NYMEX Light Sweet Crude Oil Future July 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 |
83.31 |
82.81 |
-0.50 |
-0.6% |
80.50 |
High |
83.93 |
84.14 |
0.21 |
0.3% |
84.50 |
Low |
81.95 |
81.88 |
-0.07 |
-0.1% |
80.44 |
Close |
83.31 |
82.81 |
-0.50 |
-0.6% |
81.36 |
Range |
1.98 |
2.26 |
0.28 |
14.1% |
4.06 |
ATR |
1.95 |
1.97 |
0.02 |
1.2% |
0.00 |
Volume |
3,775 |
3,417 |
-358 |
-9.5% |
18,112 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.72 |
88.53 |
84.05 |
|
R3 |
87.46 |
86.27 |
83.43 |
|
R2 |
85.20 |
85.20 |
83.22 |
|
R1 |
84.01 |
84.01 |
83.02 |
83.94 |
PP |
82.94 |
82.94 |
82.94 |
82.91 |
S1 |
81.75 |
81.75 |
82.60 |
81.68 |
S2 |
80.68 |
80.68 |
82.40 |
|
S3 |
78.42 |
79.49 |
82.19 |
|
S4 |
76.16 |
77.23 |
81.57 |
|
|
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 |
80.86 |
3.64 |
4.4% |
1.54 |
1.9% |
54% |
False |
False |
3,402 |
10 |
84.50 |
80.32 |
4.18 |
5.0% |
1.82 |
2.2% |
60% |
False |
False |
3,833 |
20 |
85.24 |
78.37 |
6.87 |
8.3% |
1.74 |
2.1% |
65% |
False |
False |
3,424 |
40 |
85.24 |
70.06 |
15.18 |
18.3% |
1.61 |
1.9% |
84% |
False |
False |
3,013 |
60 |
85.24 |
70.06 |
15.18 |
18.3% |
1.60 |
1.9% |
84% |
False |
False |
3,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.75 |
2.618 |
90.06 |
1.618 |
87.80 |
1.000 |
86.40 |
0.618 |
85.54 |
HIGH |
84.14 |
0.618 |
83.28 |
0.500 |
83.01 |
0.382 |
82.74 |
LOW |
81.88 |
0.618 |
80.48 |
1.000 |
79.62 |
1.618 |
78.22 |
2.618 |
75.96 |
4.250 |
72.28 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
83.01 |
82.71 |
PP |
82.94 |
82.60 |
S1 |
82.88 |
82.50 |
|