NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
82.39 |
82.90 |
0.51 |
0.6% |
82.73 |
High |
83.67 |
83.06 |
-0.61 |
-0.7% |
82.91 |
Low |
82.39 |
82.66 |
0.27 |
0.3% |
79.65 |
Close |
83.44 |
82.64 |
-0.80 |
-1.0% |
79.72 |
Range |
1.28 |
0.40 |
-0.88 |
-68.8% |
3.26 |
ATR |
1.78 |
1.71 |
-0.07 |
-4.0% |
0.00 |
Volume |
5,797 |
7,937 |
2,140 |
36.9% |
24,094 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.99 |
83.71 |
82.86 |
|
R3 |
83.59 |
83.31 |
82.75 |
|
R2 |
83.19 |
83.19 |
82.71 |
|
R1 |
82.91 |
82.91 |
82.68 |
82.85 |
PP |
82.79 |
82.79 |
82.79 |
82.76 |
S1 |
82.51 |
82.51 |
82.60 |
82.45 |
S2 |
82.39 |
82.39 |
82.57 |
|
S3 |
81.99 |
82.11 |
82.53 |
|
S4 |
81.59 |
81.71 |
82.42 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.54 |
88.39 |
81.51 |
|
R3 |
87.28 |
85.13 |
80.62 |
|
R2 |
84.02 |
84.02 |
80.32 |
|
R1 |
81.87 |
81.87 |
80.02 |
81.32 |
PP |
80.76 |
80.76 |
80.76 |
80.48 |
S1 |
78.61 |
78.61 |
79.42 |
78.06 |
S2 |
77.50 |
77.50 |
79.12 |
|
S3 |
74.24 |
75.35 |
78.82 |
|
S4 |
70.98 |
72.09 |
77.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.67 |
79.35 |
4.32 |
5.2% |
1.83 |
2.2% |
76% |
False |
False |
5,587 |
10 |
84.40 |
79.35 |
5.05 |
6.1% |
1.78 |
2.2% |
65% |
False |
False |
5,068 |
20 |
84.42 |
73.96 |
10.46 |
12.7% |
1.49 |
1.8% |
83% |
False |
False |
5,174 |
40 |
84.42 |
68.84 |
15.58 |
18.9% |
1.27 |
1.5% |
89% |
False |
False |
4,293 |
60 |
84.42 |
68.84 |
15.58 |
18.9% |
1.05 |
1.3% |
89% |
False |
False |
3,617 |
80 |
84.42 |
68.50 |
15.92 |
19.3% |
0.95 |
1.2% |
89% |
False |
False |
3,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.76 |
2.618 |
84.11 |
1.618 |
83.71 |
1.000 |
83.46 |
0.618 |
83.31 |
HIGH |
83.06 |
0.618 |
82.91 |
0.500 |
82.86 |
0.382 |
82.81 |
LOW |
82.66 |
0.618 |
82.41 |
1.000 |
82.26 |
1.618 |
82.01 |
2.618 |
81.61 |
4.250 |
80.96 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
82.86 |
82.36 |
PP |
82.79 |
82.08 |
S1 |
82.71 |
81.80 |
|