NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
77.02 |
78.09 |
1.07 |
1.4% |
79.65 |
| High |
78.66 |
79.77 |
1.11 |
1.4% |
81.58 |
| Low |
76.56 |
76.55 |
-0.01 |
0.0% |
76.85 |
| Close |
78.13 |
79.60 |
1.47 |
1.9% |
77.00 |
| Range |
2.10 |
3.22 |
1.12 |
53.3% |
4.73 |
| ATR |
2.55 |
2.60 |
0.05 |
1.9% |
0.00 |
| Volume |
412,394 |
371,006 |
-41,388 |
-10.0% |
1,753,343 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.30 |
87.17 |
81.37 |
|
| R3 |
85.08 |
83.95 |
80.49 |
|
| R2 |
81.86 |
81.86 |
80.19 |
|
| R1 |
80.73 |
80.73 |
79.90 |
81.30 |
| PP |
78.64 |
78.64 |
78.64 |
78.92 |
| S1 |
77.51 |
77.51 |
79.30 |
78.08 |
| S2 |
75.42 |
75.42 |
79.01 |
|
| S3 |
72.20 |
74.29 |
78.71 |
|
| S4 |
68.98 |
71.07 |
77.83 |
|
|
| 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 |
76.55 |
3.91 |
4.9% |
2.98 |
3.7% |
78% |
False |
True |
375,817 |
| 10 |
82.00 |
76.55 |
5.45 |
6.8% |
2.88 |
3.6% |
56% |
False |
True |
354,858 |
| 20 |
82.00 |
69.19 |
12.81 |
16.1% |
2.50 |
3.1% |
81% |
False |
False |
279,866 |
| 40 |
82.00 |
65.55 |
16.45 |
20.7% |
2.46 |
3.1% |
85% |
False |
False |
187,972 |
| 60 |
82.00 |
65.55 |
16.45 |
20.7% |
2.49 |
3.1% |
85% |
False |
False |
143,290 |
| 80 |
82.00 |
62.90 |
19.10 |
24.0% |
2.44 |
3.1% |
87% |
False |
False |
119,990 |
| 100 |
82.00 |
62.21 |
19.79 |
24.9% |
2.47 |
3.1% |
88% |
False |
False |
103,042 |
| 120 |
82.00 |
60.66 |
21.34 |
26.8% |
2.39 |
3.0% |
89% |
False |
False |
91,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.46 |
|
2.618 |
88.20 |
|
1.618 |
84.98 |
|
1.000 |
82.99 |
|
0.618 |
81.76 |
|
HIGH |
79.77 |
|
0.618 |
78.54 |
|
0.500 |
78.16 |
|
0.382 |
77.78 |
|
LOW |
76.55 |
|
0.618 |
74.56 |
|
1.000 |
73.33 |
|
1.618 |
71.34 |
|
2.618 |
68.12 |
|
4.250 |
62.87 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.12 |
79.19 |
| PP |
78.64 |
78.79 |
| S1 |
78.16 |
78.38 |
|