NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
73.36 |
70.77 |
-2.59 |
-3.5% |
70.34 |
| High |
73.69 |
72.94 |
-0.75 |
-1.0% |
74.39 |
| Low |
70.30 |
70.77 |
0.47 |
0.7% |
69.64 |
| Close |
70.94 |
72.69 |
1.75 |
2.5% |
73.61 |
| Range |
3.39 |
2.17 |
-1.22 |
-36.0% |
4.75 |
| ATR |
2.17 |
2.17 |
0.00 |
0.0% |
0.00 |
| Volume |
14,133 |
16,730 |
2,597 |
18.4% |
96,226 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.64 |
77.84 |
73.88 |
|
| R3 |
76.47 |
75.67 |
73.29 |
|
| R2 |
74.30 |
74.30 |
73.09 |
|
| R1 |
73.50 |
73.50 |
72.89 |
73.90 |
| PP |
72.13 |
72.13 |
72.13 |
72.34 |
| S1 |
71.33 |
71.33 |
72.49 |
71.73 |
| S2 |
69.96 |
69.96 |
72.29 |
|
| S3 |
67.79 |
69.16 |
72.09 |
|
| S4 |
65.62 |
66.99 |
71.50 |
|
|
| 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 |
70.30 |
4.09 |
5.6% |
2.08 |
2.9% |
58% |
False |
False |
18,537 |
| 10 |
74.39 |
69.64 |
4.75 |
6.5% |
2.07 |
2.8% |
64% |
False |
False |
19,220 |
| 20 |
76.59 |
68.77 |
7.82 |
10.8% |
2.27 |
3.1% |
50% |
False |
False |
14,996 |
| 40 |
77.45 |
68.55 |
8.90 |
12.2% |
2.19 |
3.0% |
47% |
False |
False |
12,826 |
| 60 |
77.45 |
63.01 |
14.44 |
19.9% |
2.03 |
2.8% |
67% |
False |
False |
10,844 |
| 80 |
77.45 |
63.01 |
14.44 |
19.9% |
1.90 |
2.6% |
67% |
False |
False |
9,137 |
| 100 |
77.45 |
57.44 |
20.01 |
27.5% |
1.81 |
2.5% |
76% |
False |
False |
7,755 |
| 120 |
77.45 |
56.18 |
21.27 |
29.3% |
1.66 |
2.3% |
78% |
False |
False |
6,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.16 |
|
2.618 |
78.62 |
|
1.618 |
76.45 |
|
1.000 |
75.11 |
|
0.618 |
74.28 |
|
HIGH |
72.94 |
|
0.618 |
72.11 |
|
0.500 |
71.86 |
|
0.382 |
71.60 |
|
LOW |
70.77 |
|
0.618 |
69.43 |
|
1.000 |
68.60 |
|
1.618 |
67.26 |
|
2.618 |
65.09 |
|
4.250 |
61.55 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.41 |
72.53 |
| PP |
72.13 |
72.37 |
| S1 |
71.86 |
72.21 |
|