NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
79.10 |
80.64 |
1.54 |
1.9% |
78.00 |
| High |
81.46 |
81.73 |
0.27 |
0.3% |
82.28 |
| Low |
79.10 |
79.21 |
0.11 |
0.1% |
77.91 |
| Close |
80.72 |
80.27 |
-0.45 |
-0.6% |
78.75 |
| Range |
2.36 |
2.52 |
0.16 |
6.8% |
4.37 |
| ATR |
2.38 |
2.39 |
0.01 |
0.4% |
0.00 |
| Volume |
29,463 |
26,119 |
-3,344 |
-11.3% |
152,009 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.96 |
86.64 |
81.66 |
|
| R3 |
85.44 |
84.12 |
80.96 |
|
| R2 |
82.92 |
82.92 |
80.73 |
|
| R1 |
81.60 |
81.60 |
80.50 |
81.00 |
| PP |
80.40 |
80.40 |
80.40 |
80.11 |
| S1 |
79.08 |
79.08 |
80.04 |
78.48 |
| S2 |
77.88 |
77.88 |
79.81 |
|
| S3 |
75.36 |
76.56 |
79.58 |
|
| S4 |
72.84 |
74.04 |
78.88 |
|
|
| 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 |
78.04 |
4.24 |
5.3% |
2.30 |
2.9% |
53% |
False |
False |
29,074 |
| 10 |
82.28 |
77.91 |
4.37 |
5.4% |
2.57 |
3.2% |
54% |
False |
False |
28,815 |
| 20 |
83.19 |
75.97 |
7.22 |
9.0% |
2.39 |
3.0% |
60% |
False |
False |
25,357 |
| 40 |
83.19 |
66.82 |
16.37 |
20.4% |
2.23 |
2.8% |
82% |
False |
False |
18,695 |
| 60 |
83.19 |
66.82 |
16.37 |
20.4% |
2.09 |
2.6% |
82% |
False |
False |
14,474 |
| 80 |
83.19 |
66.82 |
16.37 |
20.4% |
1.94 |
2.4% |
82% |
False |
False |
12,145 |
| 100 |
83.19 |
63.61 |
19.58 |
24.4% |
1.76 |
2.2% |
85% |
False |
False |
10,372 |
| 120 |
83.19 |
63.61 |
19.58 |
24.4% |
1.63 |
2.0% |
85% |
False |
False |
9,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.44 |
|
2.618 |
88.33 |
|
1.618 |
85.81 |
|
1.000 |
84.25 |
|
0.618 |
83.29 |
|
HIGH |
81.73 |
|
0.618 |
80.77 |
|
0.500 |
80.47 |
|
0.382 |
80.17 |
|
LOW |
79.21 |
|
0.618 |
77.65 |
|
1.000 |
76.69 |
|
1.618 |
75.13 |
|
2.618 |
72.61 |
|
4.250 |
68.50 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.47 |
80.14 |
| PP |
80.40 |
80.01 |
| S1 |
80.34 |
79.89 |
|