NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
77.47 |
77.20 |
-0.27 |
-0.3% |
78.47 |
| High |
78.37 |
80.04 |
1.67 |
2.1% |
81.12 |
| Low |
76.27 |
77.04 |
0.77 |
1.0% |
76.27 |
| Close |
77.03 |
79.53 |
2.50 |
3.2% |
77.03 |
| Range |
2.10 |
3.00 |
0.90 |
42.9% |
4.85 |
| ATR |
2.45 |
2.49 |
0.04 |
1.6% |
0.00 |
| Volume |
184,795 |
140,732 |
-44,063 |
-23.8% |
667,792 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.87 |
86.70 |
81.18 |
|
| R3 |
84.87 |
83.70 |
80.36 |
|
| R2 |
81.87 |
81.87 |
80.08 |
|
| R1 |
80.70 |
80.70 |
79.81 |
81.29 |
| PP |
78.87 |
78.87 |
78.87 |
79.16 |
| S1 |
77.70 |
77.70 |
79.26 |
78.29 |
| S2 |
75.87 |
75.87 |
78.98 |
|
| S3 |
72.87 |
74.70 |
78.71 |
|
| S4 |
69.87 |
71.70 |
77.88 |
|
|
| 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 |
6.1% |
2.47 |
3.1% |
67% |
False |
False |
138,423 |
| 10 |
81.67 |
76.27 |
5.40 |
6.8% |
2.46 |
3.1% |
60% |
False |
False |
112,456 |
| 20 |
82.58 |
76.27 |
6.31 |
7.9% |
2.58 |
3.2% |
52% |
False |
False |
97,201 |
| 40 |
82.58 |
66.10 |
16.48 |
20.7% |
2.43 |
3.1% |
81% |
False |
False |
71,013 |
| 60 |
82.58 |
66.10 |
16.48 |
20.7% |
2.35 |
3.0% |
81% |
False |
False |
52,283 |
| 80 |
82.58 |
66.10 |
16.48 |
20.7% |
2.30 |
2.9% |
81% |
False |
False |
41,800 |
| 100 |
82.58 |
63.01 |
19.57 |
24.6% |
2.19 |
2.8% |
84% |
False |
False |
34,836 |
| 120 |
82.58 |
63.01 |
19.57 |
24.6% |
2.06 |
2.6% |
84% |
False |
False |
29,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.79 |
|
2.618 |
87.89 |
|
1.618 |
84.89 |
|
1.000 |
83.04 |
|
0.618 |
81.89 |
|
HIGH |
80.04 |
|
0.618 |
78.89 |
|
0.500 |
78.54 |
|
0.382 |
78.19 |
|
LOW |
77.04 |
|
0.618 |
75.19 |
|
1.000 |
74.04 |
|
1.618 |
72.19 |
|
2.618 |
69.19 |
|
4.250 |
64.29 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.20 |
79.12 |
| PP |
78.87 |
78.71 |
| S1 |
78.54 |
78.31 |
|