NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
70.10 |
70.36 |
0.26 |
0.4% |
66.57 |
| High |
71.17 |
72.20 |
1.03 |
1.4% |
71.75 |
| Low |
68.32 |
70.20 |
1.88 |
2.8% |
65.85 |
| Close |
70.61 |
71.14 |
0.53 |
0.8% |
70.33 |
| Range |
2.85 |
2.00 |
-0.85 |
-29.8% |
5.90 |
| ATR |
2.53 |
2.49 |
-0.04 |
-1.5% |
0.00 |
| Volume |
105,407 |
155,033 |
49,626 |
47.1% |
557,066 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.18 |
76.16 |
72.24 |
|
| R3 |
75.18 |
74.16 |
71.69 |
|
| R2 |
73.18 |
73.18 |
71.51 |
|
| R1 |
72.16 |
72.16 |
71.32 |
72.67 |
| PP |
71.18 |
71.18 |
71.18 |
71.44 |
| S1 |
70.16 |
70.16 |
70.96 |
70.67 |
| S2 |
69.18 |
69.18 |
70.77 |
|
| S3 |
67.18 |
68.16 |
70.59 |
|
| S4 |
65.18 |
66.16 |
70.04 |
|
|
| 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 |
72.20 |
66.60 |
5.60 |
7.9% |
2.74 |
3.8% |
81% |
True |
False |
122,797 |
| 10 |
72.26 |
65.55 |
6.71 |
9.4% |
2.59 |
3.6% |
83% |
False |
False |
114,826 |
| 20 |
74.00 |
65.55 |
8.45 |
11.9% |
2.41 |
3.4% |
66% |
False |
False |
96,077 |
| 40 |
76.16 |
65.55 |
10.61 |
14.9% |
2.49 |
3.5% |
53% |
False |
False |
75,002 |
| 60 |
76.87 |
62.90 |
13.97 |
19.6% |
2.42 |
3.4% |
59% |
False |
False |
66,697 |
| 80 |
76.87 |
62.21 |
14.66 |
20.6% |
2.46 |
3.5% |
61% |
False |
False |
58,836 |
| 100 |
76.87 |
60.66 |
16.21 |
22.8% |
2.37 |
3.3% |
65% |
False |
False |
53,788 |
| 120 |
76.87 |
54.92 |
21.95 |
30.9% |
2.29 |
3.2% |
74% |
False |
False |
48,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.70 |
|
2.618 |
77.44 |
|
1.618 |
75.44 |
|
1.000 |
74.20 |
|
0.618 |
73.44 |
|
HIGH |
72.20 |
|
0.618 |
71.44 |
|
0.500 |
71.20 |
|
0.382 |
70.96 |
|
LOW |
70.20 |
|
0.618 |
68.96 |
|
1.000 |
68.20 |
|
1.618 |
66.96 |
|
2.618 |
64.96 |
|
4.250 |
61.70 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.20 |
70.85 |
| PP |
71.18 |
70.55 |
| S1 |
71.16 |
70.26 |
|