NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
80.16 |
81.36 |
1.20 |
1.5% |
81.99 |
| High |
81.60 |
82.81 |
1.21 |
1.5% |
83.50 |
| Low |
78.57 |
81.00 |
2.43 |
3.1% |
78.65 |
| Close |
81.54 |
82.36 |
0.82 |
1.0% |
78.79 |
| Range |
3.03 |
1.81 |
-1.22 |
-40.3% |
4.85 |
| ATR |
2.27 |
2.23 |
-0.03 |
-1.4% |
0.00 |
| Volume |
21,274 |
21,763 |
489 |
2.3% |
71,714 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.49 |
86.73 |
83.36 |
|
| R3 |
85.68 |
84.92 |
82.86 |
|
| R2 |
83.87 |
83.87 |
82.69 |
|
| R1 |
83.11 |
83.11 |
82.53 |
83.49 |
| PP |
82.06 |
82.06 |
82.06 |
82.25 |
| S1 |
81.30 |
81.30 |
82.19 |
81.68 |
| S2 |
80.25 |
80.25 |
82.03 |
|
| S3 |
78.44 |
79.49 |
81.86 |
|
| S4 |
76.63 |
77.68 |
81.36 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.86 |
91.68 |
81.46 |
|
| R3 |
90.01 |
86.83 |
80.12 |
|
| R2 |
85.16 |
85.16 |
79.68 |
|
| R1 |
81.98 |
81.98 |
79.23 |
81.15 |
| PP |
80.31 |
80.31 |
80.31 |
79.90 |
| S1 |
77.13 |
77.13 |
78.35 |
76.30 |
| S2 |
75.46 |
75.46 |
77.90 |
|
| S3 |
70.61 |
72.28 |
77.46 |
|
| S4 |
65.76 |
67.43 |
76.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.81 |
78.47 |
4.34 |
5.3% |
2.59 |
3.1% |
90% |
True |
False |
17,513 |
| 10 |
83.50 |
78.47 |
5.03 |
6.1% |
2.36 |
2.9% |
77% |
False |
False |
16,646 |
| 20 |
83.60 |
71.20 |
12.40 |
15.1% |
2.16 |
2.6% |
90% |
False |
False |
13,828 |
| 40 |
83.60 |
67.46 |
16.14 |
19.6% |
2.03 |
2.5% |
92% |
False |
False |
10,724 |
| 60 |
83.60 |
67.46 |
16.14 |
19.6% |
1.99 |
2.4% |
92% |
False |
False |
8,691 |
| 80 |
83.60 |
66.51 |
17.09 |
20.8% |
1.83 |
2.2% |
93% |
False |
False |
7,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.50 |
|
2.618 |
87.55 |
|
1.618 |
85.74 |
|
1.000 |
84.62 |
|
0.618 |
83.93 |
|
HIGH |
82.81 |
|
0.618 |
82.12 |
|
0.500 |
81.91 |
|
0.382 |
81.69 |
|
LOW |
81.00 |
|
0.618 |
79.88 |
|
1.000 |
79.19 |
|
1.618 |
78.07 |
|
2.618 |
76.26 |
|
4.250 |
73.31 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.21 |
81.79 |
| PP |
82.06 |
81.21 |
| S1 |
81.91 |
80.64 |
|