NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
78.09 |
79.47 |
1.38 |
1.8% |
79.65 |
| High |
79.77 |
81.06 |
1.29 |
1.6% |
81.58 |
| Low |
76.55 |
79.12 |
2.57 |
3.4% |
76.85 |
| Close |
79.60 |
80.40 |
0.80 |
1.0% |
77.00 |
| Range |
3.22 |
1.94 |
-1.28 |
-39.8% |
4.73 |
| ATR |
2.60 |
2.55 |
-0.05 |
-1.8% |
0.00 |
| Volume |
371,006 |
373,992 |
2,986 |
0.8% |
1,753,343 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.01 |
85.15 |
81.47 |
|
| R3 |
84.07 |
83.21 |
80.93 |
|
| R2 |
82.13 |
82.13 |
80.76 |
|
| R1 |
81.27 |
81.27 |
80.58 |
81.70 |
| PP |
80.19 |
80.19 |
80.19 |
80.41 |
| S1 |
79.33 |
79.33 |
80.22 |
79.76 |
| S2 |
78.25 |
78.25 |
80.04 |
|
| S3 |
76.31 |
77.39 |
79.87 |
|
| S4 |
74.37 |
75.45 |
79.33 |
|
|
| 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 |
81.06 |
76.55 |
4.51 |
5.6% |
2.81 |
3.5% |
85% |
True |
False |
375,481 |
| 10 |
81.78 |
76.55 |
5.23 |
6.5% |
2.64 |
3.3% |
74% |
False |
False |
360,188 |
| 20 |
82.00 |
69.56 |
12.44 |
15.5% |
2.46 |
3.1% |
87% |
False |
False |
290,262 |
| 40 |
82.00 |
65.55 |
16.45 |
20.5% |
2.46 |
3.1% |
90% |
False |
False |
194,995 |
| 60 |
82.00 |
65.55 |
16.45 |
20.5% |
2.48 |
3.1% |
90% |
False |
False |
148,907 |
| 80 |
82.00 |
63.80 |
18.20 |
22.6% |
2.44 |
3.0% |
91% |
False |
False |
124,274 |
| 100 |
82.00 |
62.21 |
19.79 |
24.6% |
2.46 |
3.1% |
92% |
False |
False |
106,474 |
| 120 |
82.00 |
60.77 |
21.23 |
26.4% |
2.38 |
3.0% |
92% |
False |
False |
94,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.31 |
|
2.618 |
86.14 |
|
1.618 |
84.20 |
|
1.000 |
83.00 |
|
0.618 |
82.26 |
|
HIGH |
81.06 |
|
0.618 |
80.32 |
|
0.500 |
80.09 |
|
0.382 |
79.86 |
|
LOW |
79.12 |
|
0.618 |
77.92 |
|
1.000 |
77.18 |
|
1.618 |
75.98 |
|
2.618 |
74.04 |
|
4.250 |
70.88 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.30 |
79.87 |
| PP |
80.19 |
79.34 |
| S1 |
80.09 |
78.81 |
|