NYMEX Light Sweet Crude Oil Future August 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 |
84.73 |
83.67 |
-1.06 |
-1.3% |
84.72 |
High |
84.73 |
83.75 |
-0.98 |
-1.2% |
84.72 |
Low |
84.20 |
83.67 |
-0.53 |
-0.6% |
80.69 |
Close |
84.51 |
83.71 |
-0.80 |
-0.9% |
80.77 |
Range |
0.53 |
0.08 |
-0.45 |
-84.9% |
4.03 |
ATR |
1.44 |
1.39 |
-0.04 |
-3.0% |
0.00 |
Volume |
3,119 |
3,158 |
39 |
1.3% |
9,539 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.95 |
83.91 |
83.75 |
|
R3 |
83.87 |
83.83 |
83.73 |
|
R2 |
83.79 |
83.79 |
83.72 |
|
R1 |
83.75 |
83.75 |
83.72 |
83.77 |
PP |
83.71 |
83.71 |
83.71 |
83.72 |
S1 |
83.67 |
83.67 |
83.70 |
83.69 |
S2 |
83.63 |
83.63 |
83.70 |
|
S3 |
83.55 |
83.59 |
83.69 |
|
S4 |
83.47 |
83.51 |
83.67 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.15 |
91.49 |
82.99 |
|
R3 |
90.12 |
87.46 |
81.88 |
|
R2 |
86.09 |
86.09 |
81.51 |
|
R1 |
83.43 |
83.43 |
81.14 |
82.75 |
PP |
82.06 |
82.06 |
82.06 |
81.72 |
S1 |
79.40 |
79.40 |
80.40 |
78.72 |
S2 |
78.03 |
78.03 |
80.03 |
|
S3 |
74.00 |
75.37 |
79.66 |
|
S4 |
69.97 |
71.34 |
78.55 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.09 |
2.618 |
83.96 |
1.618 |
83.88 |
1.000 |
83.83 |
0.618 |
83.80 |
HIGH |
83.75 |
0.618 |
83.72 |
0.500 |
83.71 |
0.382 |
83.70 |
LOW |
83.67 |
0.618 |
83.62 |
1.000 |
83.59 |
1.618 |
83.54 |
2.618 |
83.46 |
4.250 |
83.33 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
83.71 |
83.71 |
PP |
83.71 |
83.70 |
S1 |
83.71 |
83.70 |
|