NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
80.65 |
82.60 |
1.95 |
2.4% |
80.74 |
| High |
82.00 |
83.05 |
1.05 |
1.3% |
82.61 |
| Low |
80.00 |
81.53 |
1.53 |
1.9% |
77.01 |
| Close |
81.52 |
82.60 |
1.08 |
1.3% |
80.15 |
| Range |
2.00 |
1.52 |
-0.48 |
-24.0% |
5.60 |
| ATR |
2.04 |
2.00 |
-0.04 |
-1.8% |
0.00 |
| Volume |
10,924 |
6,918 |
-4,006 |
-36.7% |
33,223 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.95 |
86.30 |
83.44 |
|
| R3 |
85.43 |
84.78 |
83.02 |
|
| R2 |
83.91 |
83.91 |
82.88 |
|
| R1 |
83.26 |
83.26 |
82.74 |
83.36 |
| PP |
82.39 |
82.39 |
82.39 |
82.45 |
| S1 |
81.74 |
81.74 |
82.46 |
81.84 |
| S2 |
80.87 |
80.87 |
82.32 |
|
| S3 |
79.35 |
80.22 |
82.18 |
|
| S4 |
77.83 |
78.70 |
81.76 |
|
|
| 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 |
83.05 |
77.01 |
6.04 |
7.3% |
2.29 |
2.8% |
93% |
True |
False |
9,183 |
| 10 |
83.45 |
77.01 |
6.44 |
7.8% |
1.97 |
2.4% |
87% |
False |
False |
6,697 |
| 20 |
83.67 |
77.01 |
6.66 |
8.1% |
1.89 |
2.3% |
84% |
False |
False |
6,270 |
| 40 |
84.42 |
71.93 |
12.49 |
15.1% |
1.69 |
2.0% |
85% |
False |
False |
5,465 |
| 60 |
84.42 |
68.84 |
15.58 |
18.9% |
1.42 |
1.7% |
88% |
False |
False |
4,786 |
| 80 |
84.42 |
68.84 |
15.58 |
18.9% |
1.22 |
1.5% |
88% |
False |
False |
4,101 |
| 100 |
84.42 |
65.75 |
18.67 |
22.6% |
1.11 |
1.3% |
90% |
False |
False |
3,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.51 |
|
2.618 |
87.03 |
|
1.618 |
85.51 |
|
1.000 |
84.57 |
|
0.618 |
83.99 |
|
HIGH |
83.05 |
|
0.618 |
82.47 |
|
0.500 |
82.29 |
|
0.382 |
82.11 |
|
LOW |
81.53 |
|
0.618 |
80.59 |
|
1.000 |
80.01 |
|
1.618 |
79.07 |
|
2.618 |
77.55 |
|
4.250 |
75.07 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
82.50 |
81.74 |
| PP |
82.39 |
80.89 |
| S1 |
82.29 |
80.03 |
|