NYMEX Light Sweet Crude Oil Future June 2010
| 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 |
80.15 |
82.89 |
2.74 |
3.4% |
83.68 |
| High |
83.20 |
82.89 |
-0.31 |
-0.4% |
84.85 |
| Low |
80.15 |
79.97 |
-0.18 |
-0.2% |
79.97 |
| Close |
82.73 |
80.13 |
-2.60 |
-3.1% |
80.13 |
| Range |
3.05 |
2.92 |
-0.13 |
-4.3% |
4.88 |
| ATR |
2.09 |
2.15 |
0.06 |
2.9% |
0.00 |
| Volume |
16,525 |
12,311 |
-4,214 |
-25.5% |
73,554 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.76 |
87.86 |
81.74 |
|
| R3 |
86.84 |
84.94 |
80.93 |
|
| R2 |
83.92 |
83.92 |
80.67 |
|
| R1 |
82.02 |
82.02 |
80.40 |
81.51 |
| PP |
81.00 |
81.00 |
81.00 |
80.74 |
| S1 |
79.10 |
79.10 |
79.86 |
78.59 |
| S2 |
78.08 |
78.08 |
79.59 |
|
| S3 |
75.16 |
76.18 |
79.33 |
|
| S4 |
72.24 |
73.26 |
78.52 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.29 |
93.09 |
82.81 |
|
| R3 |
91.41 |
88.21 |
81.47 |
|
| R2 |
86.53 |
86.53 |
81.02 |
|
| R1 |
83.33 |
83.33 |
80.58 |
82.49 |
| PP |
81.65 |
81.65 |
81.65 |
81.23 |
| S1 |
78.45 |
78.45 |
79.68 |
77.61 |
| S2 |
76.77 |
76.77 |
79.24 |
|
| S3 |
71.89 |
73.57 |
78.79 |
|
| S4 |
67.01 |
68.69 |
77.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.85 |
79.97 |
4.88 |
6.1% |
2.63 |
3.3% |
3% |
False |
True |
14,710 |
| 10 |
84.85 |
79.97 |
4.88 |
6.1% |
2.24 |
2.8% |
3% |
False |
True |
15,388 |
| 20 |
84.85 |
71.32 |
13.53 |
16.9% |
2.05 |
2.6% |
65% |
False |
False |
14,359 |
| 40 |
84.85 |
69.40 |
15.45 |
19.3% |
2.00 |
2.5% |
69% |
False |
False |
13,031 |
| 60 |
84.85 |
69.40 |
15.45 |
19.3% |
1.93 |
2.4% |
69% |
False |
False |
11,385 |
| 80 |
84.85 |
65.66 |
19.19 |
23.9% |
1.90 |
2.4% |
75% |
False |
False |
10,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.30 |
|
2.618 |
90.53 |
|
1.618 |
87.61 |
|
1.000 |
85.81 |
|
0.618 |
84.69 |
|
HIGH |
82.89 |
|
0.618 |
81.77 |
|
0.500 |
81.43 |
|
0.382 |
81.09 |
|
LOW |
79.97 |
|
0.618 |
78.17 |
|
1.000 |
77.05 |
|
1.618 |
75.25 |
|
2.618 |
72.33 |
|
4.250 |
67.56 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.43 |
81.59 |
| PP |
81.00 |
81.10 |
| S1 |
80.56 |
80.62 |
|