NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
66.57 |
67.42 |
0.85 |
1.3% |
72.76 |
| High |
67.86 |
67.68 |
-0.18 |
-0.3% |
73.15 |
| Low |
65.85 |
66.22 |
0.37 |
0.6% |
65.55 |
| Close |
67.17 |
67.08 |
-0.09 |
-0.1% |
66.42 |
| Range |
2.01 |
1.46 |
-0.55 |
-27.4% |
7.60 |
| ATR |
2.45 |
2.38 |
-0.07 |
-2.9% |
0.00 |
| Volume |
124,732 |
78,785 |
-45,947 |
-36.8% |
459,670 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.37 |
70.69 |
67.88 |
|
| R3 |
69.91 |
69.23 |
67.48 |
|
| R2 |
68.45 |
68.45 |
67.35 |
|
| R1 |
67.77 |
67.77 |
67.21 |
67.38 |
| PP |
66.99 |
66.99 |
66.99 |
66.80 |
| S1 |
66.31 |
66.31 |
66.95 |
65.92 |
| S2 |
65.53 |
65.53 |
66.81 |
|
| S3 |
64.07 |
64.85 |
66.68 |
|
| S4 |
62.61 |
63.39 |
66.28 |
|
|
| 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 |
72.26 |
65.55 |
6.71 |
10.0% |
2.45 |
3.6% |
23% |
False |
False |
106,854 |
| 10 |
74.00 |
65.55 |
8.45 |
12.6% |
2.31 |
3.4% |
18% |
False |
False |
89,007 |
| 20 |
74.00 |
65.55 |
8.45 |
12.6% |
2.34 |
3.5% |
18% |
False |
False |
79,468 |
| 40 |
76.87 |
65.55 |
11.32 |
16.9% |
2.38 |
3.5% |
14% |
False |
False |
66,583 |
| 60 |
76.87 |
62.21 |
14.66 |
21.9% |
2.38 |
3.5% |
33% |
False |
False |
59,770 |
| 80 |
76.87 |
62.21 |
14.66 |
21.9% |
2.38 |
3.6% |
33% |
False |
False |
53,554 |
| 100 |
76.87 |
60.66 |
16.21 |
24.2% |
2.31 |
3.5% |
40% |
False |
False |
48,916 |
| 120 |
76.87 |
54.92 |
21.95 |
32.7% |
2.26 |
3.4% |
55% |
False |
False |
43,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.89 |
|
2.618 |
71.50 |
|
1.618 |
70.04 |
|
1.000 |
69.14 |
|
0.618 |
68.58 |
|
HIGH |
67.68 |
|
0.618 |
67.12 |
|
0.500 |
66.95 |
|
0.382 |
66.78 |
|
LOW |
66.22 |
|
0.618 |
65.32 |
|
1.000 |
64.76 |
|
1.618 |
63.86 |
|
2.618 |
62.40 |
|
4.250 |
60.02 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.04 |
66.96 |
| PP |
66.99 |
66.83 |
| S1 |
66.95 |
66.71 |
|