NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.46 |
73.00 |
0.54 |
0.7% |
74.50 |
| High |
73.72 |
73.53 |
-0.19 |
-0.3% |
75.15 |
| Low |
72.05 |
72.07 |
0.02 |
0.0% |
68.77 |
| Close |
72.62 |
72.97 |
0.35 |
0.5% |
69.63 |
| Range |
1.67 |
1.46 |
-0.21 |
-12.6% |
6.38 |
| ATR |
2.21 |
2.16 |
-0.05 |
-2.4% |
0.00 |
| Volume |
17,456 |
22,038 |
4,582 |
26.2% |
53,371 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.24 |
76.56 |
73.77 |
|
| R3 |
75.78 |
75.10 |
73.37 |
|
| R2 |
74.32 |
74.32 |
73.24 |
|
| R1 |
73.64 |
73.64 |
73.10 |
73.25 |
| PP |
72.86 |
72.86 |
72.86 |
72.66 |
| S1 |
72.18 |
72.18 |
72.84 |
71.79 |
| S2 |
71.40 |
71.40 |
72.70 |
|
| S3 |
69.94 |
70.72 |
72.57 |
|
| S4 |
68.48 |
69.26 |
72.17 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.32 |
86.36 |
73.14 |
|
| R3 |
83.94 |
79.98 |
71.38 |
|
| R2 |
77.56 |
77.56 |
70.80 |
|
| R1 |
73.60 |
73.60 |
70.21 |
72.39 |
| PP |
71.18 |
71.18 |
71.18 |
70.58 |
| S1 |
67.22 |
67.22 |
69.05 |
66.01 |
| S2 |
64.80 |
64.80 |
68.46 |
|
| S3 |
58.42 |
60.84 |
67.88 |
|
| S4 |
52.04 |
54.46 |
66.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.72 |
68.77 |
4.95 |
6.8% |
1.99 |
2.7% |
85% |
False |
False |
15,560 |
| 10 |
75.29 |
68.77 |
6.52 |
8.9% |
2.26 |
3.1% |
64% |
False |
False |
12,699 |
| 20 |
76.69 |
68.77 |
7.92 |
10.9% |
2.26 |
3.1% |
53% |
False |
False |
12,244 |
| 40 |
77.45 |
65.94 |
11.51 |
15.8% |
2.08 |
2.8% |
61% |
False |
False |
10,654 |
| 60 |
77.45 |
63.01 |
14.44 |
19.8% |
1.96 |
2.7% |
69% |
False |
False |
8,887 |
| 80 |
77.45 |
63.01 |
14.44 |
19.8% |
1.80 |
2.5% |
69% |
False |
False |
7,484 |
| 100 |
77.45 |
56.18 |
21.27 |
29.1% |
1.69 |
2.3% |
79% |
False |
False |
6,370 |
| 120 |
77.45 |
56.18 |
21.27 |
29.1% |
1.60 |
2.2% |
79% |
False |
False |
5,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.74 |
|
2.618 |
77.35 |
|
1.618 |
75.89 |
|
1.000 |
74.99 |
|
0.618 |
74.43 |
|
HIGH |
73.53 |
|
0.618 |
72.97 |
|
0.500 |
72.80 |
|
0.382 |
72.63 |
|
LOW |
72.07 |
|
0.618 |
71.17 |
|
1.000 |
70.61 |
|
1.618 |
69.71 |
|
2.618 |
68.25 |
|
4.250 |
65.87 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.91 |
72.50 |
| PP |
72.86 |
72.04 |
| S1 |
72.80 |
71.57 |
|