NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
77.09 |
77.65 |
0.56 |
0.7% |
78.56 |
| High |
79.30 |
78.98 |
-0.32 |
-0.4% |
80.77 |
| Low |
76.83 |
73.73 |
-3.10 |
-4.0% |
73.73 |
| Close |
79.19 |
77.36 |
-1.83 |
-2.3% |
77.36 |
| Range |
2.47 |
5.25 |
2.78 |
112.6% |
7.04 |
| ATR |
2.30 |
2.52 |
0.23 |
9.8% |
0.00 |
| Volume |
149,958 |
108,488 |
-41,470 |
-27.7% |
423,601 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.44 |
90.15 |
80.25 |
|
| R3 |
87.19 |
84.90 |
78.80 |
|
| R2 |
81.94 |
81.94 |
78.32 |
|
| R1 |
79.65 |
79.65 |
77.84 |
78.17 |
| PP |
76.69 |
76.69 |
76.69 |
75.95 |
| S1 |
74.40 |
74.40 |
76.88 |
72.92 |
| S2 |
71.44 |
71.44 |
76.40 |
|
| S3 |
66.19 |
69.15 |
75.92 |
|
| S4 |
60.94 |
63.90 |
74.47 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.41 |
94.92 |
81.23 |
|
| R3 |
91.37 |
87.88 |
79.30 |
|
| R2 |
84.33 |
84.33 |
78.65 |
|
| R1 |
80.84 |
80.84 |
78.01 |
79.07 |
| PP |
77.29 |
77.29 |
77.29 |
76.40 |
| S1 |
73.80 |
73.80 |
76.71 |
72.03 |
| S2 |
70.25 |
70.25 |
76.07 |
|
| S3 |
63.21 |
66.76 |
75.42 |
|
| S4 |
56.17 |
59.72 |
73.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.77 |
73.73 |
7.04 |
9.1% |
2.85 |
3.7% |
52% |
False |
True |
95,953 |
| 10 |
81.59 |
73.73 |
7.86 |
10.2% |
2.50 |
3.2% |
46% |
False |
True |
66,759 |
| 20 |
82.28 |
73.73 |
8.55 |
11.1% |
2.46 |
3.2% |
42% |
False |
True |
48,249 |
| 40 |
83.19 |
69.21 |
13.98 |
18.1% |
2.33 |
3.0% |
58% |
False |
False |
34,080 |
| 60 |
83.19 |
66.82 |
16.37 |
21.2% |
2.21 |
2.9% |
64% |
False |
False |
25,487 |
| 80 |
83.19 |
66.82 |
16.37 |
21.2% |
2.08 |
2.7% |
64% |
False |
False |
20,388 |
| 100 |
83.19 |
63.61 |
19.58 |
25.3% |
1.93 |
2.5% |
70% |
False |
False |
17,273 |
| 120 |
83.19 |
63.61 |
19.58 |
25.3% |
1.76 |
2.3% |
70% |
False |
False |
14,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.29 |
|
2.618 |
92.72 |
|
1.618 |
87.47 |
|
1.000 |
84.23 |
|
0.618 |
82.22 |
|
HIGH |
78.98 |
|
0.618 |
76.97 |
|
0.500 |
76.36 |
|
0.382 |
75.74 |
|
LOW |
73.73 |
|
0.618 |
70.49 |
|
1.000 |
68.48 |
|
1.618 |
65.24 |
|
2.618 |
59.99 |
|
4.250 |
51.42 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.03 |
77.08 |
| PP |
76.69 |
76.80 |
| S1 |
76.36 |
76.52 |
|