NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
66.45 |
66.57 |
0.12 |
0.2% |
72.76 |
| High |
67.45 |
67.86 |
0.41 |
0.6% |
73.15 |
| Low |
65.55 |
65.85 |
0.30 |
0.5% |
65.55 |
| Close |
66.42 |
67.17 |
0.75 |
1.1% |
66.42 |
| Range |
1.90 |
2.01 |
0.11 |
5.8% |
7.60 |
| ATR |
2.48 |
2.45 |
-0.03 |
-1.4% |
0.00 |
| Volume |
140,960 |
124,732 |
-16,228 |
-11.5% |
459,670 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.99 |
72.09 |
68.28 |
|
| R3 |
70.98 |
70.08 |
67.72 |
|
| R2 |
68.97 |
68.97 |
67.54 |
|
| R1 |
68.07 |
68.07 |
67.35 |
68.52 |
| PP |
66.96 |
66.96 |
66.96 |
67.19 |
| S1 |
66.06 |
66.06 |
66.99 |
66.51 |
| S2 |
64.95 |
64.95 |
66.80 |
|
| S3 |
62.94 |
64.05 |
66.62 |
|
| S4 |
60.93 |
62.04 |
66.06 |
|
|
| 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 |
72.47 |
65.55 |
6.92 |
10.3% |
2.61 |
3.9% |
23% |
False |
False |
106,550 |
| 10 |
74.00 |
65.55 |
8.45 |
12.6% |
2.42 |
3.6% |
19% |
False |
False |
87,118 |
| 20 |
74.62 |
65.55 |
9.07 |
13.5% |
2.47 |
3.7% |
18% |
False |
False |
78,112 |
| 40 |
76.87 |
65.55 |
11.32 |
16.9% |
2.41 |
3.6% |
14% |
False |
False |
66,439 |
| 60 |
76.87 |
62.21 |
14.66 |
21.8% |
2.40 |
3.6% |
34% |
False |
False |
59,276 |
| 80 |
76.87 |
62.21 |
14.66 |
21.8% |
2.40 |
3.6% |
34% |
False |
False |
53,164 |
| 100 |
76.87 |
60.66 |
16.21 |
24.1% |
2.32 |
3.5% |
40% |
False |
False |
48,405 |
| 120 |
76.87 |
54.92 |
21.95 |
32.7% |
2.28 |
3.4% |
56% |
False |
False |
43,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.40 |
|
2.618 |
73.12 |
|
1.618 |
71.11 |
|
1.000 |
69.87 |
|
0.618 |
69.10 |
|
HIGH |
67.86 |
|
0.618 |
67.09 |
|
0.500 |
66.86 |
|
0.382 |
66.62 |
|
LOW |
65.85 |
|
0.618 |
64.61 |
|
1.000 |
63.84 |
|
1.618 |
62.60 |
|
2.618 |
60.59 |
|
4.250 |
57.31 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.07 |
67.43 |
| PP |
66.96 |
67.34 |
| S1 |
66.86 |
67.26 |
|