NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
73.00 |
70.34 |
-2.66 |
-3.6% |
69.49 |
| High |
73.82 |
70.77 |
-3.05 |
-4.1% |
73.82 |
| Low |
70.13 |
69.64 |
-0.49 |
-0.7% |
69.42 |
| Close |
70.68 |
70.37 |
-0.31 |
-0.4% |
70.68 |
| Range |
3.69 |
1.13 |
-2.56 |
-69.4% |
4.40 |
| ATR |
2.26 |
2.18 |
-0.08 |
-3.6% |
0.00 |
| Volume |
25,618 |
19,002 |
-6,616 |
-25.8% |
78,225 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.65 |
73.14 |
70.99 |
|
| R3 |
72.52 |
72.01 |
70.68 |
|
| R2 |
71.39 |
71.39 |
70.58 |
|
| R1 |
70.88 |
70.88 |
70.47 |
71.14 |
| PP |
70.26 |
70.26 |
70.26 |
70.39 |
| S1 |
69.75 |
69.75 |
70.27 |
70.01 |
| S2 |
69.13 |
69.13 |
70.16 |
|
| S3 |
68.00 |
68.62 |
70.06 |
|
| S4 |
66.87 |
67.49 |
69.75 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.51 |
81.99 |
73.10 |
|
| R3 |
80.11 |
77.59 |
71.89 |
|
| R2 |
75.71 |
75.71 |
71.49 |
|
| R1 |
73.19 |
73.19 |
71.08 |
74.45 |
| PP |
71.31 |
71.31 |
71.31 |
71.94 |
| S1 |
68.79 |
68.79 |
70.28 |
70.05 |
| S2 |
66.91 |
66.91 |
69.87 |
|
| S3 |
62.51 |
64.39 |
69.47 |
|
| S4 |
58.11 |
59.99 |
68.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.82 |
69.42 |
4.40 |
6.3% |
2.35 |
3.3% |
22% |
False |
False |
19,445 |
| 10 |
75.15 |
68.77 |
6.38 |
9.1% |
2.34 |
3.3% |
25% |
False |
False |
15,059 |
| 20 |
76.69 |
68.77 |
7.92 |
11.3% |
2.25 |
3.2% |
20% |
False |
False |
13,387 |
| 40 |
77.45 |
68.55 |
8.90 |
12.6% |
2.11 |
3.0% |
20% |
False |
False |
11,429 |
| 60 |
77.45 |
63.01 |
14.44 |
20.5% |
1.99 |
2.8% |
51% |
False |
False |
9,464 |
| 80 |
77.45 |
63.01 |
14.44 |
20.5% |
1.83 |
2.6% |
51% |
False |
False |
8,013 |
| 100 |
77.45 |
56.50 |
20.95 |
29.8% |
1.72 |
2.4% |
66% |
False |
False |
6,785 |
| 120 |
77.45 |
56.18 |
21.27 |
30.2% |
1.62 |
2.3% |
67% |
False |
False |
5,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.57 |
|
2.618 |
73.73 |
|
1.618 |
72.60 |
|
1.000 |
71.90 |
|
0.618 |
71.47 |
|
HIGH |
70.77 |
|
0.618 |
70.34 |
|
0.500 |
70.21 |
|
0.382 |
70.07 |
|
LOW |
69.64 |
|
0.618 |
68.94 |
|
1.000 |
68.51 |
|
1.618 |
67.81 |
|
2.618 |
66.68 |
|
4.250 |
64.84 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.32 |
71.73 |
| PP |
70.26 |
71.28 |
| S1 |
70.21 |
70.82 |
|