NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
66.15 |
67.11 |
0.96 |
1.5% |
72.21 |
| High |
67.54 |
67.33 |
-0.21 |
-0.3% |
72.65 |
| Low |
65.41 |
65.82 |
0.41 |
0.6% |
65.05 |
| Close |
66.84 |
66.71 |
-0.13 |
-0.2% |
66.02 |
| Range |
2.13 |
1.51 |
-0.62 |
-29.1% |
7.60 |
| ATR |
2.51 |
2.43 |
-0.07 |
-2.8% |
0.00 |
| Volume |
315,319 |
231,410 |
-83,909 |
-26.6% |
1,301,035 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.15 |
70.44 |
67.54 |
|
| R3 |
69.64 |
68.93 |
67.13 |
|
| R2 |
68.13 |
68.13 |
66.99 |
|
| R1 |
67.42 |
67.42 |
66.85 |
67.02 |
| PP |
66.62 |
66.62 |
66.62 |
66.42 |
| S1 |
65.91 |
65.91 |
66.57 |
65.51 |
| S2 |
65.11 |
65.11 |
66.43 |
|
| S3 |
63.60 |
64.40 |
66.29 |
|
| S4 |
62.09 |
62.89 |
65.88 |
|
|
| 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 |
71.81 |
65.05 |
6.76 |
10.1% |
2.52 |
3.8% |
25% |
False |
False |
286,011 |
| 10 |
73.58 |
65.05 |
8.53 |
12.8% |
2.36 |
3.5% |
19% |
False |
False |
230,059 |
| 20 |
73.58 |
65.05 |
8.53 |
12.8% |
2.39 |
3.6% |
19% |
False |
False |
170,340 |
| 40 |
75.89 |
65.05 |
10.84 |
16.2% |
2.44 |
3.7% |
15% |
False |
False |
114,269 |
| 60 |
75.89 |
61.38 |
14.51 |
21.8% |
2.42 |
3.6% |
37% |
False |
False |
84,465 |
| 80 |
75.89 |
61.38 |
14.51 |
21.8% |
2.35 |
3.5% |
37% |
False |
False |
65,510 |
| 100 |
75.89 |
59.95 |
15.94 |
23.9% |
2.21 |
3.3% |
42% |
False |
False |
53,977 |
| 120 |
75.89 |
54.20 |
21.69 |
32.5% |
2.06 |
3.1% |
58% |
False |
False |
45,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.75 |
|
2.618 |
71.28 |
|
1.618 |
69.77 |
|
1.000 |
68.84 |
|
0.618 |
68.26 |
|
HIGH |
67.33 |
|
0.618 |
66.75 |
|
0.500 |
66.58 |
|
0.382 |
66.40 |
|
LOW |
65.82 |
|
0.618 |
64.89 |
|
1.000 |
64.31 |
|
1.618 |
63.38 |
|
2.618 |
61.87 |
|
4.250 |
59.40 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.67 |
66.57 |
| PP |
66.62 |
66.43 |
| S1 |
66.58 |
66.30 |
|