NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
81.17 |
79.10 |
-2.07 |
-2.6% |
78.00 |
| High |
81.67 |
81.46 |
-0.21 |
-0.3% |
82.28 |
| Low |
78.04 |
79.10 |
1.06 |
1.4% |
77.91 |
| Close |
78.75 |
80.72 |
1.97 |
2.5% |
78.75 |
| Range |
3.63 |
2.36 |
-1.27 |
-35.0% |
4.37 |
| ATR |
2.36 |
2.38 |
0.03 |
1.1% |
0.00 |
| Volume |
19,941 |
29,463 |
9,522 |
47.8% |
152,009 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.51 |
86.47 |
82.02 |
|
| R3 |
85.15 |
84.11 |
81.37 |
|
| R2 |
82.79 |
82.79 |
81.15 |
|
| R1 |
81.75 |
81.75 |
80.94 |
82.27 |
| PP |
80.43 |
80.43 |
80.43 |
80.69 |
| S1 |
79.39 |
79.39 |
80.50 |
79.91 |
| S2 |
78.07 |
78.07 |
80.29 |
|
| S3 |
75.71 |
77.03 |
80.07 |
|
| S4 |
73.35 |
74.67 |
79.42 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.76 |
90.12 |
81.15 |
|
| R3 |
88.39 |
85.75 |
79.95 |
|
| R2 |
84.02 |
84.02 |
79.55 |
|
| R1 |
81.38 |
81.38 |
79.15 |
82.70 |
| PP |
79.65 |
79.65 |
79.65 |
80.31 |
| S1 |
77.01 |
77.01 |
78.35 |
78.33 |
| S2 |
75.28 |
75.28 |
77.95 |
|
| S3 |
70.91 |
72.64 |
77.55 |
|
| S4 |
66.54 |
68.27 |
76.35 |
|
|
| 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% |
2.42 |
3.0% |
64% |
False |
False |
29,214 |
| 10 |
82.28 |
77.91 |
4.37 |
5.4% |
2.50 |
3.1% |
64% |
False |
False |
29,133 |
| 20 |
83.19 |
74.48 |
8.71 |
10.8% |
2.34 |
2.9% |
72% |
False |
False |
24,866 |
| 40 |
83.19 |
66.82 |
16.37 |
20.3% |
2.22 |
2.7% |
85% |
False |
False |
18,157 |
| 60 |
83.19 |
66.82 |
16.37 |
20.3% |
2.07 |
2.6% |
85% |
False |
False |
14,098 |
| 80 |
83.19 |
66.82 |
16.37 |
20.3% |
1.92 |
2.4% |
85% |
False |
False |
11,857 |
| 100 |
83.19 |
63.61 |
19.58 |
24.3% |
1.74 |
2.1% |
87% |
False |
False |
10,120 |
| 120 |
83.19 |
63.61 |
19.58 |
24.3% |
1.61 |
2.0% |
87% |
False |
False |
8,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.49 |
|
2.618 |
87.64 |
|
1.618 |
85.28 |
|
1.000 |
83.82 |
|
0.618 |
82.92 |
|
HIGH |
81.46 |
|
0.618 |
80.56 |
|
0.500 |
80.28 |
|
0.382 |
80.00 |
|
LOW |
79.10 |
|
0.618 |
77.64 |
|
1.000 |
76.74 |
|
1.618 |
75.28 |
|
2.618 |
72.92 |
|
4.250 |
69.07 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.57 |
80.45 |
| PP |
80.43 |
80.18 |
| S1 |
80.28 |
79.91 |
|