NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 10-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
81.23 |
81.49 |
0.26 |
0.3% |
79.72 |
High |
82.62 |
82.85 |
0.23 |
0.3% |
83.20 |
Low |
80.60 |
80.59 |
-0.01 |
0.0% |
79.10 |
Close |
81.97 |
81.49 |
-0.48 |
-0.6% |
79.99 |
Range |
2.02 |
2.26 |
0.24 |
11.9% |
4.10 |
ATR |
2.09 |
2.10 |
0.01 |
0.6% |
0.00 |
Volume |
7,472 |
5,070 |
-2,402 |
-32.1% |
37,941 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.42 |
87.22 |
82.73 |
|
R3 |
86.16 |
84.96 |
82.11 |
|
R2 |
83.90 |
83.90 |
81.90 |
|
R1 |
82.70 |
82.70 |
81.70 |
82.62 |
PP |
81.64 |
81.64 |
81.64 |
81.61 |
S1 |
80.44 |
80.44 |
81.28 |
80.36 |
S2 |
79.38 |
79.38 |
81.08 |
|
S3 |
77.12 |
78.18 |
80.87 |
|
S4 |
74.86 |
75.92 |
80.25 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.06 |
90.63 |
82.25 |
|
R3 |
88.96 |
86.53 |
81.12 |
|
R2 |
84.86 |
84.86 |
80.74 |
|
R1 |
82.43 |
82.43 |
80.37 |
83.65 |
PP |
80.76 |
80.76 |
80.76 |
81.37 |
S1 |
78.33 |
78.33 |
79.61 |
79.55 |
S2 |
76.66 |
76.66 |
79.24 |
|
S3 |
72.56 |
74.23 |
78.86 |
|
S4 |
68.46 |
70.13 |
77.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.20 |
79.33 |
3.87 |
4.7% |
1.92 |
2.4% |
56% |
False |
False |
7,710 |
10 |
83.20 |
78.91 |
4.29 |
5.3% |
2.27 |
2.8% |
60% |
False |
False |
6,720 |
20 |
84.09 |
77.23 |
6.86 |
8.4% |
2.05 |
2.5% |
62% |
False |
False |
6,463 |
40 |
84.09 |
68.38 |
15.71 |
19.3% |
1.77 |
2.2% |
83% |
False |
False |
5,339 |
60 |
84.09 |
68.38 |
15.71 |
19.3% |
1.52 |
1.9% |
83% |
False |
False |
4,389 |
80 |
84.09 |
68.38 |
15.71 |
19.3% |
1.41 |
1.7% |
83% |
False |
False |
3,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.46 |
2.618 |
88.77 |
1.618 |
86.51 |
1.000 |
85.11 |
0.618 |
84.25 |
HIGH |
82.85 |
0.618 |
81.99 |
0.500 |
81.72 |
0.382 |
81.45 |
LOW |
80.59 |
0.618 |
79.19 |
1.000 |
78.33 |
1.618 |
76.93 |
2.618 |
74.67 |
4.250 |
70.99 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
81.72 |
81.36 |
PP |
81.64 |
81.22 |
S1 |
81.57 |
81.09 |
|