NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
78.88 |
79.25 |
0.37 |
0.5% |
77.02 |
| High |
80.10 |
79.69 |
-0.41 |
-0.5% |
81.06 |
| Low |
78.57 |
76.52 |
-2.05 |
-2.6% |
76.55 |
| Close |
79.28 |
76.94 |
-2.34 |
-3.0% |
77.43 |
| Range |
1.53 |
3.17 |
1.64 |
107.2% |
4.51 |
| ATR |
2.49 |
2.53 |
0.05 |
2.0% |
0.00 |
| Volume |
371,088 |
297,815 |
-73,273 |
-19.7% |
1,781,098 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.23 |
85.25 |
78.68 |
|
| R3 |
84.06 |
82.08 |
77.81 |
|
| R2 |
80.89 |
80.89 |
77.52 |
|
| R1 |
78.91 |
78.91 |
77.23 |
78.32 |
| PP |
77.72 |
77.72 |
77.72 |
77.42 |
| S1 |
75.74 |
75.74 |
76.65 |
75.15 |
| S2 |
74.55 |
74.55 |
76.36 |
|
| S3 |
71.38 |
72.57 |
76.07 |
|
| S4 |
68.21 |
69.40 |
75.20 |
|
|
| 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 |
80.51 |
76.52 |
3.99 |
5.2% |
2.67 |
3.5% |
11% |
False |
True |
251,724 |
| 10 |
81.06 |
76.52 |
4.54 |
5.9% |
2.52 |
3.3% |
9% |
False |
True |
314,269 |
| 20 |
82.00 |
76.52 |
5.48 |
7.1% |
2.54 |
3.3% |
8% |
False |
True |
313,041 |
| 40 |
82.00 |
65.55 |
16.45 |
21.4% |
2.49 |
3.2% |
69% |
False |
False |
223,642 |
| 60 |
82.00 |
65.55 |
16.45 |
21.4% |
2.43 |
3.2% |
69% |
False |
False |
171,354 |
| 80 |
82.00 |
65.55 |
16.45 |
21.4% |
2.46 |
3.2% |
69% |
False |
False |
141,237 |
| 100 |
82.00 |
62.21 |
19.79 |
25.7% |
2.45 |
3.2% |
74% |
False |
False |
120,820 |
| 120 |
82.00 |
62.21 |
19.79 |
25.7% |
2.41 |
3.1% |
74% |
False |
False |
106,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.16 |
|
2.618 |
87.99 |
|
1.618 |
84.82 |
|
1.000 |
82.86 |
|
0.618 |
81.65 |
|
HIGH |
79.69 |
|
0.618 |
78.48 |
|
0.500 |
78.11 |
|
0.382 |
77.73 |
|
LOW |
76.52 |
|
0.618 |
74.56 |
|
1.000 |
73.35 |
|
1.618 |
71.39 |
|
2.618 |
68.22 |
|
4.250 |
63.05 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.11 |
78.52 |
| PP |
77.72 |
77.99 |
| S1 |
77.33 |
77.47 |
|