NYMEX Light Sweet Crude Oil Future August 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 |
83.65 |
83.14 |
-0.51 |
-0.6% |
82.20 |
High |
83.91 |
83.14 |
-0.77 |
-0.9% |
84.73 |
Low |
82.97 |
83.00 |
0.03 |
0.0% |
81.01 |
Close |
83.65 |
83.14 |
-0.51 |
-0.6% |
81.69 |
Range |
0.94 |
0.14 |
-0.80 |
-85.1% |
3.72 |
ATR |
1.54 |
1.47 |
-0.06 |
-4.1% |
0.00 |
Volume |
1,840 |
3,538 |
1,698 |
92.3% |
12,289 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.51 |
83.47 |
83.22 |
|
R3 |
83.37 |
83.33 |
83.18 |
|
R2 |
83.23 |
83.23 |
83.17 |
|
R1 |
83.19 |
83.19 |
83.15 |
83.21 |
PP |
83.09 |
83.09 |
83.09 |
83.11 |
S1 |
83.05 |
83.05 |
83.13 |
83.07 |
S2 |
82.95 |
82.95 |
83.11 |
|
S3 |
82.81 |
82.91 |
83.10 |
|
S4 |
82.67 |
82.77 |
83.06 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.64 |
91.38 |
83.74 |
|
R3 |
89.92 |
87.66 |
82.71 |
|
R2 |
86.20 |
86.20 |
82.37 |
|
R1 |
83.94 |
83.94 |
82.03 |
83.21 |
PP |
82.48 |
82.48 |
82.48 |
82.11 |
S1 |
80.22 |
80.22 |
81.35 |
79.49 |
S2 |
78.76 |
78.76 |
81.01 |
|
S3 |
75.04 |
76.50 |
80.67 |
|
S4 |
71.32 |
72.78 |
79.64 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.74 |
2.618 |
83.51 |
1.618 |
83.37 |
1.000 |
83.28 |
0.618 |
83.23 |
HIGH |
83.14 |
0.618 |
83.09 |
0.500 |
83.07 |
0.382 |
83.05 |
LOW |
83.00 |
0.618 |
82.91 |
1.000 |
82.86 |
1.618 |
82.77 |
2.618 |
82.63 |
4.250 |
82.41 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
83.12 |
82.91 |
PP |
83.09 |
82.69 |
S1 |
83.07 |
82.46 |
|