NYMEX Light Sweet Crude Oil Future April 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 |
79.11 |
79.36 |
0.25 |
0.3% |
80.66 |
| High |
81.12 |
80.55 |
-0.57 |
-0.7% |
82.17 |
| Low |
78.75 |
76.29 |
-2.46 |
-3.1% |
76.29 |
| Close |
81.03 |
79.38 |
-1.65 |
-2.0% |
79.38 |
| Range |
2.37 |
4.26 |
1.89 |
79.7% |
5.88 |
| ATR |
2.03 |
2.22 |
0.19 |
9.5% |
0.00 |
| Volume |
16,622 |
16,810 |
188 |
1.1% |
52,272 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.52 |
89.71 |
81.72 |
|
| R3 |
87.26 |
85.45 |
80.55 |
|
| R2 |
83.00 |
83.00 |
80.16 |
|
| R1 |
81.19 |
81.19 |
79.77 |
82.10 |
| PP |
78.74 |
78.74 |
78.74 |
79.19 |
| S1 |
76.93 |
76.93 |
78.99 |
77.84 |
| S2 |
74.48 |
74.48 |
78.60 |
|
| S3 |
70.22 |
72.67 |
78.21 |
|
| S4 |
65.96 |
68.41 |
77.04 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.92 |
94.03 |
82.61 |
|
| R3 |
91.04 |
88.15 |
81.00 |
|
| R2 |
85.16 |
85.16 |
80.46 |
|
| R1 |
82.27 |
82.27 |
79.92 |
80.78 |
| PP |
79.28 |
79.28 |
79.28 |
78.53 |
| S1 |
76.39 |
76.39 |
78.84 |
74.90 |
| S2 |
73.40 |
73.40 |
78.30 |
|
| S3 |
67.52 |
70.51 |
77.76 |
|
| S4 |
61.64 |
64.63 |
76.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.17 |
76.29 |
5.88 |
7.4% |
2.47 |
3.1% |
53% |
False |
True |
11,964 |
| 10 |
82.99 |
76.29 |
6.70 |
8.4% |
2.16 |
2.7% |
46% |
False |
True |
9,312 |
| 20 |
83.20 |
76.29 |
6.91 |
8.7% |
2.13 |
2.7% |
45% |
False |
True |
8,059 |
| 40 |
84.09 |
70.45 |
13.64 |
17.2% |
1.98 |
2.5% |
65% |
False |
False |
6,773 |
| 60 |
84.09 |
68.38 |
15.71 |
19.8% |
1.74 |
2.2% |
70% |
False |
False |
5,672 |
| 80 |
84.09 |
68.38 |
15.71 |
19.8% |
1.57 |
2.0% |
70% |
False |
False |
4,806 |
| 100 |
84.09 |
65.05 |
19.04 |
24.0% |
1.41 |
1.8% |
75% |
False |
False |
4,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.66 |
|
2.618 |
91.70 |
|
1.618 |
87.44 |
|
1.000 |
84.81 |
|
0.618 |
83.18 |
|
HIGH |
80.55 |
|
0.618 |
78.92 |
|
0.500 |
78.42 |
|
0.382 |
77.92 |
|
LOW |
76.29 |
|
0.618 |
73.66 |
|
1.000 |
72.03 |
|
1.618 |
69.40 |
|
2.618 |
65.14 |
|
4.250 |
58.19 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.06 |
79.16 |
| PP |
78.74 |
78.93 |
| S1 |
78.42 |
78.71 |
|