NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
80.87 |
80.43 |
-0.44 |
-0.5% |
77.50 |
| High |
81.17 |
81.01 |
-0.16 |
-0.2% |
81.67 |
| Low |
80.00 |
77.39 |
-2.61 |
-3.3% |
77.22 |
| Close |
80.28 |
78.09 |
-2.19 |
-2.7% |
78.09 |
| Range |
1.17 |
3.62 |
2.45 |
209.4% |
4.45 |
| ATR |
2.38 |
2.47 |
0.09 |
3.7% |
0.00 |
| Volume |
94,759 |
61,332 |
-33,427 |
-35.3% |
423,419 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.69 |
87.51 |
80.08 |
|
| R3 |
86.07 |
83.89 |
79.09 |
|
| R2 |
82.45 |
82.45 |
78.75 |
|
| R1 |
80.27 |
80.27 |
78.42 |
79.55 |
| PP |
78.83 |
78.83 |
78.83 |
78.47 |
| S1 |
76.65 |
76.65 |
77.76 |
75.93 |
| S2 |
75.21 |
75.21 |
77.43 |
|
| S3 |
71.59 |
73.03 |
77.09 |
|
| S4 |
67.97 |
69.41 |
76.10 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.34 |
89.67 |
80.54 |
|
| R3 |
87.89 |
85.22 |
79.31 |
|
| R2 |
83.44 |
83.44 |
78.91 |
|
| R1 |
80.77 |
80.77 |
78.50 |
82.11 |
| PP |
78.99 |
78.99 |
78.99 |
79.66 |
| S1 |
76.32 |
76.32 |
77.68 |
77.66 |
| S2 |
74.54 |
74.54 |
77.27 |
|
| S3 |
70.09 |
71.87 |
76.87 |
|
| S4 |
65.64 |
67.42 |
75.64 |
|
|
| 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 |
5.7% |
2.39 |
3.1% |
20% |
False |
False |
84,683 |
| 10 |
82.30 |
77.22 |
5.08 |
6.5% |
2.68 |
3.4% |
17% |
False |
False |
84,923 |
| 20 |
82.58 |
73.05 |
9.53 |
12.2% |
2.40 |
3.1% |
53% |
False |
False |
73,654 |
| 40 |
82.58 |
66.10 |
16.48 |
21.1% |
2.35 |
3.0% |
73% |
False |
False |
53,558 |
| 60 |
82.58 |
66.10 |
16.48 |
21.1% |
2.36 |
3.0% |
73% |
False |
False |
40,037 |
| 80 |
82.58 |
66.10 |
16.48 |
21.1% |
2.24 |
2.9% |
73% |
False |
False |
32,331 |
| 100 |
82.58 |
63.01 |
19.57 |
25.1% |
2.14 |
2.7% |
77% |
False |
False |
26,972 |
| 120 |
82.58 |
63.01 |
19.57 |
25.1% |
2.00 |
2.6% |
77% |
False |
False |
23,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.40 |
|
2.618 |
90.49 |
|
1.618 |
86.87 |
|
1.000 |
84.63 |
|
0.618 |
83.25 |
|
HIGH |
81.01 |
|
0.618 |
79.63 |
|
0.500 |
79.20 |
|
0.382 |
78.77 |
|
LOW |
77.39 |
|
0.618 |
75.15 |
|
1.000 |
73.77 |
|
1.618 |
71.53 |
|
2.618 |
67.91 |
|
4.250 |
62.01 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.20 |
79.53 |
| PP |
78.83 |
79.05 |
| S1 |
78.46 |
78.57 |
|