NYMEX Light Sweet Crude Oil Future February 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 |
80.45 |
81.52 |
1.07 |
1.3% |
81.37 |
| High |
82.28 |
81.78 |
-0.50 |
-0.6% |
82.94 |
| Low |
80.43 |
80.66 |
0.23 |
0.3% |
78.12 |
| Close |
81.74 |
80.93 |
-0.81 |
-1.0% |
78.27 |
| Range |
1.85 |
1.12 |
-0.73 |
-39.5% |
4.82 |
| ATR |
2.34 |
2.26 |
-0.09 |
-3.7% |
0.00 |
| Volume |
30,123 |
39,728 |
9,605 |
31.9% |
133,693 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.48 |
83.83 |
81.55 |
|
| R3 |
83.36 |
82.71 |
81.24 |
|
| R2 |
82.24 |
82.24 |
81.14 |
|
| R1 |
81.59 |
81.59 |
81.03 |
81.36 |
| PP |
81.12 |
81.12 |
81.12 |
81.01 |
| S1 |
80.47 |
80.47 |
80.83 |
80.24 |
| S2 |
80.00 |
80.00 |
80.72 |
|
| S3 |
78.88 |
79.35 |
80.62 |
|
| S4 |
77.76 |
78.23 |
80.31 |
|
|
| 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 |
82.28 |
77.91 |
4.37 |
5.4% |
2.23 |
2.8% |
69% |
False |
False |
32,435 |
| 10 |
83.07 |
77.91 |
5.16 |
6.4% |
2.46 |
3.0% |
59% |
False |
False |
28,892 |
| 20 |
83.19 |
72.40 |
10.79 |
13.3% |
2.20 |
2.7% |
79% |
False |
False |
23,830 |
| 40 |
83.19 |
66.82 |
16.37 |
20.2% |
2.17 |
2.7% |
86% |
False |
False |
17,304 |
| 60 |
83.19 |
66.82 |
16.37 |
20.2% |
2.04 |
2.5% |
86% |
False |
False |
13,460 |
| 80 |
83.19 |
66.82 |
16.37 |
20.2% |
1.87 |
2.3% |
86% |
False |
False |
11,349 |
| 100 |
83.19 |
63.61 |
19.58 |
24.2% |
1.68 |
2.1% |
88% |
False |
False |
9,695 |
| 120 |
83.19 |
63.61 |
19.58 |
24.2% |
1.57 |
1.9% |
88% |
False |
False |
8,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.54 |
|
2.618 |
84.71 |
|
1.618 |
83.59 |
|
1.000 |
82.90 |
|
0.618 |
82.47 |
|
HIGH |
81.78 |
|
0.618 |
81.35 |
|
0.500 |
81.22 |
|
0.382 |
81.09 |
|
LOW |
80.66 |
|
0.618 |
79.97 |
|
1.000 |
79.54 |
|
1.618 |
78.85 |
|
2.618 |
77.73 |
|
4.250 |
75.90 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.22 |
80.65 |
| PP |
81.12 |
80.37 |
| S1 |
81.03 |
80.10 |
|