NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
79.77 |
80.73 |
0.96 |
1.2% |
79.63 |
| High |
81.52 |
81.10 |
-0.42 |
-0.5% |
81.53 |
| Low |
79.64 |
78.94 |
-0.70 |
-0.9% |
74.88 |
| Close |
80.94 |
79.45 |
-1.49 |
-1.8% |
78.50 |
| Range |
1.88 |
2.16 |
0.28 |
14.9% |
6.65 |
| ATR |
2.43 |
2.41 |
-0.02 |
-0.8% |
0.00 |
| Volume |
44,102 |
45,555 |
1,453 |
3.3% |
168,787 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.31 |
85.04 |
80.64 |
|
| R3 |
84.15 |
82.88 |
80.04 |
|
| R2 |
81.99 |
81.99 |
79.85 |
|
| R1 |
80.72 |
80.72 |
79.65 |
80.28 |
| PP |
79.83 |
79.83 |
79.83 |
79.61 |
| S1 |
78.56 |
78.56 |
79.25 |
78.12 |
| S2 |
77.67 |
77.67 |
79.05 |
|
| S3 |
75.51 |
76.40 |
78.86 |
|
| S4 |
73.35 |
74.24 |
78.26 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.25 |
95.03 |
82.16 |
|
| R3 |
91.60 |
88.38 |
80.33 |
|
| R2 |
84.95 |
84.95 |
79.72 |
|
| R1 |
81.73 |
81.73 |
79.11 |
80.02 |
| PP |
78.30 |
78.30 |
78.30 |
77.45 |
| S1 |
75.08 |
75.08 |
77.89 |
73.37 |
| S2 |
71.65 |
71.65 |
77.28 |
|
| S3 |
65.00 |
68.43 |
76.67 |
|
| S4 |
58.35 |
61.78 |
74.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.52 |
74.88 |
6.64 |
8.4% |
2.86 |
3.6% |
69% |
False |
False |
45,639 |
| 10 |
82.30 |
74.88 |
7.42 |
9.3% |
2.49 |
3.1% |
62% |
False |
False |
36,001 |
| 20 |
82.81 |
74.88 |
7.93 |
10.0% |
2.32 |
2.9% |
58% |
False |
False |
27,395 |
| 40 |
83.60 |
70.76 |
12.84 |
16.2% |
2.25 |
2.8% |
68% |
False |
False |
20,334 |
| 60 |
83.60 |
67.46 |
16.14 |
20.3% |
2.12 |
2.7% |
74% |
False |
False |
16,013 |
| 80 |
83.60 |
67.46 |
16.14 |
20.3% |
2.07 |
2.6% |
74% |
False |
False |
13,117 |
| 100 |
83.60 |
65.05 |
18.55 |
23.3% |
1.92 |
2.4% |
78% |
False |
False |
11,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.28 |
|
2.618 |
86.75 |
|
1.618 |
84.59 |
|
1.000 |
83.26 |
|
0.618 |
82.43 |
|
HIGH |
81.10 |
|
0.618 |
80.27 |
|
0.500 |
80.02 |
|
0.382 |
79.77 |
|
LOW |
78.94 |
|
0.618 |
77.61 |
|
1.000 |
76.78 |
|
1.618 |
75.45 |
|
2.618 |
73.29 |
|
4.250 |
69.76 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.02 |
79.60 |
| PP |
79.83 |
79.55 |
| S1 |
79.64 |
79.50 |
|