NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
70.58 |
70.10 |
-0.48 |
-0.7% |
66.57 |
| High |
70.90 |
71.17 |
0.27 |
0.4% |
71.75 |
| Low |
68.74 |
68.32 |
-0.42 |
-0.6% |
65.85 |
| Close |
70.33 |
70.61 |
0.28 |
0.4% |
70.33 |
| Range |
2.16 |
2.85 |
0.69 |
31.9% |
5.90 |
| ATR |
2.50 |
2.53 |
0.02 |
1.0% |
0.00 |
| Volume |
129,261 |
105,407 |
-23,854 |
-18.5% |
557,066 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.58 |
77.45 |
72.18 |
|
| R3 |
75.73 |
74.60 |
71.39 |
|
| R2 |
72.88 |
72.88 |
71.13 |
|
| R1 |
71.75 |
71.75 |
70.87 |
72.32 |
| PP |
70.03 |
70.03 |
70.03 |
70.32 |
| S1 |
68.90 |
68.90 |
70.35 |
69.47 |
| S2 |
67.18 |
67.18 |
70.09 |
|
| S3 |
64.33 |
66.05 |
69.83 |
|
| S4 |
61.48 |
63.20 |
69.04 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.01 |
84.57 |
73.58 |
|
| R3 |
81.11 |
78.67 |
71.95 |
|
| R2 |
75.21 |
75.21 |
71.41 |
|
| R1 |
72.77 |
72.77 |
70.87 |
73.99 |
| PP |
69.31 |
69.31 |
69.31 |
69.92 |
| S1 |
66.87 |
66.87 |
69.79 |
68.09 |
| S2 |
63.41 |
63.41 |
69.25 |
|
| S3 |
57.51 |
60.97 |
68.71 |
|
| S4 |
51.61 |
55.07 |
67.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.75 |
66.22 |
5.53 |
7.8% |
2.63 |
3.7% |
79% |
False |
False |
107,548 |
| 10 |
72.47 |
65.55 |
6.92 |
9.8% |
2.62 |
3.7% |
73% |
False |
False |
107,049 |
| 20 |
74.00 |
65.55 |
8.45 |
12.0% |
2.51 |
3.6% |
60% |
False |
False |
91,098 |
| 40 |
76.16 |
65.55 |
10.61 |
15.0% |
2.47 |
3.5% |
48% |
False |
False |
72,360 |
| 60 |
76.87 |
62.21 |
14.66 |
20.8% |
2.42 |
3.4% |
57% |
False |
False |
64,688 |
| 80 |
76.87 |
62.21 |
14.66 |
20.8% |
2.45 |
3.5% |
57% |
False |
False |
57,416 |
| 100 |
76.87 |
60.66 |
16.21 |
23.0% |
2.36 |
3.3% |
61% |
False |
False |
52,479 |
| 120 |
76.87 |
54.92 |
21.95 |
31.1% |
2.28 |
3.2% |
71% |
False |
False |
47,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.28 |
|
2.618 |
78.63 |
|
1.618 |
75.78 |
|
1.000 |
74.02 |
|
0.618 |
72.93 |
|
HIGH |
71.17 |
|
0.618 |
70.08 |
|
0.500 |
69.75 |
|
0.382 |
69.41 |
|
LOW |
68.32 |
|
0.618 |
66.56 |
|
1.000 |
65.47 |
|
1.618 |
63.71 |
|
2.618 |
60.86 |
|
4.250 |
56.21 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.32 |
70.42 |
| PP |
70.03 |
70.23 |
| S1 |
69.75 |
70.04 |
|