NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
67.00 |
67.91 |
0.91 |
1.4% |
73.36 |
| High |
68.24 |
68.20 |
-0.04 |
-0.1% |
73.69 |
| Low |
66.38 |
66.75 |
0.37 |
0.6% |
66.10 |
| Close |
67.64 |
67.53 |
-0.11 |
-0.2% |
66.90 |
| Range |
1.86 |
1.45 |
-0.41 |
-22.0% |
7.59 |
| ATR |
2.26 |
2.20 |
-0.06 |
-2.6% |
0.00 |
| Volume |
44,732 |
26,334 |
-18,398 |
-41.1% |
141,970 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.84 |
71.14 |
68.33 |
|
| R3 |
70.39 |
69.69 |
67.93 |
|
| R2 |
68.94 |
68.94 |
67.80 |
|
| R1 |
68.24 |
68.24 |
67.66 |
67.87 |
| PP |
67.49 |
67.49 |
67.49 |
67.31 |
| S1 |
66.79 |
66.79 |
67.40 |
66.42 |
| S2 |
66.04 |
66.04 |
67.26 |
|
| S3 |
64.59 |
65.34 |
67.13 |
|
| S4 |
63.14 |
63.89 |
66.73 |
|
|
| 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 |
72.66 |
66.10 |
6.56 |
9.7% |
2.32 |
3.4% |
22% |
False |
False |
36,434 |
| 10 |
74.39 |
66.10 |
8.29 |
12.3% |
2.20 |
3.3% |
17% |
False |
False |
27,485 |
| 20 |
74.39 |
66.10 |
8.29 |
12.3% |
2.19 |
3.2% |
17% |
False |
False |
21,434 |
| 40 |
77.45 |
66.10 |
11.35 |
16.8% |
2.14 |
3.2% |
13% |
False |
False |
16,065 |
| 60 |
77.45 |
63.01 |
14.44 |
21.4% |
2.06 |
3.0% |
31% |
False |
False |
13,414 |
| 80 |
77.45 |
63.01 |
14.44 |
21.4% |
1.96 |
2.9% |
31% |
False |
False |
11,161 |
| 100 |
77.45 |
61.52 |
15.93 |
23.6% |
1.83 |
2.7% |
38% |
False |
False |
9,463 |
| 120 |
77.45 |
56.18 |
21.27 |
31.5% |
1.70 |
2.5% |
53% |
False |
False |
8,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.36 |
|
2.618 |
72.00 |
|
1.618 |
70.55 |
|
1.000 |
69.65 |
|
0.618 |
69.10 |
|
HIGH |
68.20 |
|
0.618 |
67.65 |
|
0.500 |
67.48 |
|
0.382 |
67.30 |
|
LOW |
66.75 |
|
0.618 |
65.85 |
|
1.000 |
65.30 |
|
1.618 |
64.40 |
|
2.618 |
62.95 |
|
4.250 |
60.59 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.51 |
67.41 |
| PP |
67.49 |
67.29 |
| S1 |
67.48 |
67.17 |
|