NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
68.80 |
66.45 |
-2.35 |
-3.4% |
72.76 |
| High |
69.31 |
67.45 |
-1.86 |
-2.7% |
73.15 |
| Low |
66.10 |
65.55 |
-0.55 |
-0.8% |
65.55 |
| Close |
66.38 |
66.42 |
0.04 |
0.1% |
66.42 |
| Range |
3.21 |
1.90 |
-1.31 |
-40.8% |
7.60 |
| ATR |
2.53 |
2.48 |
-0.04 |
-1.8% |
0.00 |
| Volume |
124,702 |
140,960 |
16,258 |
13.0% |
459,670 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.17 |
71.20 |
67.47 |
|
| R3 |
70.27 |
69.30 |
66.94 |
|
| R2 |
68.37 |
68.37 |
66.77 |
|
| R1 |
67.40 |
67.40 |
66.59 |
66.94 |
| PP |
66.47 |
66.47 |
66.47 |
66.24 |
| S1 |
65.50 |
65.50 |
66.25 |
65.04 |
| S2 |
64.57 |
64.57 |
66.07 |
|
| S3 |
62.67 |
63.60 |
65.90 |
|
| S4 |
60.77 |
61.70 |
65.38 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.17 |
86.40 |
70.60 |
|
| R3 |
83.57 |
78.80 |
68.51 |
|
| R2 |
75.97 |
75.97 |
67.81 |
|
| R1 |
71.20 |
71.20 |
67.12 |
69.79 |
| PP |
68.37 |
68.37 |
68.37 |
67.67 |
| S1 |
63.60 |
63.60 |
65.72 |
62.19 |
| S2 |
60.77 |
60.77 |
65.03 |
|
| S3 |
53.17 |
56.00 |
64.33 |
|
| S4 |
45.57 |
48.40 |
62.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.15 |
65.55 |
7.60 |
11.4% |
2.88 |
4.3% |
11% |
False |
True |
91,934 |
| 10 |
74.00 |
65.55 |
8.45 |
12.7% |
2.35 |
3.5% |
10% |
False |
True |
82,849 |
| 20 |
74.80 |
65.55 |
9.25 |
13.9% |
2.45 |
3.7% |
9% |
False |
True |
74,451 |
| 40 |
76.87 |
65.55 |
11.32 |
17.0% |
2.45 |
3.7% |
8% |
False |
True |
64,710 |
| 60 |
76.87 |
62.21 |
14.66 |
22.1% |
2.42 |
3.6% |
29% |
False |
False |
57,975 |
| 80 |
76.87 |
62.21 |
14.66 |
22.1% |
2.41 |
3.6% |
29% |
False |
False |
52,330 |
| 100 |
76.87 |
60.54 |
16.33 |
24.6% |
2.32 |
3.5% |
36% |
False |
False |
47,380 |
| 120 |
76.87 |
54.92 |
21.95 |
33.0% |
2.28 |
3.4% |
52% |
False |
False |
42,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.53 |
|
2.618 |
72.42 |
|
1.618 |
70.52 |
|
1.000 |
69.35 |
|
0.618 |
68.62 |
|
HIGH |
67.45 |
|
0.618 |
66.72 |
|
0.500 |
66.50 |
|
0.382 |
66.28 |
|
LOW |
65.55 |
|
0.618 |
64.38 |
|
1.000 |
63.65 |
|
1.618 |
62.48 |
|
2.618 |
60.58 |
|
4.250 |
57.48 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.50 |
68.91 |
| PP |
66.47 |
68.08 |
| S1 |
66.45 |
67.25 |
|