NYMEX Light Sweet Crude Oil Future April 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 |
79.36 |
79.84 |
0.48 |
0.6% |
80.66 |
| High |
80.55 |
81.36 |
0.81 |
1.0% |
82.17 |
| Low |
76.29 |
78.64 |
2.35 |
3.1% |
76.29 |
| Close |
79.38 |
80.74 |
1.36 |
1.7% |
79.38 |
| Range |
4.26 |
2.72 |
-1.54 |
-36.2% |
5.88 |
| ATR |
2.22 |
2.26 |
0.04 |
1.6% |
0.00 |
| Volume |
16,810 |
13,951 |
-2,859 |
-17.0% |
52,272 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.41 |
87.29 |
82.24 |
|
| R3 |
85.69 |
84.57 |
81.49 |
|
| R2 |
82.97 |
82.97 |
81.24 |
|
| R1 |
81.85 |
81.85 |
80.99 |
82.41 |
| PP |
80.25 |
80.25 |
80.25 |
80.53 |
| S1 |
79.13 |
79.13 |
80.49 |
79.69 |
| S2 |
77.53 |
77.53 |
80.24 |
|
| S3 |
74.81 |
76.41 |
79.99 |
|
| S4 |
72.09 |
73.69 |
79.24 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.92 |
94.03 |
82.61 |
|
| R3 |
91.04 |
88.15 |
81.00 |
|
| R2 |
85.16 |
85.16 |
80.46 |
|
| R1 |
82.27 |
82.27 |
79.92 |
80.78 |
| PP |
79.28 |
79.28 |
79.28 |
78.53 |
| S1 |
76.39 |
76.39 |
78.84 |
74.90 |
| S2 |
73.40 |
73.40 |
78.30 |
|
| S3 |
67.52 |
70.51 |
77.76 |
|
| S4 |
61.64 |
64.63 |
76.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.17 |
76.29 |
5.88 |
7.3% |
2.69 |
3.3% |
76% |
False |
False |
13,244 |
| 10 |
82.99 |
76.29 |
6.70 |
8.3% |
2.27 |
2.8% |
66% |
False |
False |
9,875 |
| 20 |
83.20 |
76.29 |
6.91 |
8.6% |
2.13 |
2.6% |
64% |
False |
False |
8,449 |
| 40 |
84.09 |
70.45 |
13.64 |
16.9% |
2.01 |
2.5% |
75% |
False |
False |
6,969 |
| 60 |
84.09 |
68.38 |
15.71 |
19.5% |
1.78 |
2.2% |
79% |
False |
False |
5,851 |
| 80 |
84.09 |
68.38 |
15.71 |
19.5% |
1.60 |
2.0% |
79% |
False |
False |
4,949 |
| 100 |
84.09 |
65.05 |
19.04 |
23.6% |
1.43 |
1.8% |
82% |
False |
False |
4,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.92 |
|
2.618 |
88.48 |
|
1.618 |
85.76 |
|
1.000 |
84.08 |
|
0.618 |
83.04 |
|
HIGH |
81.36 |
|
0.618 |
80.32 |
|
0.500 |
80.00 |
|
0.382 |
79.68 |
|
LOW |
78.64 |
|
0.618 |
76.96 |
|
1.000 |
75.92 |
|
1.618 |
74.24 |
|
2.618 |
71.52 |
|
4.250 |
67.08 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.49 |
80.10 |
| PP |
80.25 |
79.46 |
| S1 |
80.00 |
78.83 |
|