NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
81.10 |
78.00 |
-3.10 |
-3.8% |
81.37 |
| High |
81.10 |
80.01 |
-1.09 |
-1.3% |
82.94 |
| Low |
78.12 |
77.94 |
-0.18 |
-0.2% |
78.12 |
| Close |
78.27 |
79.51 |
1.24 |
1.6% |
78.27 |
| Range |
2.98 |
2.07 |
-0.91 |
-30.5% |
4.82 |
| ATR |
2.35 |
2.33 |
-0.02 |
-0.8% |
0.00 |
| Volume |
30,107 |
35,401 |
5,294 |
17.6% |
133,693 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.36 |
84.51 |
80.65 |
|
| R3 |
83.29 |
82.44 |
80.08 |
|
| R2 |
81.22 |
81.22 |
79.89 |
|
| R1 |
80.37 |
80.37 |
79.70 |
80.80 |
| PP |
79.15 |
79.15 |
79.15 |
79.37 |
| S1 |
78.30 |
78.30 |
79.32 |
78.73 |
| S2 |
77.08 |
77.08 |
79.13 |
|
| S3 |
75.01 |
76.23 |
78.94 |
|
| S4 |
72.94 |
74.16 |
78.37 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.24 |
91.07 |
80.92 |
|
| R3 |
89.42 |
86.25 |
79.60 |
|
| R2 |
84.60 |
84.60 |
79.15 |
|
| R1 |
81.43 |
81.43 |
78.71 |
80.61 |
| PP |
79.78 |
79.78 |
79.78 |
79.36 |
| S1 |
76.61 |
76.61 |
77.83 |
75.79 |
| S2 |
74.96 |
74.96 |
77.39 |
|
| S3 |
70.14 |
71.79 |
76.94 |
|
| S4 |
65.32 |
66.97 |
75.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.55 |
77.94 |
3.61 |
4.5% |
2.57 |
3.2% |
43% |
False |
True |
29,052 |
| 10 |
83.19 |
77.94 |
5.25 |
6.6% |
2.60 |
3.3% |
30% |
False |
True |
26,283 |
| 20 |
83.19 |
70.26 |
12.93 |
16.3% |
2.24 |
2.8% |
72% |
False |
False |
21,756 |
| 40 |
83.19 |
66.82 |
16.37 |
20.6% |
2.14 |
2.7% |
78% |
False |
False |
15,446 |
| 60 |
83.19 |
66.82 |
16.37 |
20.6% |
2.00 |
2.5% |
78% |
False |
False |
11,998 |
| 80 |
83.19 |
63.61 |
19.58 |
24.6% |
1.84 |
2.3% |
81% |
False |
False |
10,259 |
| 100 |
83.19 |
63.61 |
19.58 |
24.6% |
1.66 |
2.1% |
81% |
False |
False |
8,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.81 |
|
2.618 |
85.43 |
|
1.618 |
83.36 |
|
1.000 |
82.08 |
|
0.618 |
81.29 |
|
HIGH |
80.01 |
|
0.618 |
79.22 |
|
0.500 |
78.98 |
|
0.382 |
78.73 |
|
LOW |
77.94 |
|
0.618 |
76.66 |
|
1.000 |
75.87 |
|
1.618 |
74.59 |
|
2.618 |
72.52 |
|
4.250 |
69.14 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.33 |
79.75 |
| PP |
79.15 |
79.67 |
| S1 |
78.98 |
79.59 |
|