NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
69.81 |
70.26 |
0.45 |
0.6% |
66.15 |
| High |
71.00 |
71.97 |
0.97 |
1.4% |
71.39 |
| Low |
68.05 |
70.06 |
2.01 |
3.0% |
65.41 |
| Close |
70.41 |
70.88 |
0.47 |
0.7% |
69.95 |
| Range |
2.95 |
1.91 |
-1.04 |
-35.3% |
5.98 |
| ATR |
2.58 |
2.54 |
-0.05 |
-1.9% |
0.00 |
| Volume |
312,014 |
346,922 |
34,908 |
11.2% |
1,515,454 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.70 |
75.70 |
71.93 |
|
| R3 |
74.79 |
73.79 |
71.41 |
|
| R2 |
72.88 |
72.88 |
71.23 |
|
| R1 |
71.88 |
71.88 |
71.06 |
72.38 |
| PP |
70.97 |
70.97 |
70.97 |
71.22 |
| S1 |
69.97 |
69.97 |
70.70 |
70.47 |
| S2 |
69.06 |
69.06 |
70.53 |
|
| S3 |
67.15 |
68.06 |
70.35 |
|
| S4 |
65.24 |
66.15 |
69.83 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.86 |
84.38 |
73.24 |
|
| R3 |
80.88 |
78.40 |
71.59 |
|
| R2 |
74.90 |
74.90 |
71.05 |
|
| R1 |
72.42 |
72.42 |
70.50 |
73.66 |
| PP |
68.92 |
68.92 |
68.92 |
69.54 |
| S1 |
66.44 |
66.44 |
69.40 |
67.68 |
| S2 |
62.94 |
62.94 |
68.85 |
|
| S3 |
56.96 |
60.46 |
68.31 |
|
| S4 |
50.98 |
54.48 |
66.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.97 |
66.22 |
5.75 |
8.1% |
2.80 |
3.9% |
81% |
True |
False |
325,532 |
| 10 |
71.97 |
65.05 |
6.92 |
9.8% |
2.66 |
3.8% |
84% |
True |
False |
305,771 |
| 20 |
73.58 |
65.05 |
8.53 |
12.0% |
2.46 |
3.5% |
68% |
False |
False |
234,605 |
| 40 |
75.55 |
65.05 |
10.50 |
14.8% |
2.55 |
3.6% |
56% |
False |
False |
148,966 |
| 60 |
75.89 |
62.26 |
13.63 |
19.2% |
2.47 |
3.5% |
63% |
False |
False |
110,461 |
| 80 |
75.89 |
61.38 |
14.51 |
20.5% |
2.45 |
3.5% |
65% |
False |
False |
85,210 |
| 100 |
75.89 |
59.95 |
15.94 |
22.5% |
2.28 |
3.2% |
69% |
False |
False |
69,857 |
| 120 |
75.89 |
54.20 |
21.69 |
30.6% |
2.13 |
3.0% |
77% |
False |
False |
59,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.09 |
|
2.618 |
76.97 |
|
1.618 |
75.06 |
|
1.000 |
73.88 |
|
0.618 |
73.15 |
|
HIGH |
71.97 |
|
0.618 |
71.24 |
|
0.500 |
71.02 |
|
0.382 |
70.79 |
|
LOW |
70.06 |
|
0.618 |
68.88 |
|
1.000 |
68.15 |
|
1.618 |
66.97 |
|
2.618 |
65.06 |
|
4.250 |
61.94 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.02 |
70.59 |
| PP |
70.97 |
70.30 |
| S1 |
70.93 |
70.01 |
|