NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
80.44 |
80.65 |
0.21 |
0.3% |
80.66 |
| High |
82.00 |
81.49 |
-0.51 |
-0.6% |
82.17 |
| Low |
79.95 |
79.90 |
-0.05 |
-0.1% |
76.29 |
| Close |
80.44 |
80.76 |
0.32 |
0.4% |
79.38 |
| Range |
2.05 |
1.59 |
-0.46 |
-22.4% |
5.88 |
| ATR |
2.20 |
2.16 |
-0.04 |
-2.0% |
0.00 |
| Volume |
16,111 |
18,449 |
2,338 |
14.5% |
52,272 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.49 |
84.71 |
81.63 |
|
| R3 |
83.90 |
83.12 |
81.20 |
|
| R2 |
82.31 |
82.31 |
81.05 |
|
| R1 |
81.53 |
81.53 |
80.91 |
81.92 |
| PP |
80.72 |
80.72 |
80.72 |
80.91 |
| S1 |
79.94 |
79.94 |
80.61 |
80.33 |
| S2 |
79.13 |
79.13 |
80.47 |
|
| S3 |
77.54 |
78.35 |
80.32 |
|
| S4 |
75.95 |
76.76 |
79.89 |
|
|
| 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% |
2.45 |
3.0% |
75% |
False |
False |
16,146 |
| 10 |
82.30 |
76.29 |
6.01 |
7.4% |
2.27 |
2.8% |
74% |
False |
False |
13,149 |
| 20 |
82.99 |
76.29 |
6.70 |
8.3% |
2.09 |
2.6% |
67% |
False |
False |
9,926 |
| 40 |
84.09 |
71.85 |
12.24 |
15.2% |
2.02 |
2.5% |
73% |
False |
False |
7,911 |
| 60 |
84.09 |
68.38 |
15.71 |
19.5% |
1.83 |
2.3% |
79% |
False |
False |
6,593 |
| 80 |
84.09 |
68.38 |
15.71 |
19.5% |
1.62 |
2.0% |
79% |
False |
False |
5,519 |
| 100 |
84.09 |
67.19 |
16.90 |
20.9% |
1.48 |
1.8% |
80% |
False |
False |
4,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.25 |
|
2.618 |
85.65 |
|
1.618 |
84.06 |
|
1.000 |
83.08 |
|
0.618 |
82.47 |
|
HIGH |
81.49 |
|
0.618 |
80.88 |
|
0.500 |
80.70 |
|
0.382 |
80.51 |
|
LOW |
79.90 |
|
0.618 |
78.92 |
|
1.000 |
78.31 |
|
1.618 |
77.33 |
|
2.618 |
75.74 |
|
4.250 |
73.14 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.74 |
81.09 |
| PP |
80.72 |
80.98 |
| S1 |
80.70 |
80.87 |
|