NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
77.67 |
80.56 |
2.89 |
3.7% |
80.40 |
| High |
81.00 |
80.70 |
-0.30 |
-0.4% |
82.30 |
| Low |
77.65 |
77.47 |
-0.18 |
-0.2% |
77.47 |
| Close |
80.40 |
77.64 |
-2.76 |
-3.4% |
77.64 |
| Range |
3.35 |
3.23 |
-0.12 |
-3.6% |
4.83 |
| ATR |
2.44 |
2.49 |
0.06 |
2.3% |
0.00 |
| Volume |
78,470 |
104,319 |
25,849 |
32.9% |
425,817 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.29 |
86.20 |
79.42 |
|
| R3 |
85.06 |
82.97 |
78.53 |
|
| R2 |
81.83 |
81.83 |
78.23 |
|
| R1 |
79.74 |
79.74 |
77.94 |
79.17 |
| PP |
78.60 |
78.60 |
78.60 |
78.32 |
| S1 |
76.51 |
76.51 |
77.34 |
75.94 |
| S2 |
75.37 |
75.37 |
77.05 |
|
| S3 |
72.14 |
73.28 |
76.75 |
|
| S4 |
68.91 |
70.05 |
75.86 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.63 |
90.46 |
80.30 |
|
| R3 |
88.80 |
85.63 |
78.97 |
|
| R2 |
83.97 |
83.97 |
78.53 |
|
| R1 |
80.80 |
80.80 |
78.08 |
79.97 |
| PP |
79.14 |
79.14 |
79.14 |
78.72 |
| S1 |
75.97 |
75.97 |
77.20 |
75.14 |
| S2 |
74.31 |
74.31 |
76.75 |
|
| S3 |
69.48 |
71.14 |
76.31 |
|
| S4 |
64.65 |
66.31 |
74.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.30 |
77.47 |
4.83 |
6.2% |
2.97 |
3.8% |
4% |
False |
True |
85,163 |
| 10 |
82.58 |
77.47 |
5.11 |
6.6% |
2.64 |
3.4% |
3% |
False |
True |
76,144 |
| 20 |
82.58 |
68.71 |
13.87 |
17.9% |
2.42 |
3.1% |
64% |
False |
False |
65,058 |
| 40 |
82.58 |
66.10 |
16.48 |
21.2% |
2.36 |
3.0% |
70% |
False |
False |
45,243 |
| 60 |
82.58 |
66.10 |
16.48 |
21.2% |
2.29 |
2.9% |
70% |
False |
False |
33,658 |
| 80 |
82.58 |
63.01 |
19.57 |
25.2% |
2.19 |
2.8% |
75% |
False |
False |
27,441 |
| 100 |
82.58 |
63.01 |
19.57 |
25.2% |
2.10 |
2.7% |
75% |
False |
False |
22,917 |
| 120 |
82.58 |
61.52 |
21.06 |
27.1% |
1.97 |
2.5% |
77% |
False |
False |
19,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.43 |
|
2.618 |
89.16 |
|
1.618 |
85.93 |
|
1.000 |
83.93 |
|
0.618 |
82.70 |
|
HIGH |
80.70 |
|
0.618 |
79.47 |
|
0.500 |
79.09 |
|
0.382 |
78.70 |
|
LOW |
77.47 |
|
0.618 |
75.47 |
|
1.000 |
74.24 |
|
1.618 |
72.24 |
|
2.618 |
69.01 |
|
4.250 |
63.74 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.09 |
79.24 |
| PP |
78.60 |
78.70 |
| S1 |
78.12 |
78.17 |
|