NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
79.84 |
81.84 |
2.00 |
2.5% |
80.66 |
| High |
81.36 |
82.28 |
0.92 |
1.1% |
82.17 |
| Low |
78.64 |
80.64 |
2.00 |
2.5% |
76.29 |
| Close |
80.74 |
81.84 |
1.10 |
1.4% |
79.38 |
| Range |
2.72 |
1.64 |
-1.08 |
-39.7% |
5.88 |
| ATR |
2.26 |
2.22 |
-0.04 |
-2.0% |
0.00 |
| Volume |
13,951 |
15,412 |
1,461 |
10.5% |
52,272 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.51 |
85.81 |
82.74 |
|
| R3 |
84.87 |
84.17 |
82.29 |
|
| R2 |
83.23 |
83.23 |
82.14 |
|
| R1 |
82.53 |
82.53 |
81.99 |
82.66 |
| PP |
81.59 |
81.59 |
81.59 |
81.65 |
| S1 |
80.89 |
80.89 |
81.69 |
81.02 |
| S2 |
79.95 |
79.95 |
81.54 |
|
| S3 |
78.31 |
79.25 |
81.39 |
|
| S4 |
76.67 |
77.61 |
80.94 |
|
|
| 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 |
82.28 |
76.29 |
5.99 |
7.3% |
2.55 |
3.1% |
93% |
True |
False |
14,827 |
| 10 |
82.99 |
76.29 |
6.70 |
8.2% |
2.17 |
2.7% |
83% |
False |
False |
10,862 |
| 20 |
83.20 |
76.29 |
6.91 |
8.4% |
2.12 |
2.6% |
80% |
False |
False |
8,936 |
| 40 |
84.09 |
71.19 |
12.90 |
15.8% |
2.00 |
2.4% |
83% |
False |
False |
7,217 |
| 60 |
84.09 |
68.38 |
15.71 |
19.2% |
1.80 |
2.2% |
86% |
False |
False |
6,067 |
| 80 |
84.09 |
68.38 |
15.71 |
19.2% |
1.61 |
2.0% |
86% |
False |
False |
5,119 |
| 100 |
84.09 |
65.05 |
19.04 |
23.3% |
1.44 |
1.8% |
88% |
False |
False |
4,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.25 |
|
2.618 |
86.57 |
|
1.618 |
84.93 |
|
1.000 |
83.92 |
|
0.618 |
83.29 |
|
HIGH |
82.28 |
|
0.618 |
81.65 |
|
0.500 |
81.46 |
|
0.382 |
81.27 |
|
LOW |
80.64 |
|
0.618 |
79.63 |
|
1.000 |
79.00 |
|
1.618 |
77.99 |
|
2.618 |
76.35 |
|
4.250 |
73.67 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.71 |
80.99 |
| PP |
81.59 |
80.14 |
| S1 |
81.46 |
79.29 |
|