NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
77.86 |
80.28 |
2.42 |
3.1% |
79.10 |
| High |
80.69 |
81.03 |
0.34 |
0.4% |
81.73 |
| Low |
77.86 |
79.45 |
1.59 |
2.0% |
77.02 |
| Close |
80.22 |
80.44 |
0.22 |
0.3% |
77.75 |
| Range |
2.83 |
1.58 |
-1.25 |
-44.2% |
4.71 |
| ATR |
2.39 |
2.33 |
-0.06 |
-2.4% |
0.00 |
| Volume |
32,893 |
33,930 |
1,037 |
3.2% |
155,936 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.05 |
84.32 |
81.31 |
|
| R3 |
83.47 |
82.74 |
80.87 |
|
| R2 |
81.89 |
81.89 |
80.73 |
|
| R1 |
81.16 |
81.16 |
80.58 |
81.53 |
| PP |
80.31 |
80.31 |
80.31 |
80.49 |
| S1 |
79.58 |
79.58 |
80.30 |
79.95 |
| S2 |
78.73 |
78.73 |
80.15 |
|
| S3 |
77.15 |
78.00 |
80.01 |
|
| S4 |
75.57 |
76.42 |
79.57 |
|
|
| 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 |
81.35 |
77.02 |
4.33 |
5.4% |
2.18 |
2.7% |
79% |
False |
False |
33,435 |
| 10 |
82.28 |
77.02 |
5.26 |
6.5% |
2.24 |
2.8% |
65% |
False |
False |
31,255 |
| 20 |
83.19 |
77.02 |
6.17 |
7.7% |
2.49 |
3.1% |
55% |
False |
False |
29,374 |
| 40 |
83.19 |
66.82 |
16.37 |
20.4% |
2.29 |
2.8% |
83% |
False |
False |
22,082 |
| 60 |
83.19 |
66.82 |
16.37 |
20.4% |
2.13 |
2.6% |
83% |
False |
False |
16,806 |
| 80 |
83.19 |
66.82 |
16.37 |
20.4% |
2.01 |
2.5% |
83% |
False |
False |
13,898 |
| 100 |
83.19 |
63.61 |
19.58 |
24.3% |
1.83 |
2.3% |
86% |
False |
False |
11,898 |
| 120 |
83.19 |
63.61 |
19.58 |
24.3% |
1.68 |
2.1% |
86% |
False |
False |
10,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.75 |
|
2.618 |
85.17 |
|
1.618 |
83.59 |
|
1.000 |
82.61 |
|
0.618 |
82.01 |
|
HIGH |
81.03 |
|
0.618 |
80.43 |
|
0.500 |
80.24 |
|
0.382 |
80.05 |
|
LOW |
79.45 |
|
0.618 |
78.47 |
|
1.000 |
77.87 |
|
1.618 |
76.89 |
|
2.618 |
75.31 |
|
4.250 |
72.74 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.37 |
79.97 |
| PP |
80.31 |
79.50 |
| S1 |
80.24 |
79.03 |
|