NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
79.24 |
78.88 |
-0.36 |
-0.5% |
77.02 |
| High |
80.51 |
80.10 |
-0.41 |
-0.5% |
81.06 |
| Low |
77.89 |
78.57 |
0.68 |
0.9% |
76.55 |
| Close |
79.05 |
79.28 |
0.23 |
0.3% |
77.43 |
| Range |
2.62 |
1.53 |
-1.09 |
-41.6% |
4.51 |
| ATR |
2.56 |
2.49 |
-0.07 |
-2.9% |
0.00 |
| Volume |
327,402 |
371,088 |
43,686 |
13.3% |
1,781,098 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.91 |
83.12 |
80.12 |
|
| R3 |
82.38 |
81.59 |
79.70 |
|
| R2 |
80.85 |
80.85 |
79.56 |
|
| R1 |
80.06 |
80.06 |
79.42 |
80.46 |
| PP |
79.32 |
79.32 |
79.32 |
79.51 |
| S1 |
78.53 |
78.53 |
79.14 |
78.93 |
| S2 |
77.79 |
77.79 |
79.00 |
|
| S3 |
76.26 |
77.00 |
78.86 |
|
| S4 |
74.73 |
75.47 |
78.44 |
|
|
| 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 |
80.52 |
76.71 |
3.81 |
4.8% |
2.28 |
2.9% |
67% |
False |
False |
265,381 |
| 10 |
81.06 |
76.55 |
4.51 |
5.7% |
2.54 |
3.2% |
61% |
False |
False |
320,431 |
| 20 |
82.00 |
75.27 |
6.73 |
8.5% |
2.54 |
3.2% |
60% |
False |
False |
307,052 |
| 40 |
82.00 |
65.55 |
16.45 |
20.7% |
2.44 |
3.1% |
83% |
False |
False |
218,421 |
| 60 |
82.00 |
65.55 |
16.45 |
20.7% |
2.45 |
3.1% |
83% |
False |
False |
167,245 |
| 80 |
82.00 |
65.55 |
16.45 |
20.7% |
2.45 |
3.1% |
83% |
False |
False |
138,030 |
| 100 |
82.00 |
62.21 |
19.79 |
25.0% |
2.45 |
3.1% |
86% |
False |
False |
118,223 |
| 120 |
82.00 |
62.21 |
19.79 |
25.0% |
2.40 |
3.0% |
86% |
False |
False |
104,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.60 |
|
2.618 |
84.11 |
|
1.618 |
82.58 |
|
1.000 |
81.63 |
|
0.618 |
81.05 |
|
HIGH |
80.10 |
|
0.618 |
79.52 |
|
0.500 |
79.34 |
|
0.382 |
79.15 |
|
LOW |
78.57 |
|
0.618 |
77.62 |
|
1.000 |
77.04 |
|
1.618 |
76.09 |
|
2.618 |
74.56 |
|
4.250 |
72.07 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.34 |
79.23 |
| PP |
79.32 |
79.19 |
| S1 |
79.30 |
79.14 |
|