NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
66.71 |
70.40 |
3.69 |
5.5% |
72.21 |
| High |
70.72 |
71.39 |
0.67 |
0.9% |
72.65 |
| Low |
66.22 |
69.13 |
2.91 |
4.4% |
65.05 |
| Close |
70.61 |
70.82 |
0.21 |
0.3% |
66.02 |
| Range |
4.50 |
2.26 |
-2.24 |
-49.8% |
7.60 |
| ATR |
2.58 |
2.56 |
-0.02 |
-0.9% |
0.00 |
| Volume |
247,345 |
386,690 |
139,345 |
56.3% |
1,301,035 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.23 |
76.28 |
72.06 |
|
| R3 |
74.97 |
74.02 |
71.44 |
|
| R2 |
72.71 |
72.71 |
71.23 |
|
| R1 |
71.76 |
71.76 |
71.03 |
72.24 |
| PP |
70.45 |
70.45 |
70.45 |
70.68 |
| S1 |
69.50 |
69.50 |
70.61 |
69.98 |
| S2 |
68.19 |
68.19 |
70.41 |
|
| S3 |
65.93 |
67.24 |
70.20 |
|
| S4 |
63.67 |
64.98 |
69.58 |
|
|
| 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 |
71.39 |
65.05 |
6.34 |
9.0% |
2.49 |
3.5% |
91% |
True |
False |
307,644 |
| 10 |
73.12 |
65.05 |
8.07 |
11.4% |
2.65 |
3.7% |
71% |
False |
False |
262,945 |
| 20 |
73.58 |
65.05 |
8.53 |
12.0% |
2.47 |
3.5% |
68% |
False |
False |
195,444 |
| 40 |
75.89 |
65.05 |
10.84 |
15.3% |
2.51 |
3.5% |
53% |
False |
False |
127,633 |
| 60 |
75.89 |
61.38 |
14.51 |
20.5% |
2.45 |
3.5% |
65% |
False |
False |
94,607 |
| 80 |
75.89 |
61.38 |
14.51 |
20.5% |
2.41 |
3.4% |
65% |
False |
False |
73,122 |
| 100 |
75.89 |
59.95 |
15.94 |
22.5% |
2.26 |
3.2% |
68% |
False |
False |
60,116 |
| 120 |
75.89 |
54.20 |
21.69 |
30.6% |
2.09 |
2.9% |
77% |
False |
False |
50,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.00 |
|
2.618 |
77.31 |
|
1.618 |
75.05 |
|
1.000 |
73.65 |
|
0.618 |
72.79 |
|
HIGH |
71.39 |
|
0.618 |
70.53 |
|
0.500 |
70.26 |
|
0.382 |
69.99 |
|
LOW |
69.13 |
|
0.618 |
67.73 |
|
1.000 |
66.87 |
|
1.618 |
65.47 |
|
2.618 |
63.21 |
|
4.250 |
59.53 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.63 |
70.08 |
| PP |
70.45 |
69.34 |
| S1 |
70.26 |
68.61 |
|