NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
70.18 |
71.87 |
1.69 |
2.4% |
70.10 |
| High |
72.92 |
72.76 |
-0.16 |
-0.2% |
72.92 |
| Low |
69.56 |
71.09 |
1.53 |
2.2% |
68.32 |
| Close |
72.14 |
72.25 |
0.11 |
0.2% |
72.25 |
| Range |
3.36 |
1.67 |
-1.69 |
-50.3% |
4.60 |
| ATR |
2.57 |
2.51 |
-0.06 |
-2.5% |
0.00 |
| Volume |
205,803 |
223,806 |
18,003 |
8.7% |
856,121 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.04 |
76.32 |
73.17 |
|
| R3 |
75.37 |
74.65 |
72.71 |
|
| R2 |
73.70 |
73.70 |
72.56 |
|
| R1 |
72.98 |
72.98 |
72.40 |
73.34 |
| PP |
72.03 |
72.03 |
72.03 |
72.22 |
| S1 |
71.31 |
71.31 |
72.10 |
71.67 |
| S2 |
70.36 |
70.36 |
71.94 |
|
| S3 |
68.69 |
69.64 |
71.79 |
|
| S4 |
67.02 |
67.97 |
71.33 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.96 |
83.21 |
74.78 |
|
| R3 |
80.36 |
78.61 |
73.52 |
|
| R2 |
75.76 |
75.76 |
73.09 |
|
| R1 |
74.01 |
74.01 |
72.67 |
74.89 |
| PP |
71.16 |
71.16 |
71.16 |
71.60 |
| S1 |
69.41 |
69.41 |
71.83 |
70.29 |
| S2 |
66.56 |
66.56 |
71.41 |
|
| S3 |
61.96 |
64.81 |
70.99 |
|
| S4 |
57.36 |
60.21 |
69.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.92 |
68.32 |
4.60 |
6.4% |
2.54 |
3.5% |
85% |
False |
False |
171,224 |
| 10 |
72.92 |
65.85 |
7.07 |
9.8% |
2.50 |
3.5% |
91% |
False |
False |
141,318 |
| 20 |
74.00 |
65.55 |
8.45 |
11.7% |
2.42 |
3.4% |
79% |
False |
False |
112,083 |
| 40 |
76.16 |
65.55 |
10.61 |
14.7% |
2.53 |
3.5% |
63% |
False |
False |
86,444 |
| 60 |
76.87 |
65.55 |
11.32 |
15.7% |
2.45 |
3.4% |
59% |
False |
False |
74,513 |
| 80 |
76.87 |
62.21 |
14.66 |
20.3% |
2.47 |
3.4% |
68% |
False |
False |
65,161 |
| 100 |
76.87 |
62.21 |
14.66 |
20.3% |
2.37 |
3.3% |
68% |
False |
False |
59,070 |
| 120 |
76.87 |
54.92 |
21.95 |
30.4% |
2.30 |
3.2% |
79% |
False |
False |
52,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.86 |
|
2.618 |
77.13 |
|
1.618 |
75.46 |
|
1.000 |
74.43 |
|
0.618 |
73.79 |
|
HIGH |
72.76 |
|
0.618 |
72.12 |
|
0.500 |
71.93 |
|
0.382 |
71.73 |
|
LOW |
71.09 |
|
0.618 |
70.06 |
|
1.000 |
69.42 |
|
1.618 |
68.39 |
|
2.618 |
66.72 |
|
4.250 |
63.99 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.14 |
71.85 |
| PP |
72.03 |
71.45 |
| S1 |
71.93 |
71.06 |
|