NYMEX Light Sweet Crude Oil Future January 2010
| 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 |
79.83 |
79.86 |
0.03 |
0.0% |
77.50 |
| High |
81.12 |
80.70 |
-0.42 |
-0.5% |
81.67 |
| Low |
78.52 |
79.18 |
0.66 |
0.8% |
77.22 |
| Close |
79.64 |
79.92 |
0.28 |
0.4% |
78.09 |
| Range |
2.60 |
1.52 |
-1.08 |
-41.5% |
4.45 |
| ATR |
2.50 |
2.43 |
-0.07 |
-2.8% |
0.00 |
| Volume |
118,325 |
137,206 |
18,881 |
16.0% |
423,419 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.49 |
83.73 |
80.76 |
|
| R3 |
82.97 |
82.21 |
80.34 |
|
| R2 |
81.45 |
81.45 |
80.20 |
|
| R1 |
80.69 |
80.69 |
80.06 |
81.07 |
| PP |
79.93 |
79.93 |
79.93 |
80.13 |
| S1 |
79.17 |
79.17 |
79.78 |
79.55 |
| S2 |
78.41 |
78.41 |
79.64 |
|
| S3 |
76.89 |
77.65 |
79.50 |
|
| S4 |
75.37 |
76.13 |
79.08 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.34 |
89.67 |
80.54 |
|
| R3 |
87.89 |
85.22 |
79.31 |
|
| R2 |
83.44 |
83.44 |
78.91 |
|
| R1 |
80.77 |
80.77 |
78.50 |
82.11 |
| PP |
78.99 |
78.99 |
78.99 |
79.66 |
| S1 |
76.32 |
76.32 |
77.68 |
77.66 |
| S2 |
74.54 |
74.54 |
77.27 |
|
| S3 |
70.09 |
71.87 |
76.87 |
|
| S4 |
65.64 |
67.42 |
75.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.17 |
77.39 |
3.78 |
4.7% |
2.26 |
2.8% |
67% |
False |
False |
105,606 |
| 10 |
81.67 |
77.22 |
4.45 |
5.6% |
2.50 |
3.1% |
61% |
False |
False |
97,814 |
| 20 |
82.58 |
75.82 |
6.76 |
8.5% |
2.49 |
3.1% |
61% |
False |
False |
83,444 |
| 40 |
82.58 |
66.10 |
16.48 |
20.6% |
2.37 |
3.0% |
84% |
False |
False |
61,622 |
| 60 |
82.58 |
66.10 |
16.48 |
20.6% |
2.33 |
2.9% |
84% |
False |
False |
45,821 |
| 80 |
82.58 |
66.10 |
16.48 |
20.6% |
2.26 |
2.8% |
84% |
False |
False |
36,750 |
| 100 |
82.58 |
63.01 |
19.57 |
24.5% |
2.16 |
2.7% |
86% |
False |
False |
30,577 |
| 120 |
82.58 |
63.01 |
19.57 |
24.5% |
2.04 |
2.5% |
86% |
False |
False |
26,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.16 |
|
2.618 |
84.68 |
|
1.618 |
83.16 |
|
1.000 |
82.22 |
|
0.618 |
81.64 |
|
HIGH |
80.70 |
|
0.618 |
80.12 |
|
0.500 |
79.94 |
|
0.382 |
79.76 |
|
LOW |
79.18 |
|
0.618 |
78.24 |
|
1.000 |
77.66 |
|
1.618 |
76.72 |
|
2.618 |
75.20 |
|
4.250 |
72.72 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.94 |
79.88 |
| PP |
79.93 |
79.84 |
| S1 |
79.93 |
79.80 |
|