NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
71.41 |
73.44 |
2.03 |
2.8% |
69.49 |
| High |
73.68 |
74.39 |
0.71 |
1.0% |
73.82 |
| Low |
71.40 |
73.10 |
1.70 |
2.4% |
69.42 |
| Close |
73.65 |
73.93 |
0.28 |
0.4% |
70.68 |
| Range |
2.28 |
1.29 |
-0.99 |
-43.4% |
4.40 |
| ATR |
2.20 |
2.14 |
-0.07 |
-3.0% |
0.00 |
| Volume |
14,979 |
23,849 |
8,870 |
59.2% |
78,225 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.68 |
77.09 |
74.64 |
|
| R3 |
76.39 |
75.80 |
74.28 |
|
| R2 |
75.10 |
75.10 |
74.17 |
|
| R1 |
74.51 |
74.51 |
74.05 |
74.81 |
| PP |
73.81 |
73.81 |
73.81 |
73.95 |
| S1 |
73.22 |
73.22 |
73.81 |
73.52 |
| S2 |
72.52 |
72.52 |
73.69 |
|
| S3 |
71.23 |
71.93 |
73.58 |
|
| S4 |
69.94 |
70.64 |
73.22 |
|
|
| 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 |
74.39 |
69.64 |
4.75 |
6.4% |
2.15 |
2.9% |
90% |
True |
False |
19,770 |
| 10 |
74.39 |
68.77 |
5.62 |
7.6% |
2.07 |
2.8% |
92% |
True |
False |
17,665 |
| 20 |
76.69 |
68.77 |
7.92 |
10.7% |
2.11 |
2.8% |
65% |
False |
False |
14,961 |
| 40 |
77.45 |
68.55 |
8.90 |
12.0% |
2.13 |
2.9% |
60% |
False |
False |
12,285 |
| 60 |
77.45 |
63.01 |
14.44 |
19.5% |
2.00 |
2.7% |
76% |
False |
False |
10,204 |
| 80 |
77.45 |
63.01 |
14.44 |
19.5% |
1.86 |
2.5% |
76% |
False |
False |
8,606 |
| 100 |
77.45 |
56.57 |
20.88 |
28.2% |
1.76 |
2.4% |
83% |
False |
False |
7,253 |
| 120 |
77.45 |
56.18 |
21.27 |
28.8% |
1.64 |
2.2% |
83% |
False |
False |
6,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.87 |
|
2.618 |
77.77 |
|
1.618 |
76.48 |
|
1.000 |
75.68 |
|
0.618 |
75.19 |
|
HIGH |
74.39 |
|
0.618 |
73.90 |
|
0.500 |
73.75 |
|
0.382 |
73.59 |
|
LOW |
73.10 |
|
0.618 |
72.30 |
|
1.000 |
71.81 |
|
1.618 |
71.01 |
|
2.618 |
69.72 |
|
4.250 |
67.62 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.87 |
73.35 |
| PP |
73.81 |
72.76 |
| S1 |
73.75 |
72.18 |
|