NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
81.87 |
81.33 |
-0.54 |
-0.7% |
81.02 |
| High |
83.51 |
81.55 |
-1.96 |
-2.3% |
84.08 |
| Low |
80.99 |
79.83 |
-1.16 |
-1.4% |
80.41 |
| Close |
81.33 |
80.28 |
-1.05 |
-1.3% |
81.14 |
| Range |
2.52 |
1.72 |
-0.80 |
-31.7% |
3.67 |
| ATR |
2.08 |
2.05 |
-0.03 |
-1.2% |
0.00 |
| Volume |
11,690 |
15,276 |
3,586 |
30.7% |
69,629 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.71 |
84.72 |
81.23 |
|
| R3 |
83.99 |
83.00 |
80.75 |
|
| R2 |
82.27 |
82.27 |
80.60 |
|
| R1 |
81.28 |
81.28 |
80.44 |
80.92 |
| PP |
80.55 |
80.55 |
80.55 |
80.37 |
| S1 |
79.56 |
79.56 |
80.12 |
79.20 |
| S2 |
78.83 |
78.83 |
79.96 |
|
| S3 |
77.11 |
77.84 |
79.81 |
|
| S4 |
75.39 |
76.12 |
79.33 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.89 |
90.68 |
83.16 |
|
| R3 |
89.22 |
87.01 |
82.15 |
|
| R2 |
85.55 |
85.55 |
81.81 |
|
| R1 |
83.34 |
83.34 |
81.48 |
84.45 |
| PP |
81.88 |
81.88 |
81.88 |
82.43 |
| S1 |
79.67 |
79.67 |
80.80 |
80.78 |
| S2 |
78.21 |
78.21 |
80.47 |
|
| S3 |
74.54 |
76.00 |
80.13 |
|
| S4 |
70.87 |
72.33 |
79.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.08 |
79.83 |
4.25 |
5.3% |
1.86 |
2.3% |
11% |
False |
True |
13,613 |
| 10 |
84.08 |
79.72 |
4.36 |
5.4% |
1.89 |
2.4% |
13% |
False |
False |
14,994 |
| 20 |
84.20 |
79.72 |
4.48 |
5.6% |
2.11 |
2.6% |
13% |
False |
False |
14,569 |
| 40 |
84.85 |
70.13 |
14.72 |
18.3% |
2.04 |
2.5% |
69% |
False |
False |
14,485 |
| 60 |
84.85 |
69.40 |
15.45 |
19.2% |
1.99 |
2.5% |
70% |
False |
False |
13,302 |
| 80 |
84.85 |
69.40 |
15.45 |
19.2% |
1.93 |
2.4% |
70% |
False |
False |
12,097 |
| 100 |
84.85 |
65.66 |
19.19 |
23.9% |
1.90 |
2.4% |
76% |
False |
False |
11,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.86 |
|
2.618 |
86.05 |
|
1.618 |
84.33 |
|
1.000 |
83.27 |
|
0.618 |
82.61 |
|
HIGH |
81.55 |
|
0.618 |
80.89 |
|
0.500 |
80.69 |
|
0.382 |
80.49 |
|
LOW |
79.83 |
|
0.618 |
78.77 |
|
1.000 |
78.11 |
|
1.618 |
77.05 |
|
2.618 |
75.33 |
|
4.250 |
72.52 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.69 |
81.67 |
| PP |
80.55 |
81.21 |
| S1 |
80.42 |
80.74 |
|