NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
69.50 |
67.03 |
-2.47 |
-3.6% |
73.36 |
| High |
69.88 |
67.82 |
-2.06 |
-2.9% |
73.69 |
| Low |
66.69 |
66.10 |
-0.59 |
-0.9% |
66.10 |
| Close |
66.93 |
66.90 |
-0.03 |
0.0% |
66.90 |
| Range |
3.19 |
1.72 |
-1.47 |
-46.1% |
7.59 |
| ATR |
2.34 |
2.29 |
-0.04 |
-1.9% |
0.00 |
| Volume |
44,493 |
51,263 |
6,770 |
15.2% |
141,970 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.10 |
71.22 |
67.85 |
|
| R3 |
70.38 |
69.50 |
67.37 |
|
| R2 |
68.66 |
68.66 |
67.22 |
|
| R1 |
67.78 |
67.78 |
67.06 |
67.36 |
| PP |
66.94 |
66.94 |
66.94 |
66.73 |
| S1 |
66.06 |
66.06 |
66.74 |
65.64 |
| S2 |
65.22 |
65.22 |
66.58 |
|
| S3 |
63.50 |
64.34 |
66.43 |
|
| S4 |
61.78 |
62.62 |
65.95 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.67 |
86.87 |
71.07 |
|
| R3 |
84.08 |
79.28 |
68.99 |
|
| R2 |
76.49 |
76.49 |
68.29 |
|
| R1 |
71.69 |
71.69 |
67.60 |
70.30 |
| PP |
68.90 |
68.90 |
68.90 |
68.20 |
| S1 |
64.10 |
64.10 |
66.20 |
62.71 |
| S2 |
61.31 |
61.31 |
65.51 |
|
| S3 |
53.72 |
56.51 |
64.81 |
|
| S4 |
46.13 |
48.92 |
62.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.69 |
66.10 |
7.59 |
11.3% |
2.77 |
4.1% |
11% |
False |
True |
28,394 |
| 10 |
74.39 |
66.10 |
8.29 |
12.4% |
2.21 |
3.3% |
10% |
False |
True |
23,819 |
| 20 |
75.29 |
66.10 |
9.19 |
13.7% |
2.29 |
3.4% |
9% |
False |
True |
18,904 |
| 40 |
77.45 |
66.10 |
11.35 |
17.0% |
2.19 |
3.3% |
7% |
False |
True |
14,811 |
| 60 |
77.45 |
63.01 |
14.44 |
21.6% |
2.05 |
3.1% |
27% |
False |
False |
12,464 |
| 80 |
77.45 |
63.01 |
14.44 |
21.6% |
1.95 |
2.9% |
27% |
False |
False |
10,362 |
| 100 |
77.45 |
61.52 |
15.93 |
23.8% |
1.83 |
2.7% |
34% |
False |
False |
8,822 |
| 120 |
77.45 |
56.18 |
21.27 |
31.8% |
1.69 |
2.5% |
50% |
False |
False |
7,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.13 |
|
2.618 |
72.32 |
|
1.618 |
70.60 |
|
1.000 |
69.54 |
|
0.618 |
68.88 |
|
HIGH |
67.82 |
|
0.618 |
67.16 |
|
0.500 |
66.96 |
|
0.382 |
66.76 |
|
LOW |
66.10 |
|
0.618 |
65.04 |
|
1.000 |
64.38 |
|
1.618 |
63.32 |
|
2.618 |
61.60 |
|
4.250 |
58.79 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.96 |
69.38 |
| PP |
66.94 |
68.55 |
| S1 |
66.92 |
67.73 |
|