NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 09-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
82.51 |
83.31 |
0.80 |
1.0% |
80.50 |
High |
82.71 |
83.93 |
1.22 |
1.5% |
84.50 |
Low |
80.86 |
81.95 |
1.09 |
1.3% |
80.44 |
Close |
81.36 |
83.31 |
1.95 |
2.4% |
81.36 |
Range |
1.85 |
1.98 |
0.13 |
7.0% |
4.06 |
ATR |
1.90 |
1.95 |
0.05 |
2.5% |
0.00 |
Volume |
2,365 |
3,775 |
1,410 |
59.6% |
18,112 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.00 |
88.14 |
84.40 |
|
R3 |
87.02 |
86.16 |
83.85 |
|
R2 |
85.04 |
85.04 |
83.67 |
|
R1 |
84.18 |
84.18 |
83.49 |
84.30 |
PP |
83.06 |
83.06 |
83.06 |
83.13 |
S1 |
82.20 |
82.20 |
83.13 |
82.32 |
S2 |
81.08 |
81.08 |
82.95 |
|
S3 |
79.10 |
80.22 |
82.77 |
|
S4 |
77.12 |
78.24 |
82.22 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.28 |
91.88 |
83.59 |
|
R3 |
90.22 |
87.82 |
82.48 |
|
R2 |
86.16 |
86.16 |
82.10 |
|
R1 |
83.76 |
83.76 |
81.73 |
84.96 |
PP |
82.10 |
82.10 |
82.10 |
82.70 |
S1 |
79.70 |
79.70 |
80.99 |
80.90 |
S2 |
78.04 |
78.04 |
80.62 |
|
S3 |
73.98 |
75.64 |
80.24 |
|
S4 |
69.92 |
71.58 |
79.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.50 |
80.52 |
3.98 |
4.8% |
1.67 |
2.0% |
70% |
False |
False |
3,373 |
10 |
84.50 |
80.32 |
4.18 |
5.0% |
1.74 |
2.1% |
72% |
False |
False |
3,777 |
20 |
85.24 |
77.13 |
8.11 |
9.7% |
1.68 |
2.0% |
76% |
False |
False |
3,588 |
40 |
85.24 |
70.06 |
15.18 |
18.2% |
1.60 |
1.9% |
87% |
False |
False |
2,998 |
60 |
85.24 |
70.06 |
15.18 |
18.2% |
1.58 |
1.9% |
87% |
False |
False |
3,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.35 |
2.618 |
89.11 |
1.618 |
87.13 |
1.000 |
85.91 |
0.618 |
85.15 |
HIGH |
83.93 |
0.618 |
83.17 |
0.500 |
82.94 |
0.382 |
82.71 |
LOW |
81.95 |
0.618 |
80.73 |
1.000 |
79.97 |
1.618 |
78.75 |
2.618 |
76.77 |
4.250 |
73.54 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
83.19 |
83.02 |
PP |
83.06 |
82.72 |
S1 |
82.94 |
82.43 |
|