NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
74.06 |
74.05 |
-0.01 |
0.0% |
70.83 |
| High |
74.79 |
74.47 |
-0.32 |
-0.4% |
74.79 |
| Low |
73.74 |
73.70 |
-0.04 |
-0.1% |
70.45 |
| Close |
74.38 |
74.11 |
-0.27 |
-0.4% |
74.11 |
| Range |
1.05 |
0.77 |
-0.28 |
-26.7% |
4.34 |
| ATR |
1.85 |
1.77 |
-0.08 |
-4.2% |
0.00 |
| Volume |
7,526 |
6,755 |
-771 |
-10.2% |
31,715 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.40 |
76.03 |
74.53 |
|
| R3 |
75.63 |
75.26 |
74.32 |
|
| R2 |
74.86 |
74.86 |
74.25 |
|
| R1 |
74.49 |
74.49 |
74.18 |
74.68 |
| PP |
74.09 |
74.09 |
74.09 |
74.19 |
| S1 |
73.72 |
73.72 |
74.04 |
73.91 |
| S2 |
73.32 |
73.32 |
73.97 |
|
| S3 |
72.55 |
72.95 |
73.90 |
|
| S4 |
71.78 |
72.18 |
73.69 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.14 |
84.46 |
76.50 |
|
| R3 |
81.80 |
80.12 |
75.30 |
|
| R2 |
77.46 |
77.46 |
74.91 |
|
| R1 |
75.78 |
75.78 |
74.51 |
76.62 |
| PP |
73.12 |
73.12 |
73.12 |
73.54 |
| S1 |
71.44 |
71.44 |
73.71 |
72.28 |
| S2 |
68.78 |
68.78 |
73.31 |
|
| S3 |
64.44 |
67.10 |
72.92 |
|
| S4 |
60.10 |
62.76 |
71.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.79 |
70.45 |
4.34 |
5.9% |
1.30 |
1.8% |
84% |
False |
False |
6,343 |
| 10 |
74.79 |
69.41 |
5.38 |
7.3% |
1.66 |
2.2% |
87% |
False |
False |
6,689 |
| 20 |
77.22 |
69.41 |
7.81 |
10.5% |
1.65 |
2.2% |
60% |
False |
False |
6,285 |
| 40 |
78.00 |
69.41 |
8.59 |
11.6% |
1.65 |
2.2% |
55% |
False |
False |
5,733 |
| 60 |
78.00 |
63.61 |
14.39 |
19.4% |
1.46 |
2.0% |
73% |
False |
False |
5,049 |
| 80 |
78.00 |
63.61 |
14.39 |
19.4% |
1.35 |
1.8% |
73% |
False |
False |
4,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.74 |
|
2.618 |
76.49 |
|
1.618 |
75.72 |
|
1.000 |
75.24 |
|
0.618 |
74.95 |
|
HIGH |
74.47 |
|
0.618 |
74.18 |
|
0.500 |
74.09 |
|
0.382 |
73.99 |
|
LOW |
73.70 |
|
0.618 |
73.22 |
|
1.000 |
72.93 |
|
1.618 |
72.45 |
|
2.618 |
71.68 |
|
4.250 |
70.43 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.10 |
73.90 |
| PP |
74.09 |
73.68 |
| S1 |
74.09 |
73.47 |
|