NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
70.36 |
71.44 |
1.08 |
1.5% |
66.57 |
| High |
72.20 |
72.00 |
-0.20 |
-0.3% |
71.75 |
| Low |
70.20 |
69.19 |
-1.01 |
-1.4% |
65.85 |
| Close |
71.14 |
69.88 |
-1.26 |
-1.8% |
70.33 |
| Range |
2.00 |
2.81 |
0.81 |
40.5% |
5.90 |
| ATR |
2.49 |
2.51 |
0.02 |
0.9% |
0.00 |
| Volume |
155,033 |
166,072 |
11,039 |
7.1% |
557,066 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.79 |
77.14 |
71.43 |
|
| R3 |
75.98 |
74.33 |
70.65 |
|
| R2 |
73.17 |
73.17 |
70.40 |
|
| R1 |
71.52 |
71.52 |
70.14 |
70.94 |
| PP |
70.36 |
70.36 |
70.36 |
70.07 |
| S1 |
68.71 |
68.71 |
69.62 |
68.13 |
| S2 |
67.55 |
67.55 |
69.36 |
|
| S3 |
64.74 |
65.90 |
69.11 |
|
| S4 |
61.93 |
63.09 |
68.33 |
|
|
| 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 |
68.32 |
3.88 |
5.6% |
2.41 |
3.4% |
40% |
False |
False |
137,986 |
| 10 |
72.20 |
65.55 |
6.65 |
9.5% |
2.51 |
3.6% |
65% |
False |
False |
124,924 |
| 20 |
74.00 |
65.55 |
8.45 |
12.1% |
2.45 |
3.5% |
51% |
False |
False |
99,728 |
| 40 |
76.16 |
65.55 |
10.61 |
15.2% |
2.50 |
3.6% |
41% |
False |
False |
78,230 |
| 60 |
76.87 |
63.80 |
13.07 |
18.7% |
2.43 |
3.5% |
47% |
False |
False |
68,944 |
| 80 |
76.87 |
62.21 |
14.66 |
21.0% |
2.46 |
3.5% |
52% |
False |
False |
60,527 |
| 100 |
76.87 |
60.77 |
16.10 |
23.0% |
2.37 |
3.4% |
57% |
False |
False |
55,208 |
| 120 |
76.87 |
54.92 |
21.95 |
31.4% |
2.30 |
3.3% |
68% |
False |
False |
49,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.94 |
|
2.618 |
79.36 |
|
1.618 |
76.55 |
|
1.000 |
74.81 |
|
0.618 |
73.74 |
|
HIGH |
72.00 |
|
0.618 |
70.93 |
|
0.500 |
70.60 |
|
0.382 |
70.26 |
|
LOW |
69.19 |
|
0.618 |
67.45 |
|
1.000 |
66.38 |
|
1.618 |
64.64 |
|
2.618 |
61.83 |
|
4.250 |
57.25 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.60 |
70.26 |
| PP |
70.36 |
70.13 |
| S1 |
70.12 |
70.01 |
|