NYMEX Light Sweet Crude Oil Future April 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 |
80.66 |
79.65 |
-1.01 |
-1.3% |
81.59 |
| High |
82.17 |
80.31 |
-1.86 |
-2.3% |
82.99 |
| Low |
79.81 |
78.57 |
-1.24 |
-1.6% |
79.18 |
| Close |
80.07 |
78.96 |
-1.11 |
-1.4% |
79.85 |
| Range |
2.36 |
1.74 |
-0.62 |
-26.3% |
3.81 |
| ATR |
2.02 |
2.00 |
-0.02 |
-1.0% |
0.00 |
| Volume |
7,498 |
11,342 |
3,844 |
51.3% |
32,527 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.50 |
83.47 |
79.92 |
|
| R3 |
82.76 |
81.73 |
79.44 |
|
| R2 |
81.02 |
81.02 |
79.28 |
|
| R1 |
79.99 |
79.99 |
79.12 |
79.64 |
| PP |
79.28 |
79.28 |
79.28 |
79.10 |
| S1 |
78.25 |
78.25 |
78.80 |
77.90 |
| S2 |
77.54 |
77.54 |
78.64 |
|
| S3 |
75.80 |
76.51 |
78.48 |
|
| S4 |
74.06 |
74.77 |
78.00 |
|
|
| 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 |
78.57 |
4.42 |
5.6% |
1.87 |
2.4% |
9% |
False |
True |
7,911 |
| 10 |
82.99 |
78.57 |
4.42 |
5.6% |
1.89 |
2.4% |
9% |
False |
True |
7,111 |
| 20 |
83.20 |
78.57 |
4.63 |
5.9% |
2.08 |
2.6% |
8% |
False |
True |
6,915 |
| 40 |
84.09 |
69.55 |
14.54 |
18.4% |
1.93 |
2.4% |
65% |
False |
False |
6,183 |
| 60 |
84.09 |
68.38 |
15.71 |
19.9% |
1.67 |
2.1% |
67% |
False |
False |
5,193 |
| 80 |
84.09 |
68.38 |
15.71 |
19.9% |
1.51 |
1.9% |
67% |
False |
False |
4,432 |
| 100 |
84.09 |
65.05 |
19.04 |
24.1% |
1.36 |
1.7% |
73% |
False |
False |
4,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.71 |
|
2.618 |
84.87 |
|
1.618 |
83.13 |
|
1.000 |
82.05 |
|
0.618 |
81.39 |
|
HIGH |
80.31 |
|
0.618 |
79.65 |
|
0.500 |
79.44 |
|
0.382 |
79.23 |
|
LOW |
78.57 |
|
0.618 |
77.49 |
|
1.000 |
76.83 |
|
1.618 |
75.75 |
|
2.618 |
74.01 |
|
4.250 |
71.18 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.44 |
80.37 |
| PP |
79.28 |
79.90 |
| S1 |
79.12 |
79.43 |
|