NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
80.28 |
80.44 |
0.16 |
0.2% |
79.10 |
| High |
81.03 |
81.59 |
0.56 |
0.7% |
81.73 |
| Low |
79.45 |
79.97 |
0.52 |
0.7% |
77.02 |
| Close |
80.44 |
80.82 |
0.38 |
0.5% |
77.75 |
| Range |
1.58 |
1.62 |
0.04 |
2.5% |
4.71 |
| ATR |
2.33 |
2.28 |
-0.05 |
-2.2% |
0.00 |
| Volume |
33,930 |
39,034 |
5,104 |
15.0% |
155,936 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.65 |
84.86 |
81.71 |
|
| R3 |
84.03 |
83.24 |
81.27 |
|
| R2 |
82.41 |
82.41 |
81.12 |
|
| R1 |
81.62 |
81.62 |
80.97 |
82.02 |
| PP |
80.79 |
80.79 |
80.79 |
80.99 |
| S1 |
80.00 |
80.00 |
80.67 |
80.40 |
| S2 |
79.17 |
79.17 |
80.52 |
|
| S3 |
77.55 |
78.38 |
80.37 |
|
| S4 |
75.93 |
76.76 |
79.93 |
|
|
| 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 |
81.59 |
77.02 |
4.57 |
5.7% |
2.21 |
2.7% |
83% |
True |
False |
35,047 |
| 10 |
81.78 |
77.02 |
4.76 |
5.9% |
2.22 |
2.7% |
80% |
False |
False |
32,146 |
| 20 |
83.07 |
77.02 |
6.05 |
7.5% |
2.36 |
2.9% |
63% |
False |
False |
30,197 |
| 40 |
83.19 |
66.82 |
16.37 |
20.3% |
2.25 |
2.8% |
86% |
False |
False |
22,952 |
| 60 |
83.19 |
66.82 |
16.37 |
20.3% |
2.12 |
2.6% |
86% |
False |
False |
17,391 |
| 80 |
83.19 |
66.82 |
16.37 |
20.3% |
2.01 |
2.5% |
86% |
False |
False |
14,270 |
| 100 |
83.19 |
63.61 |
19.58 |
24.2% |
1.84 |
2.3% |
88% |
False |
False |
12,275 |
| 120 |
83.19 |
63.61 |
19.58 |
24.2% |
1.68 |
2.1% |
88% |
False |
False |
10,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.48 |
|
2.618 |
85.83 |
|
1.618 |
84.21 |
|
1.000 |
83.21 |
|
0.618 |
82.59 |
|
HIGH |
81.59 |
|
0.618 |
80.97 |
|
0.500 |
80.78 |
|
0.382 |
80.59 |
|
LOW |
79.97 |
|
0.618 |
78.97 |
|
1.000 |
78.35 |
|
1.618 |
77.35 |
|
2.618 |
75.73 |
|
4.250 |
73.09 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.81 |
80.46 |
| PP |
80.79 |
80.09 |
| S1 |
80.78 |
79.73 |
|