NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.42 |
69.50 |
-2.92 |
-4.0% |
70.34 |
| High |
72.66 |
69.88 |
-2.78 |
-3.8% |
74.39 |
| Low |
69.30 |
66.69 |
-2.61 |
-3.8% |
69.64 |
| Close |
70.06 |
66.93 |
-3.13 |
-4.5% |
73.61 |
| Range |
3.36 |
3.19 |
-0.17 |
-5.1% |
4.75 |
| ATR |
2.26 |
2.34 |
0.08 |
3.5% |
0.00 |
| Volume |
15,351 |
44,493 |
29,142 |
189.8% |
96,226 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.40 |
75.36 |
68.68 |
|
| R3 |
74.21 |
72.17 |
67.81 |
|
| R2 |
71.02 |
71.02 |
67.51 |
|
| R1 |
68.98 |
68.98 |
67.22 |
68.41 |
| PP |
67.83 |
67.83 |
67.83 |
67.55 |
| S1 |
65.79 |
65.79 |
66.64 |
65.22 |
| S2 |
64.64 |
64.64 |
66.35 |
|
| S3 |
61.45 |
62.60 |
66.05 |
|
| S4 |
58.26 |
59.41 |
65.18 |
|
|
| 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 |
74.12 |
66.69 |
7.43 |
11.1% |
2.67 |
4.0% |
3% |
False |
True |
22,740 |
| 10 |
74.39 |
66.69 |
7.70 |
11.5% |
2.41 |
3.6% |
3% |
False |
True |
21,255 |
| 20 |
75.29 |
66.69 |
8.60 |
12.8% |
2.34 |
3.5% |
3% |
False |
True |
16,977 |
| 40 |
77.45 |
66.69 |
10.76 |
16.1% |
2.23 |
3.3% |
2% |
False |
True |
13,832 |
| 60 |
77.45 |
63.01 |
14.44 |
21.6% |
2.06 |
3.1% |
27% |
False |
False |
11,679 |
| 80 |
77.45 |
63.01 |
14.44 |
21.6% |
1.96 |
2.9% |
27% |
False |
False |
9,804 |
| 100 |
77.45 |
61.41 |
16.04 |
24.0% |
1.82 |
2.7% |
34% |
False |
False |
8,323 |
| 120 |
77.45 |
56.18 |
21.27 |
31.8% |
1.69 |
2.5% |
51% |
False |
False |
7,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.44 |
|
2.618 |
78.23 |
|
1.618 |
75.04 |
|
1.000 |
73.07 |
|
0.618 |
71.85 |
|
HIGH |
69.88 |
|
0.618 |
68.66 |
|
0.500 |
68.29 |
|
0.382 |
67.91 |
|
LOW |
66.69 |
|
0.618 |
64.72 |
|
1.000 |
63.50 |
|
1.618 |
61.53 |
|
2.618 |
58.34 |
|
4.250 |
53.13 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.29 |
69.82 |
| PP |
67.83 |
68.85 |
| S1 |
67.38 |
67.89 |
|