NYMEX Light Sweet Crude Oil Future April 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 |
81.84 |
80.44 |
-1.40 |
-1.7% |
80.66 |
| High |
82.28 |
82.00 |
-0.28 |
-0.3% |
82.17 |
| Low |
80.64 |
79.95 |
-0.69 |
-0.9% |
76.29 |
| Close |
81.84 |
80.44 |
-1.40 |
-1.7% |
79.38 |
| Range |
1.64 |
2.05 |
0.41 |
25.0% |
5.88 |
| ATR |
2.22 |
2.20 |
-0.01 |
-0.5% |
0.00 |
| Volume |
15,412 |
16,111 |
699 |
4.5% |
52,272 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.95 |
85.74 |
81.57 |
|
| R3 |
84.90 |
83.69 |
81.00 |
|
| R2 |
82.85 |
82.85 |
80.82 |
|
| R1 |
81.64 |
81.64 |
80.63 |
81.47 |
| PP |
80.80 |
80.80 |
80.80 |
80.71 |
| S1 |
79.59 |
79.59 |
80.25 |
79.42 |
| S2 |
78.75 |
78.75 |
80.06 |
|
| S3 |
76.70 |
77.54 |
79.88 |
|
| S4 |
74.65 |
75.49 |
79.31 |
|
|
| 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 |
7.4% |
2.61 |
3.2% |
69% |
False |
False |
15,781 |
| 10 |
82.99 |
76.29 |
6.70 |
8.3% |
2.24 |
2.8% |
62% |
False |
False |
11,846 |
| 20 |
83.20 |
76.29 |
6.91 |
8.6% |
2.08 |
2.6% |
60% |
False |
False |
9,428 |
| 40 |
84.09 |
71.19 |
12.90 |
16.0% |
2.02 |
2.5% |
72% |
False |
False |
7,535 |
| 60 |
84.09 |
68.38 |
15.71 |
19.5% |
1.82 |
2.3% |
77% |
False |
False |
6,310 |
| 80 |
84.09 |
68.38 |
15.71 |
19.5% |
1.63 |
2.0% |
77% |
False |
False |
5,303 |
| 100 |
84.09 |
65.71 |
18.38 |
22.8% |
1.46 |
1.8% |
80% |
False |
False |
4,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.71 |
|
2.618 |
87.37 |
|
1.618 |
85.32 |
|
1.000 |
84.05 |
|
0.618 |
83.27 |
|
HIGH |
82.00 |
|
0.618 |
81.22 |
|
0.500 |
80.98 |
|
0.382 |
80.73 |
|
LOW |
79.95 |
|
0.618 |
78.68 |
|
1.000 |
77.90 |
|
1.618 |
76.63 |
|
2.618 |
74.58 |
|
4.250 |
71.24 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.98 |
80.46 |
| PP |
80.80 |
80.45 |
| S1 |
80.62 |
80.45 |
|