NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
77.80 |
77.45 |
-0.35 |
-0.4% |
77.20 |
| High |
79.92 |
77.80 |
-2.12 |
-2.7% |
80.88 |
| Low |
77.15 |
75.60 |
-1.55 |
-2.0% |
76.76 |
| Close |
77.56 |
76.02 |
-1.54 |
-2.0% |
77.47 |
| Range |
2.77 |
2.20 |
-0.57 |
-20.6% |
4.12 |
| ATR |
2.39 |
2.38 |
-0.01 |
-0.6% |
0.00 |
| Volume |
263,044 |
382,888 |
119,844 |
45.6% |
941,478 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.07 |
81.75 |
77.23 |
|
| R3 |
80.87 |
79.55 |
76.63 |
|
| R2 |
78.67 |
78.67 |
76.42 |
|
| R1 |
77.35 |
77.35 |
76.22 |
76.91 |
| PP |
76.47 |
76.47 |
76.47 |
76.26 |
| S1 |
75.15 |
75.15 |
75.82 |
74.71 |
| S2 |
74.27 |
74.27 |
75.62 |
|
| S3 |
72.07 |
72.95 |
75.42 |
|
| S4 |
69.87 |
70.75 |
74.81 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.73 |
88.22 |
79.74 |
|
| R3 |
86.61 |
84.10 |
78.60 |
|
| R2 |
82.49 |
82.49 |
78.23 |
|
| R1 |
79.98 |
79.98 |
77.85 |
81.24 |
| PP |
78.37 |
78.37 |
78.37 |
79.00 |
| S1 |
75.86 |
75.86 |
77.09 |
77.12 |
| S2 |
74.25 |
74.25 |
76.71 |
|
| S3 |
70.13 |
71.74 |
76.34 |
|
| S4 |
66.01 |
67.62 |
75.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.88 |
75.60 |
5.28 |
6.9% |
2.25 |
3.0% |
8% |
False |
True |
257,624 |
| 10 |
80.88 |
75.60 |
5.28 |
6.9% |
2.26 |
3.0% |
8% |
False |
True |
202,046 |
| 20 |
81.67 |
75.60 |
6.07 |
8.0% |
2.44 |
3.2% |
7% |
False |
True |
147,572 |
| 40 |
82.58 |
67.05 |
15.53 |
20.4% |
2.41 |
3.2% |
58% |
False |
False |
102,207 |
| 60 |
82.58 |
66.10 |
16.48 |
21.7% |
2.33 |
3.1% |
60% |
False |
False |
75,283 |
| 80 |
82.58 |
66.10 |
16.48 |
21.7% |
2.27 |
3.0% |
60% |
False |
False |
59,136 |
| 100 |
82.58 |
63.01 |
19.57 |
25.7% |
2.20 |
2.9% |
66% |
False |
False |
48,931 |
| 120 |
82.58 |
63.01 |
19.57 |
25.7% |
2.11 |
2.8% |
66% |
False |
False |
41,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.15 |
|
2.618 |
83.56 |
|
1.618 |
81.36 |
|
1.000 |
80.00 |
|
0.618 |
79.16 |
|
HIGH |
77.80 |
|
0.618 |
76.96 |
|
0.500 |
76.70 |
|
0.382 |
76.44 |
|
LOW |
75.60 |
|
0.618 |
74.24 |
|
1.000 |
73.40 |
|
1.618 |
72.04 |
|
2.618 |
69.84 |
|
4.250 |
66.25 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.70 |
77.76 |
| PP |
76.47 |
77.18 |
| S1 |
76.25 |
76.60 |
|