NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
79.98 |
77.02 |
-2.96 |
-3.7% |
79.65 |
| High |
80.21 |
78.66 |
-1.55 |
-1.9% |
81.58 |
| Low |
76.85 |
76.56 |
-0.29 |
-0.4% |
76.85 |
| Close |
77.00 |
78.13 |
1.13 |
1.5% |
77.00 |
| Range |
3.36 |
2.10 |
-1.26 |
-37.5% |
4.73 |
| ATR |
2.59 |
2.55 |
-0.03 |
-1.3% |
0.00 |
| Volume |
360,575 |
412,394 |
51,819 |
14.4% |
1,753,343 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.08 |
83.21 |
79.29 |
|
| R3 |
81.98 |
81.11 |
78.71 |
|
| R2 |
79.88 |
79.88 |
78.52 |
|
| R1 |
79.01 |
79.01 |
78.32 |
79.45 |
| PP |
77.78 |
77.78 |
77.78 |
78.00 |
| S1 |
76.91 |
76.91 |
77.94 |
77.35 |
| S2 |
75.68 |
75.68 |
77.75 |
|
| S3 |
73.58 |
74.81 |
77.55 |
|
| S4 |
71.48 |
72.71 |
76.98 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.67 |
89.56 |
79.60 |
|
| R3 |
87.94 |
84.83 |
78.30 |
|
| R2 |
83.21 |
83.21 |
77.87 |
|
| R1 |
80.10 |
80.10 |
77.43 |
79.29 |
| PP |
78.48 |
78.48 |
78.48 |
78.07 |
| S1 |
75.37 |
75.37 |
76.57 |
74.56 |
| S2 |
73.75 |
73.75 |
76.13 |
|
| S3 |
69.02 |
70.64 |
75.70 |
|
| S4 |
64.29 |
65.91 |
74.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.46 |
76.56 |
3.90 |
5.0% |
2.75 |
3.5% |
40% |
False |
True |
374,397 |
| 10 |
82.00 |
76.56 |
5.44 |
7.0% |
2.77 |
3.5% |
29% |
False |
True |
343,337 |
| 20 |
82.00 |
69.19 |
12.81 |
16.4% |
2.44 |
3.1% |
70% |
False |
False |
269,068 |
| 40 |
82.00 |
65.55 |
16.45 |
21.1% |
2.48 |
3.2% |
76% |
False |
False |
180,083 |
| 60 |
82.00 |
65.55 |
16.45 |
21.1% |
2.46 |
3.1% |
76% |
False |
False |
137,929 |
| 80 |
82.00 |
62.21 |
19.79 |
25.3% |
2.43 |
3.1% |
80% |
False |
False |
115,783 |
| 100 |
82.00 |
62.21 |
19.79 |
25.3% |
2.45 |
3.1% |
80% |
False |
False |
99,746 |
| 120 |
82.00 |
60.66 |
21.34 |
27.3% |
2.38 |
3.0% |
82% |
False |
False |
88,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.59 |
|
2.618 |
84.16 |
|
1.618 |
82.06 |
|
1.000 |
80.76 |
|
0.618 |
79.96 |
|
HIGH |
78.66 |
|
0.618 |
77.86 |
|
0.500 |
77.61 |
|
0.382 |
77.36 |
|
LOW |
76.56 |
|
0.618 |
75.26 |
|
1.000 |
74.46 |
|
1.618 |
73.16 |
|
2.618 |
71.06 |
|
4.250 |
67.64 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.96 |
78.51 |
| PP |
77.78 |
78.38 |
| S1 |
77.61 |
78.26 |
|