NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
77.35 |
77.90 |
0.55 |
0.7% |
77.80 |
| High |
79.04 |
78.59 |
-0.45 |
-0.6% |
79.92 |
| Low |
77.01 |
76.22 |
-0.79 |
-1.0% |
72.39 |
| Close |
78.37 |
76.60 |
-1.77 |
-2.3% |
76.05 |
| Range |
2.03 |
2.37 |
0.34 |
16.7% |
7.53 |
| ATR |
2.59 |
2.58 |
-0.02 |
-0.6% |
0.00 |
| Volume |
358,538 |
310,483 |
-48,055 |
-13.4% |
1,396,354 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.25 |
82.79 |
77.90 |
|
| R3 |
81.88 |
80.42 |
77.25 |
|
| R2 |
79.51 |
79.51 |
77.03 |
|
| R1 |
78.05 |
78.05 |
76.82 |
77.60 |
| PP |
77.14 |
77.14 |
77.14 |
76.91 |
| S1 |
75.68 |
75.68 |
76.38 |
75.23 |
| S2 |
74.77 |
74.77 |
76.17 |
|
| S3 |
72.40 |
73.31 |
75.95 |
|
| S4 |
70.03 |
70.94 |
75.30 |
|
|
| 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 |
79.04 |
72.39 |
6.65 |
8.7% |
3.08 |
4.0% |
63% |
False |
False |
344,158 |
| 10 |
80.88 |
72.39 |
8.49 |
11.1% |
2.67 |
3.5% |
50% |
False |
False |
300,891 |
| 20 |
81.67 |
72.39 |
9.28 |
12.1% |
2.48 |
3.2% |
45% |
False |
False |
210,710 |
| 40 |
82.58 |
69.65 |
12.93 |
16.9% |
2.46 |
3.2% |
54% |
False |
False |
140,511 |
| 60 |
82.58 |
66.10 |
16.48 |
21.5% |
2.40 |
3.1% |
64% |
False |
False |
103,057 |
| 80 |
82.58 |
66.10 |
16.48 |
21.5% |
2.37 |
3.1% |
64% |
False |
False |
80,026 |
| 100 |
82.58 |
63.75 |
18.83 |
24.6% |
2.28 |
3.0% |
68% |
False |
False |
65,830 |
| 120 |
82.58 |
63.01 |
19.57 |
25.5% |
2.19 |
2.9% |
69% |
False |
False |
55,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.66 |
|
2.618 |
84.79 |
|
1.618 |
82.42 |
|
1.000 |
80.96 |
|
0.618 |
80.05 |
|
HIGH |
78.59 |
|
0.618 |
77.68 |
|
0.500 |
77.41 |
|
0.382 |
77.13 |
|
LOW |
76.22 |
|
0.618 |
74.76 |
|
1.000 |
73.85 |
|
1.618 |
72.39 |
|
2.618 |
70.02 |
|
4.250 |
66.15 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.41 |
77.09 |
| PP |
77.14 |
76.92 |
| S1 |
76.87 |
76.76 |
|