NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
78.00 |
79.46 |
1.46 |
1.9% |
81.37 |
| High |
80.01 |
81.04 |
1.03 |
1.3% |
82.94 |
| Low |
77.94 |
77.91 |
-0.03 |
0.0% |
78.12 |
| Close |
79.51 |
80.92 |
1.41 |
1.8% |
78.27 |
| Range |
2.07 |
3.13 |
1.06 |
51.2% |
4.82 |
| ATR |
2.33 |
2.38 |
0.06 |
2.5% |
0.00 |
| Volume |
35,401 |
26,816 |
-8,585 |
-24.3% |
133,693 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.35 |
88.26 |
82.64 |
|
| R3 |
86.22 |
85.13 |
81.78 |
|
| R2 |
83.09 |
83.09 |
81.49 |
|
| R1 |
82.00 |
82.00 |
81.21 |
82.55 |
| PP |
79.96 |
79.96 |
79.96 |
80.23 |
| S1 |
78.87 |
78.87 |
80.63 |
79.42 |
| S2 |
76.83 |
76.83 |
80.35 |
|
| S3 |
73.70 |
75.74 |
80.06 |
|
| S4 |
70.57 |
72.61 |
79.20 |
|
|
| 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 |
81.55 |
77.91 |
3.64 |
4.5% |
2.85 |
3.5% |
83% |
False |
True |
28,555 |
| 10 |
83.19 |
77.91 |
5.28 |
6.5% |
2.73 |
3.4% |
57% |
False |
True |
27,493 |
| 20 |
83.19 |
70.26 |
12.93 |
16.0% |
2.33 |
2.9% |
82% |
False |
False |
22,177 |
| 40 |
83.19 |
66.82 |
16.37 |
20.2% |
2.15 |
2.7% |
86% |
False |
False |
15,994 |
| 60 |
83.19 |
66.82 |
16.37 |
20.2% |
2.04 |
2.5% |
86% |
False |
False |
12,390 |
| 80 |
83.19 |
64.57 |
18.62 |
23.0% |
1.87 |
2.3% |
88% |
False |
False |
10,568 |
| 100 |
83.19 |
63.61 |
19.58 |
24.2% |
1.69 |
2.1% |
88% |
False |
False |
9,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.34 |
|
2.618 |
89.23 |
|
1.618 |
86.10 |
|
1.000 |
84.17 |
|
0.618 |
82.97 |
|
HIGH |
81.04 |
|
0.618 |
79.84 |
|
0.500 |
79.48 |
|
0.382 |
79.11 |
|
LOW |
77.91 |
|
0.618 |
75.98 |
|
1.000 |
74.78 |
|
1.618 |
72.85 |
|
2.618 |
69.72 |
|
4.250 |
64.61 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.44 |
80.45 |
| PP |
79.96 |
79.98 |
| S1 |
79.48 |
79.51 |
|