |
71.81 |
68.77 |
-3.04 |
-4.2% |
73.58 |
| Low |
68.04 |
65.60 |
-2.44 |
-3.6% |
68.51 |
| Close |
68.97 |
65.89 |
-3.08 |
-4.5% |
72.49 |
| Range |
3.77 |
3.17 |
-0.60 |
-15.9% |
5.07 |
| ATR |
2.51 |
2.57 |
0.06 |
2.4% |
0.00 |
| Volume |
218,292 |
307,578 |
89,286 |
40.9% |
752,669 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.26 |
74.25 |
67.63 |
|
| R3 |
73.09 |
71.08 |
66.76 |
|
| R2 |
69.92 |
69.92 |
66.47 |
|
| R1 |
67.91 |
67.91 |
66.18 |
67.33 |
| PP |
66.75 |
66.75 |
66.75 |
66.47 |
| S1 |
64.74 |
64.74 |
65.60 |
64.16 |
| S2 |
63.58 |
63.58 |
65.31 |
|
| S3 |
60.41 |
61.57 |
65.02 |
|
| S4 |
57.24 |
58.40 |
64.15 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.74 |
84.68 |
75.28 |
|
| R3 |
81.67 |
79.61 |
73.88 |
|
| R2 |
76.60 |
76.60 |
73.42 |
|
| R1 |
74.54 |
74.54 |
72.95 |
75.57 |
| PP |
71.53 |
71.53 |
71.53 |
72.04 |
| S1 |
69.47 |
69.47 |
72.03 |
70.50 |
| S2 |
66.46 |
66.46 |
71.56 |
|
| S3 |
61.39 |
64.40 |
71.10 |
|
| S4 |
56.32 |
59.33 |
69.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.12 |
65.60 |
7.52 |
11.4% |
2.80 |
4.3% |
4% |
False |
True |
218,246 |
| 10 |
73.58 |
65.60 |
7.98 |
12.1% |
2.60 |
3.9% |
4% |
False |
True |
186,535 |
| 20 |
74.16 |
65.60 |
8.56 |
13.0% |
2.55 |
3.9% |
3% |
False |
True |
134,290 |
| 40 |
75.89 |
65.60 |
10.29 |
15.6% |
2.57 |
3.9% |
3% |
False |
True |
94,694 |
| 60 |
75.89 |
61.38 |
14.51 |
22.0% |
2.46 |
3.7% |
31% |
False |
False |
69,980 |
| 80 |
75.89 |
61.38 |
14.51 |
22.0% |
2.36 |
3.6% |
31% |
False |
False |
54,667 |
| 100 |
75.89 |
59.80 |
16.09 |
24.4% |
2.20 |
3.3% |
38% |
False |
False |
45,157 |
| 120 |
75.89 |
54.20 |
21.69 |
32.9% |
2.04 |
3.1% |
54% |
False |
False |
38,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.24 |
|
2.618 |
77.07 |
|
1.618 |
73.90 |
|
1.000 |
71.94 |
|
0.618 |
70.73 |
|
HIGH |
68.77 |
|
0.618 |
67.56 |
|
0.500 |
67.19 |
|
0.382 |
66.81 |
|
LOW |
65.60 |
|
0.618 |
63.64 |
|
1.000 |
62.43 |
|
1.618 |
60.47 |
|
2.618 |
57.30 |
|
4.250 |
52.13 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.19 |
68.82 |
| PP |
66.75 |
67.84 |
| S1 |
66.32 |
66.87 |
|