NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
81.60 |
82.92 |
1.32 |
1.6% |
83.68 |
| High |
83.14 |
84.20 |
1.06 |
1.3% |
84.85 |
| Low |
80.18 |
82.89 |
2.71 |
3.4% |
79.97 |
| Close |
83.11 |
83.88 |
0.77 |
0.9% |
80.13 |
| Range |
2.96 |
1.31 |
-1.65 |
-55.7% |
4.88 |
| ATR |
2.19 |
2.13 |
-0.06 |
-2.9% |
0.00 |
| Volume |
14,276 |
13,230 |
-1,046 |
-7.3% |
73,554 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.59 |
87.04 |
84.60 |
|
| R3 |
86.28 |
85.73 |
84.24 |
|
| R2 |
84.97 |
84.97 |
84.12 |
|
| R1 |
84.42 |
84.42 |
84.00 |
84.70 |
| PP |
83.66 |
83.66 |
83.66 |
83.79 |
| S1 |
83.11 |
83.11 |
83.76 |
83.39 |
| S2 |
82.35 |
82.35 |
83.64 |
|
| S3 |
81.04 |
81.80 |
83.52 |
|
| S4 |
79.73 |
80.49 |
83.16 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.29 |
93.09 |
82.81 |
|
| R3 |
91.41 |
88.21 |
81.47 |
|
| R2 |
86.53 |
86.53 |
81.02 |
|
| R1 |
83.33 |
83.33 |
80.58 |
82.49 |
| PP |
81.65 |
81.65 |
81.65 |
81.23 |
| S1 |
78.45 |
78.45 |
79.68 |
77.61 |
| S2 |
76.77 |
76.77 |
79.24 |
|
| S3 |
71.89 |
73.57 |
78.79 |
|
| S4 |
67.01 |
68.69 |
77.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.20 |
79.85 |
4.35 |
5.2% |
2.43 |
2.9% |
93% |
True |
False |
14,224 |
| 10 |
84.85 |
79.85 |
5.00 |
6.0% |
2.21 |
2.6% |
81% |
False |
False |
15,458 |
| 20 |
84.85 |
72.65 |
12.20 |
14.5% |
2.06 |
2.5% |
92% |
False |
False |
14,654 |
| 40 |
84.85 |
69.40 |
15.45 |
18.4% |
2.01 |
2.4% |
94% |
False |
False |
13,322 |
| 60 |
84.85 |
69.40 |
15.45 |
18.4% |
1.95 |
2.3% |
94% |
False |
False |
11,689 |
| 80 |
84.85 |
66.69 |
18.16 |
21.6% |
1.92 |
2.3% |
95% |
False |
False |
11,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.77 |
|
2.618 |
87.63 |
|
1.618 |
86.32 |
|
1.000 |
85.51 |
|
0.618 |
85.01 |
|
HIGH |
84.20 |
|
0.618 |
83.70 |
|
0.500 |
83.55 |
|
0.382 |
83.39 |
|
LOW |
82.89 |
|
0.618 |
82.08 |
|
1.000 |
81.58 |
|
1.618 |
80.77 |
|
2.618 |
79.46 |
|
4.250 |
77.32 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
83.77 |
83.26 |
| PP |
83.66 |
82.64 |
| S1 |
83.55 |
82.03 |
|