NYMEX Light Sweet Crude Oil Future February 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 |
78.23 |
81.10 |
2.87 |
3.7% |
81.37 |
| High |
81.55 |
81.10 |
-0.45 |
-0.6% |
82.94 |
| Low |
78.22 |
78.12 |
-0.10 |
-0.1% |
78.12 |
| Close |
80.95 |
78.27 |
-2.68 |
-3.3% |
78.27 |
| Range |
3.33 |
2.98 |
-0.35 |
-10.5% |
4.82 |
| ATR |
2.30 |
2.35 |
0.05 |
2.1% |
0.00 |
| Volume |
24,368 |
30,107 |
5,739 |
23.6% |
133,693 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.10 |
86.17 |
79.91 |
|
| R3 |
85.12 |
83.19 |
79.09 |
|
| R2 |
82.14 |
82.14 |
78.82 |
|
| R1 |
80.21 |
80.21 |
78.54 |
79.69 |
| PP |
79.16 |
79.16 |
79.16 |
78.90 |
| S1 |
77.23 |
77.23 |
78.00 |
76.71 |
| S2 |
76.18 |
76.18 |
77.72 |
|
| S3 |
73.20 |
74.25 |
77.45 |
|
| S4 |
70.22 |
71.27 |
76.63 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.24 |
91.07 |
80.92 |
|
| R3 |
89.42 |
86.25 |
79.60 |
|
| R2 |
84.60 |
84.60 |
79.15 |
|
| R1 |
81.43 |
81.43 |
78.71 |
80.61 |
| PP |
79.78 |
79.78 |
79.78 |
79.36 |
| S1 |
76.61 |
76.61 |
77.83 |
75.79 |
| S2 |
74.96 |
74.96 |
77.39 |
|
| S3 |
70.14 |
71.79 |
76.94 |
|
| S4 |
65.32 |
66.97 |
75.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.94 |
78.12 |
4.82 |
6.2% |
2.85 |
3.6% |
3% |
False |
True |
26,738 |
| 10 |
83.19 |
78.12 |
5.07 |
6.5% |
2.55 |
3.3% |
3% |
False |
True |
24,299 |
| 20 |
83.19 |
69.21 |
13.98 |
17.9% |
2.27 |
2.9% |
65% |
False |
False |
20,742 |
| 40 |
83.19 |
66.82 |
16.37 |
20.9% |
2.13 |
2.7% |
70% |
False |
False |
14,694 |
| 60 |
83.19 |
66.82 |
16.37 |
20.9% |
1.99 |
2.5% |
70% |
False |
False |
11,503 |
| 80 |
83.19 |
63.61 |
19.58 |
25.0% |
1.82 |
2.3% |
75% |
False |
False |
9,845 |
| 100 |
83.19 |
63.61 |
19.58 |
25.0% |
1.65 |
2.1% |
75% |
False |
False |
8,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.77 |
|
2.618 |
88.90 |
|
1.618 |
85.92 |
|
1.000 |
84.08 |
|
0.618 |
82.94 |
|
HIGH |
81.10 |
|
0.618 |
79.96 |
|
0.500 |
79.61 |
|
0.382 |
79.26 |
|
LOW |
78.12 |
|
0.618 |
76.28 |
|
1.000 |
75.14 |
|
1.618 |
73.30 |
|
2.618 |
70.32 |
|
4.250 |
65.46 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.61 |
79.84 |
| PP |
79.16 |
79.31 |
| S1 |
78.72 |
78.79 |
|