NYMEX Light Sweet Crude Oil Future December 2009
| 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 |
79.80 |
79.20 |
-0.60 |
-0.8% |
77.02 |
| High |
80.34 |
80.19 |
-0.15 |
-0.2% |
81.06 |
| Low |
76.71 |
77.77 |
1.06 |
1.4% |
76.55 |
| Close |
77.43 |
79.43 |
2.00 |
2.6% |
77.43 |
| Range |
3.63 |
2.42 |
-1.21 |
-33.3% |
4.51 |
| ATR |
2.54 |
2.55 |
0.02 |
0.6% |
0.00 |
| Volume |
257,603 |
4,713 |
-252,890 |
-98.2% |
1,781,098 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.39 |
85.33 |
80.76 |
|
| R3 |
83.97 |
82.91 |
80.10 |
|
| R2 |
81.55 |
81.55 |
79.87 |
|
| R1 |
80.49 |
80.49 |
79.65 |
81.02 |
| PP |
79.13 |
79.13 |
79.13 |
79.40 |
| S1 |
78.07 |
78.07 |
79.21 |
78.60 |
| S2 |
76.71 |
76.71 |
78.99 |
|
| S3 |
74.29 |
75.65 |
78.76 |
|
| S4 |
71.87 |
73.23 |
78.10 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.88 |
89.16 |
79.91 |
|
| R3 |
87.37 |
84.65 |
78.67 |
|
| R2 |
82.86 |
82.86 |
78.26 |
|
| R1 |
80.14 |
80.14 |
77.84 |
81.50 |
| PP |
78.35 |
78.35 |
78.35 |
79.03 |
| S1 |
75.63 |
75.63 |
77.02 |
76.99 |
| S2 |
73.84 |
73.84 |
76.60 |
|
| S3 |
69.33 |
71.12 |
76.19 |
|
| S4 |
64.82 |
66.61 |
74.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.06 |
76.55 |
4.51 |
5.7% |
2.48 |
3.1% |
64% |
False |
False |
274,683 |
| 10 |
81.06 |
76.55 |
4.51 |
5.7% |
2.61 |
3.3% |
64% |
False |
False |
324,540 |
| 20 |
82.00 |
73.30 |
8.70 |
11.0% |
2.48 |
3.1% |
70% |
False |
False |
292,405 |
| 40 |
82.00 |
65.55 |
16.45 |
20.7% |
2.46 |
3.1% |
84% |
False |
False |
204,092 |
| 60 |
82.00 |
65.55 |
16.45 |
20.7% |
2.48 |
3.1% |
84% |
False |
False |
156,922 |
| 80 |
82.00 |
65.55 |
16.45 |
20.7% |
2.45 |
3.1% |
84% |
False |
False |
130,289 |
| 100 |
82.00 |
62.21 |
19.79 |
24.9% |
2.47 |
3.1% |
87% |
False |
False |
111,873 |
| 120 |
82.00 |
62.21 |
19.79 |
24.9% |
2.39 |
3.0% |
87% |
False |
False |
99,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.48 |
|
2.618 |
86.53 |
|
1.618 |
84.11 |
|
1.000 |
82.61 |
|
0.618 |
81.69 |
|
HIGH |
80.19 |
|
0.618 |
79.27 |
|
0.500 |
78.98 |
|
0.382 |
78.69 |
|
LOW |
77.77 |
|
0.618 |
76.27 |
|
1.000 |
75.35 |
|
1.618 |
73.85 |
|
2.618 |
71.43 |
|
4.250 |
67.49 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.28 |
79.16 |
| PP |
79.13 |
78.89 |
| S1 |
78.98 |
78.62 |
|