NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
73.85 |
73.36 |
-0.49 |
-0.7% |
70.34 |
| High |
74.12 |
73.69 |
-0.43 |
-0.6% |
74.39 |
| Low |
72.86 |
70.30 |
-2.56 |
-3.5% |
69.64 |
| Close |
73.61 |
70.94 |
-2.67 |
-3.6% |
73.61 |
| Range |
1.26 |
3.39 |
2.13 |
169.0% |
4.75 |
| ATR |
2.07 |
2.17 |
0.09 |
4.5% |
0.00 |
| Volume |
22,994 |
14,133 |
-8,861 |
-38.5% |
96,226 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.81 |
79.77 |
72.80 |
|
| R3 |
78.42 |
76.38 |
71.87 |
|
| R2 |
75.03 |
75.03 |
71.56 |
|
| R1 |
72.99 |
72.99 |
71.25 |
72.32 |
| PP |
71.64 |
71.64 |
71.64 |
71.31 |
| S1 |
69.60 |
69.60 |
70.63 |
68.93 |
| S2 |
68.25 |
68.25 |
70.32 |
|
| S3 |
64.86 |
66.21 |
70.01 |
|
| S4 |
61.47 |
62.82 |
69.08 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.80 |
84.95 |
76.22 |
|
| R3 |
82.05 |
80.20 |
74.92 |
|
| R2 |
77.30 |
77.30 |
74.48 |
|
| R1 |
75.45 |
75.45 |
74.05 |
76.38 |
| PP |
72.55 |
72.55 |
72.55 |
73.01 |
| S1 |
70.70 |
70.70 |
73.17 |
71.63 |
| S2 |
67.80 |
67.80 |
72.74 |
|
| S3 |
63.05 |
65.95 |
72.30 |
|
| S4 |
58.30 |
61.20 |
71.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.39 |
69.97 |
4.42 |
6.2% |
2.11 |
3.0% |
22% |
False |
False |
18,271 |
| 10 |
74.39 |
69.42 |
4.97 |
7.0% |
2.23 |
3.1% |
31% |
False |
False |
18,858 |
| 20 |
76.69 |
68.77 |
7.92 |
11.2% |
2.20 |
3.1% |
27% |
False |
False |
14,825 |
| 40 |
77.45 |
68.55 |
8.90 |
12.5% |
2.16 |
3.0% |
27% |
False |
False |
12,587 |
| 60 |
77.45 |
63.01 |
14.44 |
20.4% |
2.03 |
2.9% |
55% |
False |
False |
10,718 |
| 80 |
77.45 |
63.01 |
14.44 |
20.4% |
1.88 |
2.7% |
55% |
False |
False |
9,000 |
| 100 |
77.45 |
57.44 |
20.01 |
28.2% |
1.80 |
2.5% |
67% |
False |
False |
7,604 |
| 120 |
77.45 |
56.18 |
21.27 |
30.0% |
1.65 |
2.3% |
69% |
False |
False |
6,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.10 |
|
2.618 |
82.57 |
|
1.618 |
79.18 |
|
1.000 |
77.08 |
|
0.618 |
75.79 |
|
HIGH |
73.69 |
|
0.618 |
72.40 |
|
0.500 |
72.00 |
|
0.382 |
71.59 |
|
LOW |
70.30 |
|
0.618 |
68.20 |
|
1.000 |
66.91 |
|
1.618 |
64.81 |
|
2.618 |
61.42 |
|
4.250 |
55.89 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.00 |
72.35 |
| PP |
71.64 |
71.88 |
| S1 |
71.29 |
71.41 |
|