NYMEX Light Sweet Crude Oil Future June 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 |
82.35 |
81.85 |
-0.50 |
-0.6% |
81.87 |
| High |
82.40 |
81.85 |
-0.55 |
-0.7% |
83.51 |
| Low |
80.13 |
77.81 |
-2.32 |
-2.9% |
77.81 |
| Close |
82.35 |
80.87 |
-1.48 |
-1.8% |
80.87 |
| Range |
2.27 |
4.04 |
1.77 |
78.0% |
5.70 |
| ATR |
2.07 |
2.25 |
0.18 |
8.5% |
0.00 |
| Volume |
26,368 |
33,255 |
6,887 |
26.1% |
86,589 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.30 |
90.62 |
83.09 |
|
| R3 |
88.26 |
86.58 |
81.98 |
|
| R2 |
84.22 |
84.22 |
81.61 |
|
| R1 |
82.54 |
82.54 |
81.24 |
81.36 |
| PP |
80.18 |
80.18 |
80.18 |
79.59 |
| S1 |
78.50 |
78.50 |
80.50 |
77.32 |
| S2 |
76.14 |
76.14 |
80.13 |
|
| S3 |
72.10 |
74.46 |
79.76 |
|
| S4 |
68.06 |
70.42 |
78.65 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.83 |
95.05 |
84.01 |
|
| R3 |
92.13 |
89.35 |
82.44 |
|
| R2 |
86.43 |
86.43 |
81.92 |
|
| R1 |
83.65 |
83.65 |
81.39 |
82.19 |
| PP |
80.73 |
80.73 |
80.73 |
80.00 |
| S1 |
77.95 |
77.95 |
80.35 |
76.49 |
| S2 |
75.03 |
75.03 |
79.83 |
|
| S3 |
69.33 |
72.25 |
79.30 |
|
| S4 |
63.63 |
66.55 |
77.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.51 |
77.81 |
5.70 |
7.0% |
2.38 |
2.9% |
54% |
False |
True |
20,304 |
| 10 |
84.08 |
77.81 |
6.27 |
7.8% |
2.12 |
2.6% |
49% |
False |
True |
18,131 |
| 20 |
84.20 |
77.81 |
6.39 |
7.9% |
2.15 |
2.7% |
48% |
False |
True |
16,007 |
| 40 |
84.85 |
71.32 |
13.53 |
16.7% |
2.06 |
2.5% |
71% |
False |
False |
15,300 |
| 60 |
84.85 |
69.40 |
15.45 |
19.1% |
2.02 |
2.5% |
74% |
False |
False |
14,094 |
| 80 |
84.85 |
69.40 |
15.45 |
19.1% |
1.97 |
2.4% |
74% |
False |
False |
12,506 |
| 100 |
84.85 |
65.66 |
19.19 |
23.7% |
1.93 |
2.4% |
79% |
False |
False |
11,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.02 |
|
2.618 |
92.43 |
|
1.618 |
88.39 |
|
1.000 |
85.89 |
|
0.618 |
84.35 |
|
HIGH |
81.85 |
|
0.618 |
80.31 |
|
0.500 |
79.83 |
|
0.382 |
79.35 |
|
LOW |
77.81 |
|
0.618 |
75.31 |
|
1.000 |
73.77 |
|
1.618 |
71.27 |
|
2.618 |
67.23 |
|
4.250 |
60.64 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
80.52 |
80.62 |
| PP |
80.18 |
80.36 |
| S1 |
79.83 |
80.11 |
|