NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
78.56 |
78.48 |
-0.08 |
-0.1% |
77.86 |
| High |
80.77 |
78.72 |
-2.05 |
-2.5% |
81.59 |
| Low |
78.13 |
76.67 |
-1.46 |
-1.9% |
77.57 |
| Close |
78.50 |
77.19 |
-1.31 |
-1.7% |
78.30 |
| Range |
2.64 |
2.05 |
-0.59 |
-22.3% |
4.02 |
| ATR |
2.30 |
2.28 |
-0.02 |
-0.8% |
0.00 |
| Volume |
46,965 |
118,190 |
71,225 |
151.7% |
203,337 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.68 |
82.48 |
78.32 |
|
| R3 |
81.63 |
80.43 |
77.75 |
|
| R2 |
79.58 |
79.58 |
77.57 |
|
| R1 |
78.38 |
78.38 |
77.38 |
77.96 |
| PP |
77.53 |
77.53 |
77.53 |
77.31 |
| S1 |
76.33 |
76.33 |
77.00 |
75.91 |
| S2 |
75.48 |
75.48 |
76.81 |
|
| S3 |
73.43 |
74.28 |
76.63 |
|
| S4 |
71.38 |
72.23 |
76.06 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.21 |
88.78 |
80.51 |
|
| R3 |
87.19 |
84.76 |
79.41 |
|
| R2 |
83.17 |
83.17 |
79.04 |
|
| R1 |
80.74 |
80.74 |
78.67 |
81.96 |
| PP |
79.15 |
79.15 |
79.15 |
79.76 |
| S1 |
76.72 |
76.72 |
77.93 |
77.94 |
| S2 |
75.13 |
75.13 |
77.56 |
|
| S3 |
71.11 |
72.70 |
77.19 |
|
| S4 |
67.09 |
68.68 |
76.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.59 |
76.67 |
4.92 |
6.4% |
2.17 |
2.8% |
11% |
False |
True |
60,333 |
| 10 |
81.59 |
76.67 |
4.92 |
6.4% |
2.17 |
2.8% |
11% |
False |
True |
46,884 |
| 20 |
82.28 |
76.67 |
5.61 |
7.3% |
2.37 |
3.1% |
9% |
False |
True |
37,849 |
| 40 |
83.19 |
67.75 |
15.44 |
20.0% |
2.29 |
3.0% |
61% |
False |
False |
28,209 |
| 60 |
83.19 |
66.82 |
16.37 |
21.2% |
2.16 |
2.8% |
63% |
False |
False |
21,335 |
| 80 |
83.19 |
66.82 |
16.37 |
21.2% |
2.02 |
2.6% |
63% |
False |
False |
17,331 |
| 100 |
83.19 |
63.61 |
19.58 |
25.4% |
1.88 |
2.4% |
69% |
False |
False |
14,760 |
| 120 |
83.19 |
63.61 |
19.58 |
25.4% |
1.71 |
2.2% |
69% |
False |
False |
12,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.43 |
|
2.618 |
84.09 |
|
1.618 |
82.04 |
|
1.000 |
80.77 |
|
0.618 |
79.99 |
|
HIGH |
78.72 |
|
0.618 |
77.94 |
|
0.500 |
77.70 |
|
0.382 |
77.45 |
|
LOW |
76.67 |
|
0.618 |
75.40 |
|
1.000 |
74.62 |
|
1.618 |
73.35 |
|
2.618 |
71.30 |
|
4.250 |
67.96 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.70 |
78.72 |
| PP |
77.53 |
78.21 |
| S1 |
77.36 |
77.70 |
|