NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
68.33 |
65.92 |
-2.41 |
-3.5% |
72.21 |
| High |
68.77 |
67.09 |
-1.68 |
-2.4% |
72.65 |
| Low |
65.60 |
65.05 |
-0.55 |
-0.8% |
65.05 |
| Close |
65.89 |
66.02 |
0.13 |
0.2% |
66.02 |
| Range |
3.17 |
2.04 |
-1.13 |
-35.6% |
7.60 |
| ATR |
2.57 |
2.53 |
-0.04 |
-1.5% |
0.00 |
| Volume |
307,578 |
357,456 |
49,878 |
16.2% |
1,301,035 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.17 |
71.14 |
67.14 |
|
| R3 |
70.13 |
69.10 |
66.58 |
|
| R2 |
68.09 |
68.09 |
66.39 |
|
| R1 |
67.06 |
67.06 |
66.21 |
67.58 |
| PP |
66.05 |
66.05 |
66.05 |
66.31 |
| S1 |
65.02 |
65.02 |
65.83 |
65.54 |
| S2 |
64.01 |
64.01 |
65.65 |
|
| S3 |
61.97 |
62.98 |
65.46 |
|
| S4 |
59.93 |
60.94 |
64.90 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.71 |
85.96 |
70.20 |
|
| R3 |
83.11 |
78.36 |
68.11 |
|
| R2 |
75.51 |
75.51 |
67.41 |
|
| R1 |
70.76 |
70.76 |
66.72 |
69.34 |
| PP |
67.91 |
67.91 |
67.91 |
67.19 |
| S1 |
63.16 |
63.16 |
65.32 |
61.74 |
| S2 |
60.31 |
60.31 |
64.63 |
|
| S3 |
52.71 |
55.56 |
63.93 |
|
| S4 |
45.11 |
47.96 |
61.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.65 |
65.05 |
7.60 |
11.5% |
2.93 |
4.4% |
13% |
False |
True |
260,207 |
| 10 |
73.58 |
65.05 |
8.53 |
12.9% |
2.39 |
3.6% |
11% |
False |
True |
205,370 |
| 20 |
74.16 |
65.05 |
9.11 |
13.8% |
2.51 |
3.8% |
11% |
False |
True |
148,846 |
| 40 |
75.89 |
65.05 |
10.84 |
16.4% |
2.52 |
3.8% |
9% |
False |
True |
102,704 |
| 60 |
75.89 |
61.38 |
14.51 |
22.0% |
2.44 |
3.7% |
32% |
False |
False |
75,790 |
| 80 |
75.89 |
61.38 |
14.51 |
22.0% |
2.36 |
3.6% |
32% |
False |
False |
59,022 |
| 100 |
75.89 |
59.95 |
15.94 |
24.1% |
2.21 |
3.3% |
38% |
False |
False |
48,654 |
| 120 |
75.89 |
54.20 |
21.69 |
32.9% |
2.05 |
3.1% |
54% |
False |
False |
41,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.76 |
|
2.618 |
72.43 |
|
1.618 |
70.39 |
|
1.000 |
69.13 |
|
0.618 |
68.35 |
|
HIGH |
67.09 |
|
0.618 |
66.31 |
|
0.500 |
66.07 |
|
0.382 |
65.83 |
|
LOW |
65.05 |
|
0.618 |
63.79 |
|
1.000 |
63.01 |
|
1.618 |
61.75 |
|
2.618 |
59.71 |
|
4.250 |
56.38 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.07 |
68.43 |
| PP |
66.05 |
67.63 |
| S1 |
66.04 |
66.82 |
|