NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
80.68 |
81.72 |
1.04 |
1.3% |
80.50 |
| High |
80.89 |
81.78 |
0.89 |
1.1% |
83.45 |
| Low |
79.26 |
79.50 |
0.24 |
0.3% |
79.79 |
| Close |
79.66 |
81.72 |
2.06 |
2.6% |
80.54 |
| Range |
1.63 |
2.28 |
0.65 |
39.9% |
3.66 |
| ATR |
1.80 |
1.84 |
0.03 |
1.9% |
0.00 |
| Volume |
6,367 |
10,135 |
3,768 |
59.2% |
20,552 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.84 |
87.06 |
82.97 |
|
| R3 |
85.56 |
84.78 |
82.35 |
|
| R2 |
83.28 |
83.28 |
82.14 |
|
| R1 |
82.50 |
82.50 |
81.93 |
82.86 |
| PP |
81.00 |
81.00 |
81.00 |
81.18 |
| S1 |
80.22 |
80.22 |
81.51 |
80.58 |
| S2 |
78.72 |
78.72 |
81.30 |
|
| S3 |
76.44 |
77.94 |
81.09 |
|
| S4 |
74.16 |
75.66 |
80.47 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.24 |
90.05 |
82.55 |
|
| R3 |
88.58 |
86.39 |
81.55 |
|
| R2 |
84.92 |
84.92 |
81.21 |
|
| R1 |
82.73 |
82.73 |
80.88 |
83.83 |
| PP |
81.26 |
81.26 |
81.26 |
81.81 |
| S1 |
79.07 |
79.07 |
80.20 |
80.17 |
| S2 |
77.60 |
77.60 |
79.87 |
|
| S3 |
73.94 |
75.41 |
79.53 |
|
| S4 |
70.28 |
71.75 |
78.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.84 |
79.26 |
3.58 |
4.4% |
1.88 |
2.3% |
69% |
False |
False |
6,079 |
| 10 |
83.45 |
79.26 |
4.19 |
5.1% |
1.74 |
2.1% |
59% |
False |
False |
5,461 |
| 20 |
83.67 |
79.26 |
4.41 |
5.4% |
1.90 |
2.3% |
56% |
False |
False |
5,533 |
| 40 |
84.42 |
71.93 |
12.49 |
15.3% |
1.54 |
1.9% |
78% |
False |
False |
5,136 |
| 60 |
84.42 |
68.84 |
15.58 |
19.1% |
1.32 |
1.6% |
83% |
False |
False |
4,425 |
| 80 |
84.42 |
68.84 |
15.58 |
19.1% |
1.15 |
1.4% |
83% |
False |
False |
3,829 |
| 100 |
84.42 |
65.75 |
18.67 |
22.8% |
1.05 |
1.3% |
86% |
False |
False |
3,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.47 |
|
2.618 |
87.75 |
|
1.618 |
85.47 |
|
1.000 |
84.06 |
|
0.618 |
83.19 |
|
HIGH |
81.78 |
|
0.618 |
80.91 |
|
0.500 |
80.64 |
|
0.382 |
80.37 |
|
LOW |
79.50 |
|
0.618 |
78.09 |
|
1.000 |
77.22 |
|
1.618 |
75.81 |
|
2.618 |
73.53 |
|
4.250 |
69.81 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.36 |
81.46 |
| PP |
81.00 |
81.20 |
| S1 |
80.64 |
80.94 |
|