NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
80.10 |
80.65 |
0.55 |
0.7% |
80.74 |
| High |
81.03 |
82.00 |
0.97 |
1.2% |
82.61 |
| Low |
77.01 |
80.00 |
2.99 |
3.9% |
77.01 |
| Close |
80.15 |
81.52 |
1.37 |
1.7% |
80.15 |
| Range |
4.02 |
2.00 |
-2.02 |
-50.2% |
5.60 |
| ATR |
2.04 |
2.04 |
0.00 |
-0.1% |
0.00 |
| Volume |
11,573 |
10,924 |
-649 |
-5.6% |
33,223 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.17 |
86.35 |
82.62 |
|
| R3 |
85.17 |
84.35 |
82.07 |
|
| R2 |
83.17 |
83.17 |
81.89 |
|
| R1 |
82.35 |
82.35 |
81.70 |
82.76 |
| PP |
81.17 |
81.17 |
81.17 |
81.38 |
| S1 |
80.35 |
80.35 |
81.34 |
80.76 |
| S2 |
79.17 |
79.17 |
81.15 |
|
| S3 |
77.17 |
78.35 |
80.97 |
|
| S4 |
75.17 |
76.35 |
80.42 |
|
|
| 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 |
6.9% |
2.36 |
2.9% |
81% |
False |
False |
8,829 |
| 10 |
83.45 |
77.01 |
6.44 |
7.9% |
2.04 |
2.5% |
70% |
False |
False |
6,469 |
| 20 |
83.67 |
77.01 |
6.66 |
8.2% |
1.91 |
2.3% |
68% |
False |
False |
6,206 |
| 40 |
84.42 |
71.93 |
12.49 |
15.3% |
1.66 |
2.0% |
77% |
False |
False |
5,436 |
| 60 |
84.42 |
68.84 |
15.58 |
19.1% |
1.40 |
1.7% |
81% |
False |
False |
4,691 |
| 80 |
84.42 |
68.84 |
15.58 |
19.1% |
1.21 |
1.5% |
81% |
False |
False |
4,047 |
| 100 |
84.42 |
65.75 |
18.67 |
22.9% |
1.10 |
1.3% |
84% |
False |
False |
3,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.50 |
|
2.618 |
87.24 |
|
1.618 |
85.24 |
|
1.000 |
84.00 |
|
0.618 |
83.24 |
|
HIGH |
82.00 |
|
0.618 |
81.24 |
|
0.500 |
81.00 |
|
0.382 |
80.76 |
|
LOW |
80.00 |
|
0.618 |
78.76 |
|
1.000 |
78.00 |
|
1.618 |
76.76 |
|
2.618 |
74.76 |
|
4.250 |
71.50 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
81.35 |
80.85 |
| PP |
81.17 |
80.18 |
| S1 |
81.00 |
79.51 |
|