NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
70.40 |
70.35 |
-0.05 |
-0.1% |
66.15 |
| High |
71.39 |
70.69 |
-0.70 |
-1.0% |
71.39 |
| Low |
69.13 |
68.32 |
-0.81 |
-1.2% |
65.41 |
| Close |
70.82 |
69.95 |
-0.87 |
-1.2% |
69.95 |
| Range |
2.26 |
2.37 |
0.11 |
4.9% |
5.98 |
| ATR |
2.56 |
2.56 |
0.00 |
-0.2% |
0.00 |
| Volume |
386,690 |
334,690 |
-52,000 |
-13.4% |
1,515,454 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.76 |
75.73 |
71.25 |
|
| R3 |
74.39 |
73.36 |
70.60 |
|
| R2 |
72.02 |
72.02 |
70.38 |
|
| R1 |
70.99 |
70.99 |
70.17 |
70.32 |
| PP |
69.65 |
69.65 |
69.65 |
69.32 |
| S1 |
68.62 |
68.62 |
69.73 |
67.95 |
| S2 |
67.28 |
67.28 |
69.52 |
|
| S3 |
64.91 |
66.25 |
69.30 |
|
| S4 |
62.54 |
63.88 |
68.65 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.86 |
84.38 |
73.24 |
|
| R3 |
80.88 |
78.40 |
71.59 |
|
| R2 |
74.90 |
74.90 |
71.05 |
|
| R1 |
72.42 |
72.42 |
70.50 |
73.66 |
| PP |
68.92 |
68.92 |
68.92 |
69.54 |
| S1 |
66.44 |
66.44 |
69.40 |
67.68 |
| S2 |
62.94 |
62.94 |
68.85 |
|
| S3 |
56.96 |
60.46 |
68.31 |
|
| S4 |
50.98 |
54.48 |
66.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.39 |
65.41 |
5.98 |
8.5% |
2.55 |
3.7% |
76% |
False |
False |
303,090 |
| 10 |
72.65 |
65.05 |
7.60 |
10.9% |
2.74 |
3.9% |
64% |
False |
False |
281,648 |
| 20 |
73.58 |
65.05 |
8.53 |
12.2% |
2.51 |
3.6% |
57% |
False |
False |
208,808 |
| 40 |
75.69 |
65.05 |
10.64 |
15.2% |
2.52 |
3.6% |
46% |
False |
False |
134,854 |
| 60 |
75.89 |
61.38 |
14.51 |
20.7% |
2.45 |
3.5% |
59% |
False |
False |
99,908 |
| 80 |
75.89 |
61.38 |
14.51 |
20.7% |
2.42 |
3.5% |
59% |
False |
False |
77,209 |
| 100 |
75.89 |
59.95 |
15.94 |
22.8% |
2.27 |
3.2% |
63% |
False |
False |
63,411 |
| 120 |
75.89 |
54.20 |
21.69 |
31.0% |
2.10 |
3.0% |
73% |
False |
False |
53,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.76 |
|
2.618 |
76.89 |
|
1.618 |
74.52 |
|
1.000 |
73.06 |
|
0.618 |
72.15 |
|
HIGH |
70.69 |
|
0.618 |
69.78 |
|
0.500 |
69.51 |
|
0.382 |
69.23 |
|
LOW |
68.32 |
|
0.618 |
66.86 |
|
1.000 |
65.95 |
|
1.618 |
64.49 |
|
2.618 |
62.12 |
|
4.250 |
58.25 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.80 |
69.57 |
| PP |
69.65 |
69.19 |
| S1 |
69.51 |
68.81 |
|