NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
78.93 |
79.38 |
0.45 |
0.6% |
79.20 |
| High |
79.73 |
80.33 |
0.60 |
0.8% |
80.51 |
| Low |
78.14 |
78.67 |
0.53 |
0.7% |
75.57 |
| Close |
79.14 |
79.58 |
0.44 |
0.6% |
76.35 |
| Range |
1.59 |
1.66 |
0.07 |
4.4% |
4.94 |
| ATR |
2.48 |
2.42 |
-0.06 |
-2.4% |
0.00 |
| Volume |
361,387 |
319,240 |
-42,147 |
-11.7% |
1,413,851 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.51 |
83.70 |
80.49 |
|
| R3 |
82.85 |
82.04 |
80.04 |
|
| R2 |
81.19 |
81.19 |
79.88 |
|
| R1 |
80.38 |
80.38 |
79.73 |
80.79 |
| PP |
79.53 |
79.53 |
79.53 |
79.73 |
| S1 |
78.72 |
78.72 |
79.43 |
79.13 |
| S2 |
77.87 |
77.87 |
79.28 |
|
| S3 |
76.21 |
77.06 |
79.12 |
|
| S4 |
74.55 |
75.40 |
78.67 |
|
|
| 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 |
80.33 |
75.57 |
4.76 |
6.0% |
2.32 |
2.9% |
84% |
True |
False |
345,328 |
| 10 |
80.52 |
75.57 |
4.95 |
6.2% |
2.30 |
2.9% |
81% |
False |
False |
305,355 |
| 20 |
81.78 |
75.57 |
6.21 |
7.8% |
2.47 |
3.1% |
65% |
False |
False |
332,771 |
| 40 |
82.00 |
65.55 |
16.45 |
20.7% |
2.43 |
3.1% |
85% |
False |
False |
252,701 |
| 60 |
82.00 |
65.55 |
16.45 |
20.7% |
2.43 |
3.1% |
85% |
False |
False |
190,962 |
| 80 |
82.00 |
65.55 |
16.45 |
20.7% |
2.47 |
3.1% |
85% |
False |
False |
156,557 |
| 100 |
82.00 |
62.21 |
19.79 |
24.9% |
2.44 |
3.1% |
88% |
False |
False |
133,860 |
| 120 |
82.00 |
62.21 |
19.79 |
24.9% |
2.41 |
3.0% |
88% |
False |
False |
117,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.39 |
|
2.618 |
84.68 |
|
1.618 |
83.02 |
|
1.000 |
81.99 |
|
0.618 |
81.36 |
|
HIGH |
80.33 |
|
0.618 |
79.70 |
|
0.500 |
79.50 |
|
0.382 |
79.30 |
|
LOW |
78.67 |
|
0.618 |
77.64 |
|
1.000 |
77.01 |
|
1.618 |
75.98 |
|
2.618 |
74.32 |
|
4.250 |
71.62 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.55 |
79.17 |
| PP |
79.53 |
78.75 |
| S1 |
79.50 |
78.34 |
|