NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
79.85 |
80.66 |
0.81 |
1.0% |
81.59 |
| High |
80.78 |
82.17 |
1.39 |
1.7% |
82.99 |
| Low |
79.18 |
79.81 |
0.63 |
0.8% |
79.18 |
| Close |
79.85 |
80.07 |
0.22 |
0.3% |
79.85 |
| Range |
1.60 |
2.36 |
0.76 |
47.5% |
3.81 |
| ATR |
2.00 |
2.02 |
0.03 |
1.3% |
0.00 |
| Volume |
7,548 |
7,498 |
-50 |
-0.7% |
32,527 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.76 |
86.28 |
81.37 |
|
| R3 |
85.40 |
83.92 |
80.72 |
|
| R2 |
83.04 |
83.04 |
80.50 |
|
| R1 |
81.56 |
81.56 |
80.29 |
81.12 |
| PP |
80.68 |
80.68 |
80.68 |
80.47 |
| S1 |
79.20 |
79.20 |
79.85 |
78.76 |
| S2 |
78.32 |
78.32 |
79.64 |
|
| S3 |
75.96 |
76.84 |
79.42 |
|
| S4 |
73.60 |
74.48 |
78.77 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.10 |
89.79 |
81.95 |
|
| R3 |
88.29 |
85.98 |
80.90 |
|
| R2 |
84.48 |
84.48 |
80.55 |
|
| R1 |
82.17 |
82.17 |
80.20 |
81.42 |
| PP |
80.67 |
80.67 |
80.67 |
80.30 |
| S1 |
78.36 |
78.36 |
79.50 |
77.61 |
| S2 |
76.86 |
76.86 |
79.15 |
|
| S3 |
73.05 |
74.55 |
78.80 |
|
| S4 |
69.24 |
70.74 |
77.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.99 |
79.18 |
3.81 |
4.8% |
1.80 |
2.2% |
23% |
False |
False |
6,897 |
| 10 |
82.99 |
78.65 |
4.34 |
5.4% |
1.94 |
2.4% |
33% |
False |
False |
6,484 |
| 20 |
83.20 |
78.65 |
4.55 |
5.7% |
2.07 |
2.6% |
31% |
False |
False |
6,650 |
| 40 |
84.09 |
68.94 |
15.15 |
18.9% |
1.91 |
2.4% |
73% |
False |
False |
5,978 |
| 60 |
84.09 |
68.38 |
15.71 |
19.6% |
1.68 |
2.1% |
74% |
False |
False |
5,046 |
| 80 |
84.09 |
68.38 |
15.71 |
19.6% |
1.49 |
1.9% |
74% |
False |
False |
4,316 |
| 100 |
84.09 |
65.05 |
19.04 |
23.8% |
1.35 |
1.7% |
79% |
False |
False |
3,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.20 |
|
2.618 |
88.35 |
|
1.618 |
85.99 |
|
1.000 |
84.53 |
|
0.618 |
83.63 |
|
HIGH |
82.17 |
|
0.618 |
81.27 |
|
0.500 |
80.99 |
|
0.382 |
80.71 |
|
LOW |
79.81 |
|
0.618 |
78.35 |
|
1.000 |
77.45 |
|
1.618 |
75.99 |
|
2.618 |
73.63 |
|
4.250 |
69.78 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.99 |
80.74 |
| PP |
80.68 |
80.52 |
| S1 |
80.38 |
80.29 |
|