NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.18 |
72.67 |
0.49 |
0.7% |
74.62 |
| High |
73.43 |
73.27 |
-0.16 |
-0.2% |
74.62 |
| Low |
71.51 |
71.66 |
0.15 |
0.2% |
68.21 |
| Close |
72.21 |
72.61 |
0.40 |
0.6% |
69.08 |
| Range |
1.92 |
1.61 |
-0.31 |
-16.1% |
6.41 |
| ATR |
2.47 |
2.41 |
-0.06 |
-2.5% |
0.00 |
| Volume |
93,057 |
98,671 |
5,614 |
6.0% |
278,029 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.34 |
76.59 |
73.50 |
|
| R3 |
75.73 |
74.98 |
73.05 |
|
| R2 |
74.12 |
74.12 |
72.91 |
|
| R1 |
73.37 |
73.37 |
72.76 |
72.94 |
| PP |
72.51 |
72.51 |
72.51 |
72.30 |
| S1 |
71.76 |
71.76 |
72.46 |
71.33 |
| S2 |
70.90 |
70.90 |
72.31 |
|
| S3 |
69.29 |
70.15 |
72.17 |
|
| S4 |
67.68 |
68.54 |
71.72 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.87 |
85.88 |
72.61 |
|
| R3 |
83.46 |
79.47 |
70.84 |
|
| R2 |
77.05 |
77.05 |
70.26 |
|
| R1 |
73.06 |
73.06 |
69.67 |
71.85 |
| PP |
70.64 |
70.64 |
70.64 |
70.03 |
| S1 |
66.65 |
66.65 |
68.49 |
65.44 |
| S2 |
64.23 |
64.23 |
67.90 |
|
| S3 |
57.82 |
60.24 |
67.32 |
|
| S4 |
51.41 |
53.83 |
65.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.43 |
68.21 |
5.22 |
7.2% |
2.17 |
3.0% |
84% |
False |
False |
72,770 |
| 10 |
74.80 |
68.21 |
6.59 |
9.1% |
2.44 |
3.4% |
67% |
False |
False |
63,877 |
| 20 |
76.16 |
68.21 |
7.95 |
10.9% |
2.54 |
3.5% |
55% |
False |
False |
59,252 |
| 40 |
76.87 |
65.00 |
11.87 |
16.3% |
2.41 |
3.3% |
64% |
False |
False |
55,006 |
| 60 |
76.87 |
62.21 |
14.66 |
20.2% |
2.44 |
3.4% |
71% |
False |
False |
48,689 |
| 80 |
76.87 |
62.21 |
14.66 |
20.2% |
2.33 |
3.2% |
71% |
False |
False |
44,957 |
| 100 |
76.87 |
54.92 |
21.95 |
30.2% |
2.26 |
3.1% |
81% |
False |
False |
40,487 |
| 120 |
76.87 |
54.92 |
21.95 |
30.2% |
2.26 |
3.1% |
81% |
False |
False |
37,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.11 |
|
2.618 |
77.48 |
|
1.618 |
75.87 |
|
1.000 |
74.88 |
|
0.618 |
74.26 |
|
HIGH |
73.27 |
|
0.618 |
72.65 |
|
0.500 |
72.47 |
|
0.382 |
72.28 |
|
LOW |
71.66 |
|
0.618 |
70.67 |
|
1.000 |
70.05 |
|
1.618 |
69.06 |
|
2.618 |
67.45 |
|
4.250 |
64.82 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.56 |
72.09 |
| PP |
72.51 |
71.56 |
| S1 |
72.47 |
71.04 |
|