NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
75.83 |
77.29 |
1.46 |
1.9% |
77.80 |
| High |
78.09 |
77.94 |
-0.15 |
-0.2% |
79.92 |
| Low |
75.50 |
72.39 |
-3.11 |
-4.1% |
72.39 |
| Close |
77.96 |
76.05 |
-1.91 |
-2.4% |
76.05 |
| Range |
2.59 |
5.55 |
2.96 |
114.3% |
7.53 |
| ATR |
2.39 |
2.62 |
0.23 |
9.5% |
0.00 |
| Volume |
413,033 |
337,389 |
-75,644 |
-18.3% |
1,396,354 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.11 |
89.63 |
79.10 |
|
| R3 |
86.56 |
84.08 |
77.58 |
|
| R2 |
81.01 |
81.01 |
77.07 |
|
| R1 |
78.53 |
78.53 |
76.56 |
77.00 |
| PP |
75.46 |
75.46 |
75.46 |
74.69 |
| S1 |
72.98 |
72.98 |
75.54 |
71.45 |
| S2 |
69.91 |
69.91 |
75.03 |
|
| S3 |
64.36 |
67.43 |
74.52 |
|
| S4 |
58.81 |
61.88 |
73.00 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.71 |
94.91 |
80.19 |
|
| R3 |
91.18 |
87.38 |
78.12 |
|
| R2 |
83.65 |
83.65 |
77.43 |
|
| R1 |
79.85 |
79.85 |
76.74 |
77.99 |
| PP |
76.12 |
76.12 |
76.12 |
75.19 |
| S1 |
72.32 |
72.32 |
75.36 |
70.46 |
| S2 |
68.59 |
68.59 |
74.67 |
|
| S3 |
61.06 |
64.79 |
73.98 |
|
| S4 |
53.53 |
57.26 |
71.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.92 |
72.39 |
7.53 |
9.9% |
2.99 |
3.9% |
49% |
False |
True |
341,420 |
| 10 |
80.88 |
72.39 |
8.49 |
11.2% |
2.61 |
3.4% |
43% |
False |
True |
252,262 |
| 20 |
81.67 |
72.39 |
9.28 |
12.2% |
2.54 |
3.3% |
39% |
False |
True |
176,668 |
| 40 |
82.58 |
68.71 |
13.87 |
18.2% |
2.45 |
3.2% |
53% |
False |
False |
119,223 |
| 60 |
82.58 |
66.10 |
16.48 |
21.7% |
2.39 |
3.1% |
60% |
False |
False |
87,523 |
| 80 |
82.58 |
66.10 |
16.48 |
21.7% |
2.33 |
3.1% |
60% |
False |
False |
68,217 |
| 100 |
82.58 |
63.01 |
19.57 |
25.7% |
2.24 |
2.9% |
67% |
False |
False |
56,320 |
| 120 |
82.58 |
63.01 |
19.57 |
25.7% |
2.16 |
2.8% |
67% |
False |
False |
47,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.53 |
|
2.618 |
92.47 |
|
1.618 |
86.92 |
|
1.000 |
83.49 |
|
0.618 |
81.37 |
|
HIGH |
77.94 |
|
0.618 |
75.82 |
|
0.500 |
75.17 |
|
0.382 |
74.51 |
|
LOW |
72.39 |
|
0.618 |
68.96 |
|
1.000 |
66.84 |
|
1.618 |
63.41 |
|
2.618 |
57.86 |
|
4.250 |
48.80 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.76 |
75.78 |
| PP |
75.46 |
75.51 |
| S1 |
75.17 |
75.24 |
|