NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
77.29 |
76.05 |
-1.24 |
-1.6% |
77.80 |
| High |
77.94 |
78.00 |
0.06 |
0.1% |
79.92 |
| Low |
72.39 |
75.13 |
2.74 |
3.8% |
72.39 |
| Close |
76.05 |
77.28 |
1.23 |
1.6% |
76.05 |
| Range |
5.55 |
2.87 |
-2.68 |
-48.3% |
7.53 |
| ATR |
2.62 |
2.64 |
0.02 |
0.7% |
0.00 |
| Volume |
337,389 |
301,347 |
-36,042 |
-10.7% |
1,396,354 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.41 |
84.22 |
78.86 |
|
| R3 |
82.54 |
81.35 |
78.07 |
|
| R2 |
79.67 |
79.67 |
77.81 |
|
| R1 |
78.48 |
78.48 |
77.54 |
79.08 |
| PP |
76.80 |
76.80 |
76.80 |
77.10 |
| S1 |
75.61 |
75.61 |
77.02 |
76.21 |
| S2 |
73.93 |
73.93 |
76.75 |
|
| S3 |
71.06 |
72.74 |
76.49 |
|
| S4 |
68.19 |
69.87 |
75.70 |
|
|
| 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 |
9.7% |
3.20 |
4.1% |
65% |
False |
False |
339,540 |
| 10 |
80.88 |
72.39 |
8.49 |
11.0% |
2.69 |
3.5% |
58% |
False |
False |
263,917 |
| 20 |
81.67 |
72.39 |
9.28 |
12.0% |
2.53 |
3.3% |
53% |
False |
False |
186,519 |
| 40 |
82.58 |
68.71 |
13.87 |
17.9% |
2.47 |
3.2% |
62% |
False |
False |
125,789 |
| 60 |
82.58 |
66.10 |
16.48 |
21.3% |
2.41 |
3.1% |
68% |
False |
False |
92,335 |
| 80 |
82.58 |
66.10 |
16.48 |
21.3% |
2.35 |
3.0% |
68% |
False |
False |
71,873 |
| 100 |
82.58 |
63.01 |
19.57 |
25.3% |
2.26 |
2.9% |
73% |
False |
False |
59,257 |
| 120 |
82.58 |
63.01 |
19.57 |
25.3% |
2.17 |
2.8% |
73% |
False |
False |
50,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.20 |
|
2.618 |
85.51 |
|
1.618 |
82.64 |
|
1.000 |
80.87 |
|
0.618 |
79.77 |
|
HIGH |
78.00 |
|
0.618 |
76.90 |
|
0.500 |
76.57 |
|
0.382 |
76.23 |
|
LOW |
75.13 |
|
0.618 |
73.36 |
|
1.000 |
72.26 |
|
1.618 |
70.49 |
|
2.618 |
67.62 |
|
4.250 |
62.93 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.04 |
76.60 |
| PP |
76.80 |
75.92 |
| S1 |
76.57 |
75.24 |
|