NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
70.34 |
70.52 |
0.18 |
0.3% |
69.49 |
| High |
70.77 |
72.32 |
1.55 |
2.2% |
73.82 |
| Low |
69.64 |
69.97 |
0.33 |
0.5% |
69.42 |
| Close |
70.37 |
72.14 |
1.77 |
2.5% |
70.68 |
| Range |
1.13 |
2.35 |
1.22 |
108.0% |
4.40 |
| ATR |
2.18 |
2.20 |
0.01 |
0.5% |
0.00 |
| Volume |
19,002 |
15,402 |
-3,600 |
-18.9% |
78,225 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.53 |
77.68 |
73.43 |
|
| R3 |
76.18 |
75.33 |
72.79 |
|
| R2 |
73.83 |
73.83 |
72.57 |
|
| R1 |
72.98 |
72.98 |
72.36 |
73.41 |
| PP |
71.48 |
71.48 |
71.48 |
71.69 |
| S1 |
70.63 |
70.63 |
71.92 |
71.06 |
| S2 |
69.13 |
69.13 |
71.71 |
|
| S3 |
66.78 |
68.28 |
71.49 |
|
| S4 |
64.43 |
65.93 |
70.85 |
|
|
| 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 |
69.64 |
4.18 |
5.8% |
2.06 |
2.9% |
60% |
False |
False |
19,903 |
| 10 |
73.82 |
68.77 |
5.05 |
7.0% |
2.18 |
3.0% |
67% |
False |
False |
15,384 |
| 20 |
76.69 |
68.77 |
7.92 |
11.0% |
2.28 |
3.2% |
43% |
False |
False |
13,786 |
| 40 |
77.45 |
68.55 |
8.90 |
12.3% |
2.14 |
3.0% |
40% |
False |
False |
11,689 |
| 60 |
77.45 |
63.01 |
14.44 |
20.0% |
2.00 |
2.8% |
63% |
False |
False |
9,697 |
| 80 |
77.45 |
63.01 |
14.44 |
20.0% |
1.85 |
2.6% |
63% |
False |
False |
8,182 |
| 100 |
77.45 |
56.57 |
20.88 |
28.9% |
1.74 |
2.4% |
75% |
False |
False |
6,914 |
| 120 |
77.45 |
56.18 |
21.27 |
29.5% |
1.62 |
2.3% |
75% |
False |
False |
6,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.31 |
|
2.618 |
78.47 |
|
1.618 |
76.12 |
|
1.000 |
74.67 |
|
0.618 |
73.77 |
|
HIGH |
72.32 |
|
0.618 |
71.42 |
|
0.500 |
71.15 |
|
0.382 |
70.87 |
|
LOW |
69.97 |
|
0.618 |
68.52 |
|
1.000 |
67.62 |
|
1.618 |
66.17 |
|
2.618 |
63.82 |
|
4.250 |
59.98 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.81 |
72.00 |
| PP |
71.48 |
71.87 |
| S1 |
71.15 |
71.73 |
|