NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
71.70 |
72.70 |
1.00 |
1.4% |
70.83 |
| High |
73.21 |
73.00 |
-0.21 |
-0.3% |
74.79 |
| Low |
71.70 |
69.99 |
-1.71 |
-2.4% |
70.45 |
| Close |
73.13 |
70.60 |
-2.53 |
-3.5% |
74.11 |
| Range |
1.51 |
3.01 |
1.50 |
99.3% |
4.34 |
| ATR |
1.87 |
1.96 |
0.09 |
4.9% |
0.00 |
| Volume |
6,557 |
4,244 |
-2,313 |
-35.3% |
31,715 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.23 |
78.42 |
72.26 |
|
| R3 |
77.22 |
75.41 |
71.43 |
|
| R2 |
74.21 |
74.21 |
71.15 |
|
| R1 |
72.40 |
72.40 |
70.88 |
71.80 |
| PP |
71.20 |
71.20 |
71.20 |
70.90 |
| S1 |
69.39 |
69.39 |
70.32 |
68.79 |
| S2 |
68.19 |
68.19 |
70.05 |
|
| S3 |
65.18 |
66.38 |
69.77 |
|
| S4 |
62.17 |
63.37 |
68.94 |
|
|
| 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 |
69.99 |
4.80 |
6.8% |
1.90 |
2.7% |
13% |
False |
True |
6,171 |
| 10 |
74.79 |
69.99 |
4.80 |
6.8% |
1.88 |
2.7% |
13% |
False |
True |
6,649 |
| 20 |
75.79 |
69.41 |
6.38 |
9.0% |
1.85 |
2.6% |
19% |
False |
False |
6,269 |
| 40 |
78.00 |
69.41 |
8.59 |
12.2% |
1.76 |
2.5% |
14% |
False |
False |
5,588 |
| 60 |
78.00 |
63.61 |
14.39 |
20.4% |
1.56 |
2.2% |
49% |
False |
False |
5,156 |
| 80 |
78.00 |
63.61 |
14.39 |
20.4% |
1.40 |
2.0% |
49% |
False |
False |
4,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.79 |
|
2.618 |
80.88 |
|
1.618 |
77.87 |
|
1.000 |
76.01 |
|
0.618 |
74.86 |
|
HIGH |
73.00 |
|
0.618 |
71.85 |
|
0.500 |
71.50 |
|
0.382 |
71.14 |
|
LOW |
69.99 |
|
0.618 |
68.13 |
|
1.000 |
66.98 |
|
1.618 |
65.12 |
|
2.618 |
62.11 |
|
4.250 |
57.20 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.50 |
72.08 |
| PP |
71.20 |
71.58 |
| S1 |
70.90 |
71.09 |
|