NYMEX Light Sweet Crude Oil Future January 2010
| 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 |
79.91 |
77.47 |
-2.44 |
-3.1% |
78.47 |
| High |
80.34 |
78.37 |
-1.97 |
-2.5% |
81.12 |
| Low |
77.23 |
76.27 |
-0.96 |
-1.2% |
76.27 |
| Close |
77.65 |
77.03 |
-0.62 |
-0.8% |
77.03 |
| Range |
3.11 |
2.10 |
-1.01 |
-32.5% |
4.85 |
| ATR |
2.48 |
2.45 |
-0.03 |
-1.1% |
0.00 |
| Volume |
111,058 |
184,795 |
73,737 |
66.4% |
667,792 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.52 |
82.38 |
78.19 |
|
| R3 |
81.42 |
80.28 |
77.61 |
|
| R2 |
79.32 |
79.32 |
77.42 |
|
| R1 |
78.18 |
78.18 |
77.22 |
77.70 |
| PP |
77.22 |
77.22 |
77.22 |
76.99 |
| S1 |
76.08 |
76.08 |
76.84 |
75.60 |
| S2 |
75.12 |
75.12 |
76.65 |
|
| S3 |
73.02 |
73.98 |
76.45 |
|
| S4 |
70.92 |
71.88 |
75.88 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.69 |
89.71 |
79.70 |
|
| R3 |
87.84 |
84.86 |
78.36 |
|
| R2 |
82.99 |
82.99 |
77.92 |
|
| R1 |
80.01 |
80.01 |
77.47 |
79.08 |
| PP |
78.14 |
78.14 |
78.14 |
77.67 |
| S1 |
75.16 |
75.16 |
76.59 |
74.23 |
| S2 |
73.29 |
73.29 |
76.14 |
|
| S3 |
68.44 |
70.31 |
75.70 |
|
| S4 |
63.59 |
65.46 |
74.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.12 |
76.27 |
4.85 |
6.3% |
2.34 |
3.0% |
16% |
False |
True |
133,558 |
| 10 |
81.67 |
76.27 |
5.40 |
7.0% |
2.37 |
3.1% |
14% |
False |
True |
109,121 |
| 20 |
82.58 |
76.27 |
6.31 |
8.2% |
2.51 |
3.3% |
12% |
False |
True |
92,632 |
| 40 |
82.58 |
66.10 |
16.48 |
21.4% |
2.44 |
3.2% |
66% |
False |
False |
67,848 |
| 60 |
82.58 |
66.10 |
16.48 |
21.4% |
2.33 |
3.0% |
66% |
False |
False |
50,222 |
| 80 |
82.58 |
66.10 |
16.48 |
21.4% |
2.27 |
3.0% |
66% |
False |
False |
40,223 |
| 100 |
82.58 |
63.01 |
19.57 |
25.4% |
2.18 |
2.8% |
72% |
False |
False |
33,471 |
| 120 |
82.58 |
63.01 |
19.57 |
25.4% |
2.06 |
2.7% |
72% |
False |
False |
28,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.30 |
|
2.618 |
83.87 |
|
1.618 |
81.77 |
|
1.000 |
80.47 |
|
0.618 |
79.67 |
|
HIGH |
78.37 |
|
0.618 |
77.57 |
|
0.500 |
77.32 |
|
0.382 |
77.07 |
|
LOW |
76.27 |
|
0.618 |
74.97 |
|
1.000 |
74.17 |
|
1.618 |
72.87 |
|
2.618 |
70.77 |
|
4.250 |
67.35 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.32 |
78.49 |
| PP |
77.22 |
78.00 |
| S1 |
77.13 |
77.52 |
|