NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
79.25 |
76.78 |
-2.47 |
-3.1% |
79.20 |
| High |
79.69 |
77.67 |
-2.02 |
-2.5% |
80.51 |
| Low |
76.52 |
75.57 |
-0.95 |
-1.2% |
75.57 |
| Close |
76.94 |
76.35 |
-0.59 |
-0.8% |
76.35 |
| Range |
3.17 |
2.10 |
-1.07 |
-33.8% |
4.94 |
| ATR |
2.53 |
2.50 |
-0.03 |
-1.2% |
0.00 |
| Volume |
297,815 |
412,833 |
115,018 |
38.6% |
1,413,851 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.83 |
81.69 |
77.51 |
|
| R3 |
80.73 |
79.59 |
76.93 |
|
| R2 |
78.63 |
78.63 |
76.74 |
|
| R1 |
77.49 |
77.49 |
76.54 |
77.01 |
| PP |
76.53 |
76.53 |
76.53 |
76.29 |
| S1 |
75.39 |
75.39 |
76.16 |
74.91 |
| S2 |
74.43 |
74.43 |
75.97 |
|
| S3 |
72.33 |
73.29 |
75.77 |
|
| S4 |
70.23 |
71.19 |
75.20 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.30 |
89.26 |
79.07 |
|
| R3 |
87.36 |
84.32 |
77.71 |
|
| R2 |
82.42 |
82.42 |
77.26 |
|
| R1 |
79.38 |
79.38 |
76.80 |
78.43 |
| PP |
77.48 |
77.48 |
77.48 |
77.00 |
| S1 |
74.44 |
74.44 |
75.90 |
73.49 |
| S2 |
72.54 |
72.54 |
75.44 |
|
| S3 |
67.60 |
69.50 |
74.99 |
|
| S4 |
62.66 |
64.56 |
73.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.51 |
75.57 |
4.94 |
6.5% |
2.37 |
3.1% |
16% |
False |
True |
282,770 |
| 10 |
81.06 |
75.57 |
5.49 |
7.2% |
2.39 |
3.1% |
14% |
False |
True |
319,494 |
| 20 |
82.00 |
75.57 |
6.43 |
8.4% |
2.55 |
3.3% |
12% |
False |
True |
321,510 |
| 40 |
82.00 |
65.55 |
16.45 |
21.5% |
2.50 |
3.3% |
66% |
False |
False |
232,151 |
| 60 |
82.00 |
65.55 |
16.45 |
21.5% |
2.44 |
3.2% |
66% |
False |
False |
176,717 |
| 80 |
82.00 |
65.55 |
16.45 |
21.5% |
2.46 |
3.2% |
66% |
False |
False |
145,620 |
| 100 |
82.00 |
62.21 |
19.79 |
25.9% |
2.45 |
3.2% |
71% |
False |
False |
124,695 |
| 120 |
82.00 |
62.21 |
19.79 |
25.9% |
2.41 |
3.2% |
71% |
False |
False |
110,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.60 |
|
2.618 |
83.17 |
|
1.618 |
81.07 |
|
1.000 |
79.77 |
|
0.618 |
78.97 |
|
HIGH |
77.67 |
|
0.618 |
76.87 |
|
0.500 |
76.62 |
|
0.382 |
76.37 |
|
LOW |
75.57 |
|
0.618 |
74.27 |
|
1.000 |
73.47 |
|
1.618 |
72.17 |
|
2.618 |
70.07 |
|
4.250 |
66.65 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.62 |
77.84 |
| PP |
76.53 |
77.34 |
| S1 |
76.44 |
76.85 |
|