NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
73.27 |
72.76 |
-0.51 |
-0.7% |
70.09 |
| High |
73.65 |
73.15 |
-0.50 |
-0.7% |
74.00 |
| Low |
72.25 |
69.77 |
-2.48 |
-3.4% |
69.05 |
| Close |
73.04 |
70.41 |
-2.63 |
-3.6% |
73.04 |
| Range |
1.40 |
3.38 |
1.98 |
141.4% |
4.95 |
| ATR |
2.30 |
2.38 |
0.08 |
3.3% |
0.00 |
| Volume |
72,460 |
51,651 |
-20,809 |
-28.7% |
368,820 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.25 |
79.21 |
72.27 |
|
| R3 |
77.87 |
75.83 |
71.34 |
|
| R2 |
74.49 |
74.49 |
71.03 |
|
| R1 |
72.45 |
72.45 |
70.72 |
71.78 |
| PP |
71.11 |
71.11 |
71.11 |
70.78 |
| S1 |
69.07 |
69.07 |
70.10 |
68.40 |
| S2 |
67.73 |
67.73 |
69.79 |
|
| S3 |
64.35 |
65.69 |
69.48 |
|
| S4 |
60.97 |
62.31 |
68.55 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.88 |
84.91 |
75.76 |
|
| R3 |
81.93 |
79.96 |
74.40 |
|
| R2 |
76.98 |
76.98 |
73.95 |
|
| R1 |
75.01 |
75.01 |
73.49 |
76.00 |
| PP |
72.03 |
72.03 |
72.03 |
72.52 |
| S1 |
70.06 |
70.06 |
72.59 |
71.05 |
| S2 |
67.08 |
67.08 |
72.13 |
|
| S3 |
62.13 |
65.11 |
71.68 |
|
| S4 |
57.18 |
60.16 |
70.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.00 |
69.38 |
4.62 |
6.6% |
2.23 |
3.2% |
22% |
False |
False |
67,685 |
| 10 |
74.00 |
68.65 |
5.35 |
7.6% |
2.41 |
3.4% |
33% |
False |
False |
75,147 |
| 20 |
76.15 |
68.21 |
7.94 |
11.3% |
2.37 |
3.4% |
28% |
False |
False |
65,672 |
| 40 |
76.87 |
67.58 |
9.29 |
13.2% |
2.46 |
3.5% |
30% |
False |
False |
58,721 |
| 60 |
76.87 |
62.21 |
14.66 |
20.8% |
2.44 |
3.5% |
56% |
False |
False |
53,415 |
| 80 |
76.87 |
62.21 |
14.66 |
20.8% |
2.38 |
3.4% |
56% |
False |
False |
49,186 |
| 100 |
76.87 |
56.46 |
20.41 |
29.0% |
2.29 |
3.3% |
68% |
False |
False |
44,186 |
| 120 |
76.87 |
54.92 |
21.95 |
31.2% |
2.28 |
3.2% |
71% |
False |
False |
39,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.52 |
|
2.618 |
82.00 |
|
1.618 |
78.62 |
|
1.000 |
76.53 |
|
0.618 |
75.24 |
|
HIGH |
73.15 |
|
0.618 |
71.86 |
|
0.500 |
71.46 |
|
0.382 |
71.06 |
|
LOW |
69.77 |
|
0.618 |
67.68 |
|
1.000 |
66.39 |
|
1.618 |
64.30 |
|
2.618 |
60.92 |
|
4.250 |
55.41 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.46 |
71.89 |
| PP |
71.11 |
71.39 |
| S1 |
70.76 |
70.90 |
|