NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
80.58 |
78.38 |
-2.20 |
-2.7% |
79.10 |
| High |
80.93 |
79.07 |
-1.86 |
-2.3% |
81.73 |
| Low |
77.98 |
77.02 |
-0.96 |
-1.2% |
77.02 |
| Close |
78.39 |
77.75 |
-0.64 |
-0.8% |
77.75 |
| Range |
2.95 |
2.05 |
-0.90 |
-30.5% |
4.71 |
| ATR |
2.37 |
2.35 |
-0.02 |
-1.0% |
0.00 |
| Volume |
28,730 |
40,652 |
11,922 |
41.5% |
155,936 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.10 |
82.97 |
78.88 |
|
| R3 |
82.05 |
80.92 |
78.31 |
|
| R2 |
80.00 |
80.00 |
78.13 |
|
| R1 |
78.87 |
78.87 |
77.94 |
78.41 |
| PP |
77.95 |
77.95 |
77.95 |
77.72 |
| S1 |
76.82 |
76.82 |
77.56 |
76.36 |
| S2 |
75.90 |
75.90 |
77.37 |
|
| S3 |
73.85 |
74.77 |
77.19 |
|
| S4 |
71.80 |
72.72 |
76.62 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.96 |
90.07 |
80.34 |
|
| R3 |
88.25 |
85.36 |
79.05 |
|
| R2 |
83.54 |
83.54 |
78.61 |
|
| R1 |
80.65 |
80.65 |
78.18 |
79.74 |
| PP |
78.83 |
78.83 |
78.83 |
78.38 |
| S1 |
75.94 |
75.94 |
77.32 |
75.03 |
| S2 |
74.12 |
74.12 |
76.89 |
|
| S3 |
69.41 |
71.23 |
76.45 |
|
| S4 |
64.70 |
66.52 |
75.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.73 |
77.02 |
4.71 |
6.1% |
2.28 |
2.9% |
15% |
False |
True |
31,187 |
| 10 |
82.28 |
77.02 |
5.26 |
6.8% |
2.32 |
3.0% |
14% |
False |
True |
30,794 |
| 20 |
83.19 |
77.02 |
6.17 |
7.9% |
2.43 |
3.1% |
12% |
False |
True |
27,546 |
| 40 |
83.19 |
66.82 |
16.37 |
21.1% |
2.29 |
2.9% |
67% |
False |
False |
20,720 |
| 60 |
83.19 |
66.82 |
16.37 |
21.1% |
2.08 |
2.7% |
67% |
False |
False |
15,908 |
| 80 |
83.19 |
66.82 |
16.37 |
21.1% |
1.97 |
2.5% |
67% |
False |
False |
13,226 |
| 100 |
83.19 |
63.61 |
19.58 |
25.2% |
1.79 |
2.3% |
72% |
False |
False |
11,318 |
| 120 |
83.19 |
63.61 |
19.58 |
25.2% |
1.66 |
2.1% |
72% |
False |
False |
9,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.78 |
|
2.618 |
84.44 |
|
1.618 |
82.39 |
|
1.000 |
81.12 |
|
0.618 |
80.34 |
|
HIGH |
79.07 |
|
0.618 |
78.29 |
|
0.500 |
78.05 |
|
0.382 |
77.80 |
|
LOW |
77.02 |
|
0.618 |
75.75 |
|
1.000 |
74.97 |
|
1.618 |
73.70 |
|
2.618 |
71.65 |
|
4.250 |
68.31 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.05 |
79.19 |
| PP |
77.95 |
78.71 |
| S1 |
77.85 |
78.23 |
|