NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
80.14 |
80.87 |
0.73 |
0.9% |
80.40 |
| High |
81.67 |
81.17 |
-0.50 |
-0.6% |
82.30 |
| Low |
79.76 |
80.00 |
0.24 |
0.3% |
77.47 |
| Close |
81.07 |
80.28 |
-0.79 |
-1.0% |
77.64 |
| Range |
1.91 |
1.17 |
-0.74 |
-38.7% |
4.83 |
| ATR |
2.47 |
2.38 |
-0.09 |
-3.8% |
0.00 |
| Volume |
82,117 |
94,759 |
12,642 |
15.4% |
425,817 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.99 |
83.31 |
80.92 |
|
| R3 |
82.82 |
82.14 |
80.60 |
|
| R2 |
81.65 |
81.65 |
80.49 |
|
| R1 |
80.97 |
80.97 |
80.39 |
80.73 |
| PP |
80.48 |
80.48 |
80.48 |
80.36 |
| S1 |
79.80 |
79.80 |
80.17 |
79.56 |
| S2 |
79.31 |
79.31 |
80.07 |
|
| S3 |
78.14 |
78.63 |
79.96 |
|
| S4 |
76.97 |
77.46 |
79.64 |
|
|
| 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 |
81.67 |
77.22 |
4.45 |
5.5% |
2.32 |
2.9% |
69% |
False |
False |
93,281 |
| 10 |
82.43 |
77.22 |
5.21 |
6.5% |
2.54 |
3.2% |
59% |
False |
False |
86,371 |
| 20 |
82.58 |
71.72 |
10.86 |
13.5% |
2.29 |
2.9% |
79% |
False |
False |
73,719 |
| 40 |
82.58 |
66.10 |
16.48 |
20.5% |
2.36 |
2.9% |
86% |
False |
False |
52,666 |
| 60 |
82.58 |
66.10 |
16.48 |
20.5% |
2.32 |
2.9% |
86% |
False |
False |
39,192 |
| 80 |
82.58 |
65.94 |
16.64 |
20.7% |
2.22 |
2.8% |
86% |
False |
False |
31,660 |
| 100 |
82.58 |
63.01 |
19.57 |
24.4% |
2.12 |
2.6% |
88% |
False |
False |
26,398 |
| 120 |
82.58 |
63.01 |
19.57 |
24.4% |
1.99 |
2.5% |
88% |
False |
False |
22,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.14 |
|
2.618 |
84.23 |
|
1.618 |
83.06 |
|
1.000 |
82.34 |
|
0.618 |
81.89 |
|
HIGH |
81.17 |
|
0.618 |
80.72 |
|
0.500 |
80.59 |
|
0.382 |
80.45 |
|
LOW |
80.00 |
|
0.618 |
79.28 |
|
1.000 |
78.83 |
|
1.618 |
78.11 |
|
2.618 |
76.94 |
|
4.250 |
75.03 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.59 |
80.00 |
| PP |
80.48 |
79.72 |
| S1 |
80.38 |
79.45 |
|