NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
70.26 |
71.16 |
0.90 |
1.3% |
66.15 |
| High |
71.97 |
71.76 |
-0.21 |
-0.3% |
71.39 |
| Low |
70.06 |
68.88 |
-1.18 |
-1.7% |
65.41 |
| Close |
70.88 |
69.57 |
-1.31 |
-1.8% |
69.95 |
| Range |
1.91 |
2.88 |
0.97 |
50.8% |
5.98 |
| ATR |
2.54 |
2.56 |
0.02 |
1.0% |
0.00 |
| Volume |
346,922 |
346,922 |
0 |
0.0% |
1,515,454 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.71 |
77.02 |
71.15 |
|
| R3 |
75.83 |
74.14 |
70.36 |
|
| R2 |
72.95 |
72.95 |
70.10 |
|
| R1 |
71.26 |
71.26 |
69.83 |
70.67 |
| PP |
70.07 |
70.07 |
70.07 |
69.77 |
| S1 |
68.38 |
68.38 |
69.31 |
67.79 |
| S2 |
67.19 |
67.19 |
69.04 |
|
| S3 |
64.31 |
65.50 |
68.78 |
|
| S4 |
61.43 |
62.62 |
67.99 |
|
|
| 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 |
68.05 |
3.92 |
5.6% |
2.47 |
3.6% |
39% |
False |
False |
345,447 |
| 10 |
71.97 |
65.05 |
6.92 |
9.9% |
2.57 |
3.7% |
65% |
False |
False |
318,634 |
| 20 |
73.58 |
65.05 |
8.53 |
12.3% |
2.51 |
3.6% |
53% |
False |
False |
244,327 |
| 40 |
75.55 |
65.05 |
10.50 |
15.1% |
2.56 |
3.7% |
43% |
False |
False |
156,567 |
| 60 |
75.89 |
62.83 |
13.06 |
18.8% |
2.49 |
3.6% |
52% |
False |
False |
116,055 |
| 80 |
75.89 |
61.38 |
14.51 |
20.9% |
2.46 |
3.5% |
56% |
False |
False |
89,454 |
| 100 |
75.89 |
60.06 |
15.83 |
22.8% |
2.29 |
3.3% |
60% |
False |
False |
73,269 |
| 120 |
75.89 |
54.20 |
21.69 |
31.2% |
2.15 |
3.1% |
71% |
False |
False |
62,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.00 |
|
2.618 |
79.30 |
|
1.618 |
76.42 |
|
1.000 |
74.64 |
|
0.618 |
73.54 |
|
HIGH |
71.76 |
|
0.618 |
70.66 |
|
0.500 |
70.32 |
|
0.382 |
69.98 |
|
LOW |
68.88 |
|
0.618 |
67.10 |
|
1.000 |
66.00 |
|
1.618 |
64.22 |
|
2.618 |
61.34 |
|
4.250 |
56.64 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.32 |
70.01 |
| PP |
70.07 |
69.86 |
| S1 |
69.82 |
69.72 |
|