NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
81.72 |
80.10 |
-1.62 |
-2.0% |
80.74 |
| High |
81.78 |
81.03 |
-0.75 |
-0.9% |
82.61 |
| Low |
79.50 |
77.01 |
-2.49 |
-3.1% |
77.01 |
| Close |
81.72 |
80.15 |
-1.57 |
-1.9% |
80.15 |
| Range |
2.28 |
4.02 |
1.74 |
76.3% |
5.60 |
| ATR |
1.84 |
2.04 |
0.21 |
11.2% |
0.00 |
| Volume |
10,135 |
11,573 |
1,438 |
14.2% |
33,223 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.46 |
89.82 |
82.36 |
|
| R3 |
87.44 |
85.80 |
81.26 |
|
| R2 |
83.42 |
83.42 |
80.89 |
|
| R1 |
81.78 |
81.78 |
80.52 |
82.60 |
| PP |
79.40 |
79.40 |
79.40 |
79.81 |
| S1 |
77.76 |
77.76 |
79.78 |
78.58 |
| S2 |
75.38 |
75.38 |
79.41 |
|
| S3 |
71.36 |
73.74 |
79.04 |
|
| S4 |
67.34 |
69.72 |
77.94 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.72 |
94.04 |
83.23 |
|
| R3 |
91.12 |
88.44 |
81.69 |
|
| R2 |
85.52 |
85.52 |
81.18 |
|
| R1 |
82.84 |
82.84 |
80.66 |
81.38 |
| PP |
79.92 |
79.92 |
79.92 |
79.20 |
| S1 |
77.24 |
77.24 |
79.64 |
75.78 |
| S2 |
74.32 |
74.32 |
79.12 |
|
| S3 |
68.72 |
71.64 |
78.61 |
|
| S4 |
63.12 |
66.04 |
77.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.61 |
77.01 |
5.60 |
7.0% |
2.28 |
2.8% |
56% |
False |
True |
7,526 |
| 10 |
83.45 |
77.01 |
6.44 |
8.0% |
1.95 |
2.4% |
49% |
False |
True |
6,210 |
| 20 |
83.67 |
77.01 |
6.66 |
8.3% |
1.95 |
2.4% |
47% |
False |
True |
5,863 |
| 40 |
84.42 |
71.93 |
12.49 |
15.6% |
1.63 |
2.0% |
66% |
False |
False |
5,314 |
| 60 |
84.42 |
68.84 |
15.58 |
19.4% |
1.38 |
1.7% |
73% |
False |
False |
4,570 |
| 80 |
84.42 |
68.84 |
15.58 |
19.4% |
1.19 |
1.5% |
73% |
False |
False |
3,952 |
| 100 |
84.42 |
65.75 |
18.67 |
23.3% |
1.08 |
1.3% |
77% |
False |
False |
3,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.12 |
|
2.618 |
91.55 |
|
1.618 |
87.53 |
|
1.000 |
85.05 |
|
0.618 |
83.51 |
|
HIGH |
81.03 |
|
0.618 |
79.49 |
|
0.500 |
79.02 |
|
0.382 |
78.55 |
|
LOW |
77.01 |
|
0.618 |
74.53 |
|
1.000 |
72.99 |
|
1.618 |
70.51 |
|
2.618 |
66.49 |
|
4.250 |
59.93 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.77 |
79.90 |
| PP |
79.40 |
79.65 |
| S1 |
79.02 |
79.40 |
|