NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
67.04 |
70.60 |
3.56 |
5.3% |
72.76 |
| High |
71.05 |
71.75 |
0.70 |
1.0% |
73.15 |
| Low |
66.60 |
69.52 |
2.92 |
4.4% |
65.55 |
| Close |
70.94 |
71.20 |
0.26 |
0.4% |
66.42 |
| Range |
4.45 |
2.23 |
-2.22 |
-49.9% |
7.60 |
| ATR |
2.53 |
2.51 |
-0.02 |
-0.8% |
0.00 |
| Volume |
90,131 |
134,157 |
44,026 |
48.8% |
459,670 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.51 |
76.59 |
72.43 |
|
| R3 |
75.28 |
74.36 |
71.81 |
|
| R2 |
73.05 |
73.05 |
71.61 |
|
| R1 |
72.13 |
72.13 |
71.40 |
72.59 |
| PP |
70.82 |
70.82 |
70.82 |
71.06 |
| S1 |
69.90 |
69.90 |
71.00 |
70.36 |
| S2 |
68.59 |
68.59 |
70.79 |
|
| S3 |
66.36 |
67.67 |
70.59 |
|
| S4 |
64.13 |
65.44 |
69.97 |
|
|
| 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 |
71.75 |
65.55 |
6.20 |
8.7% |
2.41 |
3.4% |
91% |
True |
False |
113,753 |
| 10 |
73.65 |
65.55 |
8.10 |
11.4% |
2.60 |
3.6% |
70% |
False |
False |
95,993 |
| 20 |
74.00 |
65.55 |
8.45 |
11.9% |
2.43 |
3.4% |
67% |
False |
False |
85,198 |
| 40 |
76.87 |
65.55 |
11.32 |
15.9% |
2.45 |
3.4% |
50% |
False |
False |
69,058 |
| 60 |
76.87 |
62.21 |
14.66 |
20.6% |
2.41 |
3.4% |
61% |
False |
False |
62,211 |
| 80 |
76.87 |
62.21 |
14.66 |
20.6% |
2.43 |
3.4% |
61% |
False |
False |
55,392 |
| 100 |
76.87 |
60.66 |
16.21 |
22.8% |
2.35 |
3.3% |
65% |
False |
False |
50,529 |
| 120 |
76.87 |
54.92 |
21.95 |
30.8% |
2.27 |
3.2% |
74% |
False |
False |
45,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.23 |
|
2.618 |
77.59 |
|
1.618 |
75.36 |
|
1.000 |
73.98 |
|
0.618 |
73.13 |
|
HIGH |
71.75 |
|
0.618 |
70.90 |
|
0.500 |
70.64 |
|
0.382 |
70.37 |
|
LOW |
69.52 |
|
0.618 |
68.14 |
|
1.000 |
67.29 |
|
1.618 |
65.91 |
|
2.618 |
63.68 |
|
4.250 |
60.04 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.01 |
70.46 |
| PP |
70.82 |
69.72 |
| S1 |
70.64 |
68.99 |
|