NYMEX Light Sweet Crude Oil Future December 2009
| 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 |
79.20 |
79.24 |
0.04 |
0.1% |
77.02 |
| High |
80.19 |
80.51 |
0.32 |
0.4% |
81.06 |
| Low |
77.77 |
77.89 |
0.12 |
0.2% |
76.55 |
| Close |
79.43 |
79.05 |
-0.38 |
-0.5% |
77.43 |
| Range |
2.42 |
2.62 |
0.20 |
8.3% |
4.51 |
| ATR |
2.55 |
2.56 |
0.00 |
0.2% |
0.00 |
| Volume |
4,713 |
327,402 |
322,689 |
6,846.8% |
1,781,098 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.01 |
85.65 |
80.49 |
|
| R3 |
84.39 |
83.03 |
79.77 |
|
| R2 |
81.77 |
81.77 |
79.53 |
|
| R1 |
80.41 |
80.41 |
79.29 |
79.78 |
| PP |
79.15 |
79.15 |
79.15 |
78.84 |
| S1 |
77.79 |
77.79 |
78.81 |
77.16 |
| S2 |
76.53 |
76.53 |
78.57 |
|
| S3 |
73.91 |
75.17 |
78.33 |
|
| S4 |
71.29 |
72.55 |
77.61 |
|
|
| 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 |
76.71 |
4.35 |
5.5% |
2.36 |
3.0% |
54% |
False |
False |
265,962 |
| 10 |
81.06 |
76.55 |
4.51 |
5.7% |
2.67 |
3.4% |
55% |
False |
False |
320,889 |
| 20 |
82.00 |
74.88 |
7.12 |
9.0% |
2.52 |
3.2% |
59% |
False |
False |
300,364 |
| 40 |
82.00 |
65.55 |
16.45 |
20.8% |
2.47 |
3.1% |
82% |
False |
False |
210,780 |
| 60 |
82.00 |
65.55 |
16.45 |
20.8% |
2.48 |
3.1% |
82% |
False |
False |
161,712 |
| 80 |
82.00 |
65.55 |
16.45 |
20.8% |
2.46 |
3.1% |
82% |
False |
False |
133,893 |
| 100 |
82.00 |
62.21 |
19.79 |
25.0% |
2.47 |
3.1% |
85% |
False |
False |
114,870 |
| 120 |
82.00 |
62.21 |
19.79 |
25.0% |
2.40 |
3.0% |
85% |
False |
False |
101,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.65 |
|
2.618 |
87.37 |
|
1.618 |
84.75 |
|
1.000 |
83.13 |
|
0.618 |
82.13 |
|
HIGH |
80.51 |
|
0.618 |
79.51 |
|
0.500 |
79.20 |
|
0.382 |
78.89 |
|
LOW |
77.89 |
|
0.618 |
76.27 |
|
1.000 |
75.27 |
|
1.618 |
73.65 |
|
2.618 |
71.03 |
|
4.250 |
66.76 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.20 |
78.90 |
| PP |
79.15 |
78.76 |
| S1 |
79.10 |
78.61 |
|