NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
67.42 |
67.04 |
-0.38 |
-0.6% |
72.76 |
| High |
67.68 |
71.05 |
3.37 |
5.0% |
73.15 |
| Low |
66.22 |
66.60 |
0.38 |
0.6% |
65.55 |
| Close |
67.08 |
70.94 |
3.86 |
5.8% |
66.42 |
| Range |
1.46 |
4.45 |
2.99 |
204.8% |
7.60 |
| ATR |
2.38 |
2.53 |
0.15 |
6.2% |
0.00 |
| Volume |
78,785 |
90,131 |
11,346 |
14.4% |
459,670 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.88 |
81.36 |
73.39 |
|
| R3 |
78.43 |
76.91 |
72.16 |
|
| R2 |
73.98 |
73.98 |
71.76 |
|
| R1 |
72.46 |
72.46 |
71.35 |
73.22 |
| PP |
69.53 |
69.53 |
69.53 |
69.91 |
| S1 |
68.01 |
68.01 |
70.53 |
68.77 |
| S2 |
65.08 |
65.08 |
70.12 |
|
| S3 |
60.63 |
63.56 |
69.72 |
|
| S4 |
56.18 |
59.11 |
68.49 |
|
|
| 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 |
71.05 |
65.55 |
5.50 |
7.8% |
2.61 |
3.7% |
98% |
True |
False |
111,862 |
| 10 |
74.00 |
65.55 |
8.45 |
11.9% |
2.51 |
3.5% |
64% |
False |
False |
91,475 |
| 20 |
74.00 |
65.55 |
8.45 |
11.9% |
2.40 |
3.4% |
64% |
False |
False |
81,298 |
| 40 |
76.87 |
65.55 |
11.32 |
16.0% |
2.44 |
3.4% |
48% |
False |
False |
66,959 |
| 60 |
76.87 |
62.21 |
14.66 |
20.7% |
2.41 |
3.4% |
60% |
False |
False |
60,508 |
| 80 |
76.87 |
62.21 |
14.66 |
20.7% |
2.42 |
3.4% |
60% |
False |
False |
54,098 |
| 100 |
76.87 |
60.66 |
16.21 |
22.9% |
2.34 |
3.3% |
63% |
False |
False |
49,447 |
| 120 |
76.87 |
54.92 |
21.95 |
30.9% |
2.28 |
3.2% |
73% |
False |
False |
44,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.96 |
|
2.618 |
82.70 |
|
1.618 |
78.25 |
|
1.000 |
75.50 |
|
0.618 |
73.80 |
|
HIGH |
71.05 |
|
0.618 |
69.35 |
|
0.500 |
68.83 |
|
0.382 |
68.30 |
|
LOW |
66.60 |
|
0.618 |
63.85 |
|
1.000 |
62.15 |
|
1.618 |
59.40 |
|
2.618 |
54.95 |
|
4.250 |
47.69 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.24 |
70.11 |
| PP |
69.53 |
69.28 |
| S1 |
68.83 |
68.45 |
|