NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
78.75 |
79.98 |
1.23 |
1.6% |
79.65 |
| High |
80.46 |
80.21 |
-0.25 |
-0.3% |
81.58 |
| Low |
77.03 |
76.85 |
-0.18 |
-0.2% |
76.85 |
| Close |
79.87 |
77.00 |
-2.87 |
-3.6% |
77.00 |
| Range |
3.43 |
3.36 |
-0.07 |
-2.0% |
4.73 |
| ATR |
2.53 |
2.59 |
0.06 |
2.4% |
0.00 |
| Volume |
359,438 |
360,575 |
1,137 |
0.3% |
1,753,343 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.10 |
85.91 |
78.85 |
|
| R3 |
84.74 |
82.55 |
77.92 |
|
| R2 |
81.38 |
81.38 |
77.62 |
|
| R1 |
79.19 |
79.19 |
77.31 |
78.61 |
| PP |
78.02 |
78.02 |
78.02 |
77.73 |
| S1 |
75.83 |
75.83 |
76.69 |
75.25 |
| S2 |
74.66 |
74.66 |
76.38 |
|
| S3 |
71.30 |
72.47 |
76.08 |
|
| S4 |
67.94 |
69.11 |
75.15 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.67 |
89.56 |
79.60 |
|
| R3 |
87.94 |
84.83 |
78.30 |
|
| R2 |
83.21 |
83.21 |
77.87 |
|
| R1 |
80.10 |
80.10 |
77.43 |
79.29 |
| PP |
78.48 |
78.48 |
78.48 |
78.07 |
| S1 |
75.37 |
75.37 |
76.57 |
74.56 |
| S2 |
73.75 |
73.75 |
76.13 |
|
| S3 |
69.02 |
70.64 |
75.70 |
|
| S4 |
64.29 |
65.91 |
74.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.58 |
76.85 |
4.73 |
6.1% |
3.05 |
4.0% |
3% |
False |
True |
350,668 |
| 10 |
82.00 |
76.85 |
5.15 |
6.7% |
2.72 |
3.5% |
3% |
False |
True |
323,525 |
| 20 |
82.00 |
68.32 |
13.68 |
17.8% |
2.48 |
3.2% |
63% |
False |
False |
253,718 |
| 40 |
82.00 |
65.55 |
16.45 |
21.4% |
2.46 |
3.2% |
70% |
False |
False |
171,311 |
| 60 |
82.00 |
65.55 |
16.45 |
21.4% |
2.46 |
3.2% |
70% |
False |
False |
131,833 |
| 80 |
82.00 |
62.21 |
19.79 |
25.7% |
2.43 |
3.1% |
75% |
False |
False |
111,057 |
| 100 |
82.00 |
62.21 |
19.79 |
25.7% |
2.45 |
3.2% |
75% |
False |
False |
96,051 |
| 120 |
82.00 |
60.66 |
21.34 |
27.7% |
2.38 |
3.1% |
77% |
False |
False |
85,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.49 |
|
2.618 |
89.01 |
|
1.618 |
85.65 |
|
1.000 |
83.57 |
|
0.618 |
82.29 |
|
HIGH |
80.21 |
|
0.618 |
78.93 |
|
0.500 |
78.53 |
|
0.382 |
78.13 |
|
LOW |
76.85 |
|
0.618 |
74.77 |
|
1.000 |
73.49 |
|
1.618 |
71.41 |
|
2.618 |
68.05 |
|
4.250 |
62.57 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.53 |
78.66 |
| PP |
78.02 |
78.10 |
| S1 |
77.51 |
77.55 |
|