NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
77.65 |
77.62 |
-0.03 |
0.0% |
78.56 |
| High |
78.98 |
79.39 |
0.41 |
0.5% |
80.77 |
| Low |
73.73 |
76.49 |
2.76 |
3.7% |
73.73 |
| Close |
77.36 |
78.66 |
1.30 |
1.7% |
77.36 |
| Range |
5.25 |
2.90 |
-2.35 |
-44.8% |
7.04 |
| ATR |
2.52 |
2.55 |
0.03 |
1.1% |
0.00 |
| Volume |
108,488 |
63,996 |
-44,492 |
-41.0% |
423,601 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.88 |
85.67 |
80.26 |
|
| R3 |
83.98 |
82.77 |
79.46 |
|
| R2 |
81.08 |
81.08 |
79.19 |
|
| R1 |
79.87 |
79.87 |
78.93 |
80.48 |
| PP |
78.18 |
78.18 |
78.18 |
78.48 |
| S1 |
76.97 |
76.97 |
78.39 |
77.58 |
| S2 |
75.28 |
75.28 |
78.13 |
|
| S3 |
72.38 |
74.07 |
77.86 |
|
| S4 |
69.48 |
71.17 |
77.07 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.41 |
94.92 |
81.23 |
|
| R3 |
91.37 |
87.88 |
79.30 |
|
| R2 |
84.33 |
84.33 |
78.65 |
|
| R1 |
80.84 |
80.84 |
78.01 |
79.07 |
| PP |
77.29 |
77.29 |
77.29 |
76.40 |
| S1 |
73.80 |
73.80 |
76.71 |
72.03 |
| S2 |
70.25 |
70.25 |
76.07 |
|
| S3 |
63.21 |
66.76 |
75.42 |
|
| S4 |
56.17 |
59.72 |
73.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.77 |
73.73 |
7.04 |
8.9% |
3.06 |
3.9% |
70% |
False |
False |
97,519 |
| 10 |
81.59 |
73.73 |
7.86 |
10.0% |
2.59 |
3.3% |
63% |
False |
False |
69,093 |
| 20 |
82.28 |
73.73 |
8.55 |
10.9% |
2.45 |
3.1% |
58% |
False |
False |
49,943 |
| 40 |
83.19 |
69.21 |
13.98 |
17.8% |
2.36 |
3.0% |
68% |
False |
False |
35,343 |
| 60 |
83.19 |
66.82 |
16.37 |
20.8% |
2.24 |
2.8% |
72% |
False |
False |
26,444 |
| 80 |
83.19 |
66.82 |
16.37 |
20.8% |
2.10 |
2.7% |
72% |
False |
False |
21,113 |
| 100 |
83.19 |
63.61 |
19.58 |
24.9% |
1.95 |
2.5% |
77% |
False |
False |
17,865 |
| 120 |
83.19 |
63.61 |
19.58 |
24.9% |
1.78 |
2.3% |
77% |
False |
False |
15,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.72 |
|
2.618 |
86.98 |
|
1.618 |
84.08 |
|
1.000 |
82.29 |
|
0.618 |
81.18 |
|
HIGH |
79.39 |
|
0.618 |
78.28 |
|
0.500 |
77.94 |
|
0.382 |
77.60 |
|
LOW |
76.49 |
|
0.618 |
74.70 |
|
1.000 |
73.59 |
|
1.618 |
71.80 |
|
2.618 |
68.90 |
|
4.250 |
64.17 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.42 |
77.96 |
| PP |
78.18 |
77.26 |
| S1 |
77.94 |
76.56 |
|