NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.02 |
68.80 |
-3.22 |
-4.5% |
70.09 |
| High |
72.26 |
69.31 |
-2.95 |
-4.1% |
74.00 |
| Low |
68.61 |
66.10 |
-2.51 |
-3.7% |
69.05 |
| Close |
69.51 |
66.38 |
-3.13 |
-4.5% |
73.04 |
| Range |
3.65 |
3.21 |
-0.44 |
-12.1% |
4.95 |
| ATR |
2.46 |
2.53 |
0.07 |
2.8% |
0.00 |
| Volume |
65,094 |
124,702 |
59,608 |
91.6% |
368,820 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.89 |
74.85 |
68.15 |
|
| R3 |
73.68 |
71.64 |
67.26 |
|
| R2 |
70.47 |
70.47 |
66.97 |
|
| R1 |
68.43 |
68.43 |
66.67 |
67.85 |
| PP |
67.26 |
67.26 |
67.26 |
66.97 |
| S1 |
65.22 |
65.22 |
66.09 |
64.64 |
| S2 |
64.05 |
64.05 |
65.79 |
|
| S3 |
60.84 |
62.01 |
65.50 |
|
| S4 |
57.63 |
58.80 |
64.61 |
|
|
| 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 |
73.65 |
66.10 |
7.55 |
11.4% |
2.78 |
4.2% |
4% |
False |
True |
78,234 |
| 10 |
74.00 |
66.10 |
7.90 |
11.9% |
2.56 |
3.9% |
4% |
False |
True |
77,136 |
| 20 |
74.80 |
66.10 |
8.70 |
13.1% |
2.50 |
3.8% |
3% |
False |
True |
70,506 |
| 40 |
76.87 |
66.10 |
10.77 |
16.2% |
2.51 |
3.8% |
3% |
False |
True |
62,591 |
| 60 |
76.87 |
62.21 |
14.66 |
22.1% |
2.43 |
3.7% |
28% |
False |
False |
56,284 |
| 80 |
76.87 |
62.21 |
14.66 |
22.1% |
2.42 |
3.6% |
28% |
False |
False |
51,216 |
| 100 |
76.87 |
60.51 |
16.36 |
24.6% |
2.31 |
3.5% |
36% |
False |
False |
46,250 |
| 120 |
76.87 |
54.92 |
21.95 |
33.1% |
2.29 |
3.4% |
52% |
False |
False |
41,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.95 |
|
2.618 |
77.71 |
|
1.618 |
74.50 |
|
1.000 |
72.52 |
|
0.618 |
71.29 |
|
HIGH |
69.31 |
|
0.618 |
68.08 |
|
0.500 |
67.71 |
|
0.382 |
67.33 |
|
LOW |
66.10 |
|
0.618 |
64.12 |
|
1.000 |
62.89 |
|
1.618 |
60.91 |
|
2.618 |
57.70 |
|
4.250 |
52.46 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.71 |
69.29 |
| PP |
67.26 |
68.32 |
| S1 |
66.82 |
67.35 |
|