NYMEX Light Sweet Crude Oil Future July 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 |
83.75 |
83.85 |
0.10 |
0.1% |
83.56 |
High |
84.50 |
84.00 |
-0.50 |
-0.6% |
85.24 |
Low |
83.54 |
83.35 |
-0.19 |
-0.2% |
80.32 |
Close |
84.21 |
83.40 |
-0.81 |
-1.0% |
80.46 |
Range |
0.96 |
0.65 |
-0.31 |
-32.3% |
4.92 |
ATR |
1.92 |
1.85 |
-0.08 |
-3.9% |
0.00 |
Volume |
4,064 |
3,392 |
-672 |
-16.5% |
20,227 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.53 |
85.12 |
83.76 |
|
R3 |
84.88 |
84.47 |
83.58 |
|
R2 |
84.23 |
84.23 |
83.52 |
|
R1 |
83.82 |
83.82 |
83.46 |
83.70 |
PP |
83.58 |
83.58 |
83.58 |
83.53 |
S1 |
83.17 |
83.17 |
83.34 |
83.05 |
S2 |
82.93 |
82.93 |
83.28 |
|
S3 |
82.28 |
82.52 |
83.22 |
|
S4 |
81.63 |
81.87 |
83.04 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.77 |
93.53 |
83.17 |
|
R3 |
91.85 |
88.61 |
81.81 |
|
R2 |
86.93 |
86.93 |
81.36 |
|
R1 |
83.69 |
83.69 |
80.91 |
82.85 |
PP |
82.01 |
82.01 |
82.01 |
81.59 |
S1 |
78.77 |
78.77 |
80.01 |
77.93 |
S2 |
77.09 |
77.09 |
79.56 |
|
S3 |
72.17 |
73.85 |
79.11 |
|
S4 |
67.25 |
68.93 |
77.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.50 |
80.32 |
4.18 |
5.0% |
1.82 |
2.2% |
74% |
False |
False |
3,979 |
10 |
85.24 |
80.32 |
4.92 |
5.9% |
1.84 |
2.2% |
63% |
False |
False |
3,815 |
20 |
85.24 |
74.95 |
10.29 |
12.3% |
1.57 |
1.9% |
82% |
False |
False |
3,503 |
40 |
85.24 |
70.06 |
15.18 |
18.2% |
1.61 |
1.9% |
88% |
False |
False |
2,948 |
60 |
85.24 |
70.06 |
15.18 |
18.2% |
1.60 |
1.9% |
88% |
False |
False |
3,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.76 |
2.618 |
85.70 |
1.618 |
85.05 |
1.000 |
84.65 |
0.618 |
84.40 |
HIGH |
84.00 |
0.618 |
83.75 |
0.500 |
83.68 |
0.382 |
83.60 |
LOW |
83.35 |
0.618 |
82.95 |
1.000 |
82.70 |
1.618 |
82.30 |
2.618 |
81.65 |
4.250 |
80.59 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
83.68 |
83.10 |
PP |
83.58 |
82.81 |
S1 |
83.49 |
82.51 |
|